Datasets
Structured market datasets derived from Korean corporate disclosures and market signals.
AI-classified corporate disclosure events sourced from DART (Korean SEC), structured for quant and fintech use cases.
Fields
tickercompanyevent_typeimpact_scoresentimentpublished_atCoverage
Update Frequency
Real-time
Coverage
2,400+ companies
Format
JSON / REST API
Daily sector-level signals generated from market data and corporate disclosures across 18 KSIC-classified sectors.
Fields
sector_namemomentum_scoreflow_signalsentiment_scoreCoverage
Update Frequency
Daily
Coverage
18 sectors
Format
JSON / REST API
High-level Korean market indicators covering foreign net flow, sector rotation, and market momentum for KOSPI & KOSDAQ.
Fields
foreign_net_flowsector_rotationmarket_momentumCoverage
Update Frequency
Intraday
Coverage
KOSPI + KOSDAQ
Format
JSON / REST API
Structured event timeline and risk signals per company. Full history from 2010 with sentiment trends.
Fields
tickerevent_historyrisk_flagssentiment_trendCoverage
Update Frequency
Real-time
Coverage
Since 2010
Format
JSON / REST API