All Services

Creates a permanent, public, immutable timestamped record of a text statement on Base Mainnet for $0.01 USDC, returning a permalink and SHA256 proof.

Starts a Wiza individual reveal for a single contact (by name+company, email, or LinkedIn URL) and polls until completion, returning enriched contact data including emails and/or phones.

Parses bank statement files (CSV, camt.052/053/054, MT940, OFX/QFX, QIF) into normalized JSON with transaction analysis and export options

Returns the energy import dependency rate (net imports / gross available energy) for one or more countries, split by solid fossil fuels, oil and petroleum products, and natural gas, with trend data across available years.

Builds a demographic demand profile for a country by retrieving raw population indicators and deriving composite demand signals for age-related services, workforce trajectory, household formation, and urban concentration.

Returns gross cross-border claims and liabilities of banks in a reporting country against counterparties in another country, sourced from BIS locational banking statistics, never netted.

Combines government debt ratio, budget balance, nominal GDP growth, and long-term bond yield into a composite debt pressure reading, centering analysis on the interest-rate-minus-growth-rate differential.

Returns a country's top trading partners for exports and imports with their share breakdown and trade concentration measured by the Herfindahl-Hirschman Index (HHI).

Returns comparable harmonised consumer price inflation (HICP) data for multiple countries over a specified period, sourced exclusively from the European harmonised index to enable genuine cross-country comparison.

Returns annual gross earnings and hourly labour costs per country in both nominal currency (national or euro) and purchasing power standards (PPS), kept strictly separate.

Returns a country's residential property price index in nominal and real (inflation-adjusted) terms, with 1-, 5-, and 10-year growth rates for each, plus the explicit nominal-vs-real gap.

Returns CO₂ emissions for one or more countries on three simultaneous bases: per capita, per unit of PPP-adjusted GDP, and absolute megatonnes, each with its own time period and trend.

Combines unemployment rate, job vacancy rate, and activity rate for one or more countries into a composite labour market tightness score, capturing whether labour shortages or surpluses are the dominant condition.

Returns the credit-to-GDP gap for a country — the deviation of the credit ratio from its long-run trend — along with the Basel regulatory thresholds that govern the countercyclical capital buffer (CCyB).

Returns U.S. M2 money supply time series data with derived metrics including MoM/YoY changes, z-scores, trend flags, and rolling averages, going back to 1959.

Returns the pre-computed real 10-year Treasury yield (nominal yield minus 10-year breakeven inflation rate) as a daily time series with statistical enrichment.

Returns the pre-computed weekly spread between the 30-year fixed mortgage rate and the 10-year Treasury yield, with statistical enrichments like z-scores, percentile ranks, and rolling averages.

Retrieves the Chicago Fed's weekly composite index of 105 financial indicators summarizing broad U.S. financial conditions, enriched with z-scores, percentile ranks, and trend statistics.

Returns the daily spread differential between high-yield and investment-grade OAS, pre-computed from BofA index data, to measure incremental credit risk premium and detect credit stress regimes.

Returns the daily spread between 10-year and 2-year U.S. Treasury yields — the most widely watched yield curve recession indicator — with pre-computed statistical enrichments.

Retrieves the St. Louis Fed Financial Stress Index (STLFSI), a composite weekly measure of U.S. financial market stress built from 18 series including rates, spreads, and equity measures.

Retrieves daily time-series data for the ICE BofA US High-Yield Index Option-Adjusted Spread — the yield premium junk bonds pay over equivalent Treasuries — with derived statistics including z-scores, percentile ranks, and rolling averages.

Returns daily time-series data for the investment-grade corporate bond option-adjusted spread (OAS) over equivalent Treasuries, including statistical enrichments like z-scores, percentile ranks, and rolling averages.

Returns the Atlanta Fed's GDPNow real-time nowcast of current-quarter U.S. GDP growth, updated continuously as new economic data releases arrive.

Returns quarterly real GDP data (inflation-adjusted) including BEA advance, second, and third estimates, with derived statistics for growth regime and cycle analysis.

Fetches the Federal Reserve's monthly Industrial Production Total Index with derived statistics like MoM/YoY changes, z-scores, and trend signals for industrial recession detection and goods sector analysis.

Returns monthly U.S. headline CPI data for all urban consumers, including MoM/YoY changes, z-scores, rolling averages, and trend indicators from 1947 to present.

Returns U.S. Core CPI (all urban consumers, excluding food and energy) with derived metrics including MoM/YoY changes, z-scores, and percentile ranks for inflation trend analysis.

Returns the Federal Reserve's preferred inflation measure (PCE price index) with MoM, YoY, rolling averages, z-scores, trend direction, and percentile rankings for a specified date range.

Returns daily 2-year U.S. Treasury constant maturity yield with derived metrics including z-scores, percentile ranks, rolling averages, and period-over-period changes.

Returns daily U.S. 30-year Treasury bond yield data with rich statistical enrichments including z-scores, percentile ranks, trend indicators, and rolling averages.

Returns weekly U.S. initial unemployment insurance claims data with derived metrics including z-scores, percentile ranks, rolling averages, and trend signals for labor market and recession monitoring.

Returns the pre-computed daily real federal funds rate (fed funds effective rate minus CPI YoY inflation), signaling whether U.S. monetary policy is restrictive or accommodative in real terms.

Returns the U.S. headline unemployment rate (BLS household survey) with derived statistics including MoM/YoY changes, z-scores, and trend indicators, monthly back to 1948.

Returns the daily Federal Funds Effective Rate (FFER) — the overnight interbank lending rate set by Fed open market operations — with derived signals like z-scores, rolling averages, and trend flags, back to 1954.

Retrieves daily 3-month Treasury bill secondary market rate on a discount basis, the short-rate input used in the NY Fed recession probability model and the 10Y-3M yield spread.

Returns daily time-series data for the lower bound of the FOMC's federal funds rate target range, enabling tracking of Fed policy rate stance and rate hike/cut cycles.

Returns a pre-computed weekly composite of the Chicago Fed NFCI and St. Louis Fed Financial Stress Index, normalized and averaged into a single financial conditions signal where positive = tighter/more stressed and negative = looser/less stressed.

Returns the Federal Reserve's monthly capacity utilization rate for total industry (manufacturing, mining, and utilities) with derived trend statistics and inflation-risk thresholds.

Retrieves monthly U.S. manufacturers' new orders for durable goods with derived metrics including MoM/YoY changes, z-scores, trend signals, and rolling averages.

Returns monthly U.S. residential building permit counts with trend statistics — a leading indicator of housing construction activity 1-3 months ahead of housing starts.

Returns weekly continued unemployment insurance claims data with derived statistics including z-scores, percentile ranks, rolling averages, and year-over-year changes.

Returns daily historical and current 10-year U.S. Treasury constant maturity yield data with derived analytics including z-scores, percentile ranks, and rolling averages.

Retrieves the University of Michigan monthly consumer sentiment survey data with derived metrics and historical observations back to 1952.

Returns monthly U.S. advance retail sales data covering retail trade and food services, with derived statistics for GDP nowcasting and consumer health assessment.

Returns quarterly time-series data for M2 money velocity (GDP/M2), with trend, z-score, and momentum statistics for monetary policy analysis.

Returns monthly U.S. median sales price of newly constructed homes with derived metrics including MoM/YoY changes, z-scores, percentile ranks, and rolling averages.

Purchase a bundle of 10 ephemeral shared JSON slots for AI agent swarm coordination, returning a JWT token and slot IDs valid for 24 hours with 2000 total read/write operations.

Returns monthly U.S. total nonfarm job openings data from the JOLTS survey, including trend statistics and z-scores, to measure labor market demand.

Returns U.S. nominal GDP quarterly time series data from the BEA, with derived stats like YoY growth, z-scores, trend flags, and rolling averages.

Returns monthly U.S. new residential construction starts data with derived metrics including MoM/YoY changes, z-scores, percentile ranks, and rolling averages.

Returns daily CBOE VIX time-series data with derived statistics for risk sentiment analysis, hedging signals, and market regime detection.

Returns the pre-computed monthly ratio of JOLTS job openings to BLS unemployed persons, with derived statistics, indicating labor market tightness over time.

Marks a radio station as live (DJ is present) and returns unread booth messages (listener feedback, tips, system alerts) since the last heartbeat.

Returns aggregate trading statistics for a given Polymarket wallet address, including total volume, fees, trades, and first activity date.

Performs ordinary least squares (OLS) simple linear regression on two numeric arrays, returning slope, intercept, and R-squared.

Computes a full descriptive statistics panel (count, sum, mean, median, mode, stddev, variance, min, max, range, Q1, Q3, IQR) for an array of numbers in a single call.

Polls the status of an in-progress asynchronous knowledge search job on Tako

Probes common status page locations and hosted providers for a domain to find its public status page, returning the provider, overall health indicator, and active incidents.

Returns a full per-vendor status snapshot including component statuses, overall health, active incidents, and recent check timestamps for a specific developer infrastructure vendor by slug.

Returns the historical status change events for a specific developer infrastructure vendor, showing transitions between operational/degraded/down states.

Returns current ATR-based volatility risk regime (low/med/high) for a crypto asset by comparing current ATR% against its 30-day 80th-percentile baseline, helping agents size positions or widen stops.

Returns a sentiment score (-1 bearish to +1 bullish) and a label for arbitrary text or for a crypto asset based on its recent price action, powered by Claude Haiku.

Returns the current price, 24-hour and 7-day percent change, and a bullish/bearish/neutral momentum signal for a specified crypto asset

Fetches comprehensive on-chain state for a Stellar account including balances, trustlines, signers, thresholds, and flags from Stellar Pubnet

Analyzes SEC filings (10-K, 10-Q, 8-K) for a given stock ticker and returns an AI-generated executive summary, management tone assessment, and key insights.

Returns an earnings preparation pack for a given stock ticker, combining SEC filing analysis (10-K/10-Q/8-K), management tone assessment, and institutional 13F positioning data.

Fetches real-time stock price, trading data, and company profile details for any stock, index, mutual fund, or futures instrument by ticker symbol.

Returns the full dividend and stock-split history for a given ticker symbol, including ex-dates, cash amounts, split dates, and split ratios over a configurable time range.

Returns key SEC-filing financial metrics, derived fundamental signals, and scores for up to 10 US-listed tickers in a single call

Returns key financial fundamentals, latest SEC filing data, and a derived fundamental signal, score, and interpretation for any US-listed company by ticker symbol.

Returns historical OHLCV (open, high, low, close, volume) price bars for a stock ticker at configurable intervals and date ranges, ready for charting or backtesting.

Builds unsigned buy/sell transactions for tokenized stocks on Robinhood Chain, returning ready-to-sign transaction objects for execution

Analyzes DeFi borrowing risk for wallets using tokenized stocks as collateral on Aave V4 and Morpho on Base, highlighting weekend oracle freeze exposure and liquidation risk at market reopen.

Fetches the latest news articles for a specific stock ticker symbol, supporting stocks, indices, mutual funds, and futures.

Fetches the latest news headlines, summaries, publish dates, publishers, and URLs for a given stock ticker from Yahoo Finance data.

Fetches the latest news headlines and summaries for a given stock ticker symbol from Yahoo Finance, including title, summary, publish date, publisher, and article URL.

Fetches historical OHLCV (open, high, low, close, volume) candlestick bars for any US stock ticker over a custom date range and timeframe multiplier.

Returns historical OHLCV candlestick bar data for any US stock ticker at configurable resolutions from 1-minute intraday to monthly, over a specified date range.

Returns real-time stock market quotes including price, change, volume, and pre/post-market data for stocks, indices, mutual funds, and futures.

Returns real-time stock market quotes for one or more ticker symbols, including price, change, volume, and 52-week range.

Returns historical price time series and key news events for a stock, index, mutual fund, or futures contract over a specified period.

Returns the latest published STIM Select stock list filtered by three-horizon ST-IM lower-bound criteria and a minimum 13-week probability publication threshold.

Returns historical breadth time series for a sector, industry group, or industry based on Stock Trends signal distribution across constituent stocks.

Returns a historical sequence of weekly market regime classifications using the Stock Trends framework

Returns the latest ST-IM forward return expectations and statistical distributions for a stock symbol across 4-week, 13-week, and 40-week horizons.

Returns historical sector leadership rotation data including bullish share, average RSI, trend maturity, leadership score, and weekly rank derived from Stock Trends trend distribution and relative performance measures.

Returns the current market regime classification derived from the distribution of Stock Trends trend codes across active signals.

Returns the most recent weekly price row for a given stock symbol, including adjusted close, weekly high/low, volume, trades, and price change.

Returns historical weekly OHLCV price data for a given Stock Trends symbol and exchange.

Returns the latest ST-IM (Stock Trends Inference Model) selection universe ranked by 13-week forward probability descending, without the published STIM Select threshold filter applied.

Evaluates a user-supplied portfolio against Stock Trends signal context and current market regime to assess portfolio quality and alignment.

Returns historical ST-IM (Stock Trends Inference Model) forward return distribution series for a given symbol across 4, 13, and 40 week horizons

Returns a deterministic forward regime outlook derived from recent weekly regime score direction and consistency, with a configurable lookback window.

Compares two user-supplied portfolios using Stock Trends decision scoring, signal alignment, and market regime context to identify which portfolio is better positioned.

Returns a single macro indicator's current value, prior value, delta, and date — covering China-specific and US/global indicators.

Stops a scheduled or on-demand task, closing the payment channel and refunding remaining escrow (direct rail) or releasing pending reservations (ZeroClick rail).

Calculates a stop-loss price given an entry price, a percentage risk, and trade side (long/short) using local deterministic math.

Returns an LLM-analyzed digest of the past week's US Federal Register AI-related activity, highlighting enforcement actions and deadlines with grounded citations.

Returns an LLM-analyzed digest of recent US Federal Register rules, notices, and proposed rules for a given topic or agency, with verified citations and deadline-ordered key points.