Staying on top of fast-moving markets demands breadth, depth, and speed. FinBrain has long delivered daily stock forecasts and alternative datasets for 10,000+ assets. Today, we’re excited to share that our coverage has grown to 25,000+ tickers across 20 markets — spanning U.S. and international stocks & ETFs, commodity & index futures, crypto, and foreign currencies.
What’s new in coverage
We’ve significantly expanded the universes we track every day. Highlights include:
- 11,000+ U.S. stocks & ETFs
- 900+ foreign currency pairs
- 2,000+ stocks on Brazil BOVESPA
- 2,600+ stocks on Canada TSX
- 2,200+ stocks on Australia ASX
- 3,600+ stocks on Hang Seng
- …and many more across our global set of 20 markets.
This expansion means broader idea discovery, better diversification, and more consistent coverage for cross-market strategies.
Why this matters
- Idea generation without blind spots: With 25k+ tickers, you can scan for signals beyond the usual large-cap names and uncover opportunities in smaller, under-tracked assets.
- Portfolio construction at scale: Build and monitor diversified portfolios across regions, sectors, and asset classes with a single data provider.
- Faster research loops: Unified identifiers and consistent update cadences reduce time spent cleaning data so you can analyze and act sooner.
- Edge from alternative data: Non-price signals can complement traditional factors and sharpen timing, conviction, and risk control.
Alternative datasets you can access today
Alongside our daily forecasts, FinBrain offers a growing library of alternative data that helps explain why names move and when conviction changes:
- Mobile app performance scores: Signals extracted from app usage/engagement trends to gauge product traction and potential revenue impacts.
- News sentiment scores: Company-level tone and momentum from financial and general news to catch narrative shifts early.
- Company LinkedIn metrics: Follower growth, employee counts, and job postings — useful for tracking hiring cycles, go-to-market intensity, and brand momentum.
- Insider transactions: Director and officer buys/sells for alignment and signal strength.
- Analyst ratings & revisions: Upgrades/downgrades and changes in targets and recommendations.
- U.S. congressional trading activity: Disclosed trades surfaced and mapped to tickers for transparency-driven strategies.
All datasets are mapped to our expanded ticker universe and are updated on a frequent cadence, enabling both discretionary and systematic workflows.
How teams use FinBrain
Whether you’re a discretionary PM, a quantitative researcher, or a data engineer feeding internal tools, FinBrain fits into your process:
For discretionary investors
- Track watchlists across multiple markets with daily forecast updates and cross-asset context.
- Use news sentiment and congressional trading to validate or challenge narratives.
- Pair insider buys with improving app scores to identify early inflections.
For quantitative researchers
- Integrate structured, point-in-time alternative data to enhance alpha models.
- Combine sentiment and hiring momentum with price/volume factors for robust signal ensembles.
- Backtest cross-sectional or L/S strategies across U.S. and international universes.
For data & platform teams
- Centralize multi-market coverage behind one API with consistent schemas.
- Reduce ETL overhead with clean identifiers and documented endpoints.
- Power internal dashboards and alerts with forecast and alt‑data streams.
Access via FinBrain Terminal, API & SDK
You can work with all covered markets and datasets through FinBrain Terminal (for interactive research), the FinBrain API (for programmatic access), and the FinBrain SDK (a Python package that streamlines authentication, requests, joins, and quick visualizations). To get started: pip install finbrain-python
.
Discover what’s available
1) Import, authenticate, and call Availables
Initialize the FinBrain SDK, authenticate with your API key, and use the available
helpers to mirror the Availables endpoint. This pulls the list of supported markets and the current daily ticker universe into convenient Python objects (list/DataFrame) you can plug straight into research and pipelines.
# Prerequisite (one-time): pip install finbrain-python
from finbrain import FinBrainClient
fb = FinBrainClient(api_key="YOUR_KEY") # create once, reuse below
# --- Markets & tickers ---
markets = fb.available.markets() # list of market codes/names
tickers_df = fb.available.tickers("daily", as_dataframe=True) # pandas DataFrame
2) Display markets and confirm coverage size
With the data in hand, quickly sanity-check coverage by printing the markets list and the total number of daily tickers. This gives you an immediate sense of breadth (by market) and depth (by count). Optionally, preview tickers_df.head()
to inspect columns before filtering to your region or watchlist.
>>> print(markets)
['Foreign Exchange', 'UK FTSE 100', 'Germany DAX', 'S&P 500', 'NASDAQ', 'NYSE', 'DOW 30', 'ETFs', 'OTC Market', 'Mexico BMV', 'Russia MOEX', 'Brazil BOVESPA', 'Canada TSX', 'Commodities', 'Index Futures', 'Tel Aviv TASE', 'Crypto Currencies', 'Australia ASX', 'HK Hang Seng', 'Tadawul TASI']
>>> print(f"Tickers returned: {len(tickers_df)}")
Tickers returned: 26540
Example integration patterns
Below are common, low-friction ways teams plug FinBrain data into their stack using the API directly or through the FinBrain SDK:
- Ticker discovery & metadata
- Call the Availables endpoint (or the SDK helper) to pull markets, tickers, and identifiers. Cache this locally for symbol lookup and QA.
- Signal collection
- Schedule daily pulls of forecasts, news sentiment, and LinkedIn metrics for your coverage list via the API or SDK. Store point‑in‑time snapshots to preserve historical integrity for backtests.
- Event‑driven alerts
- Trigger notifications when:
- Insider buying exceeds a threshold
- Analyst revisions cluster within a short window
- News sentiment flips from negative to positive for multiple consecutive days
- Use SDK utilities to simplify polling and threshold checks.
- Strategy research
- Join alt‑data features with price/volume bars on a common calendar.
- Normalize features (z-score by sector or country) to control for structural differences across markets.
- Evaluate stability and decay: do signals hold for 1 day, 5 days, 10 days?
- The SDK can fetch full historical series and align timestamps for you.
- Risk & oversight
- Use hiring trends and sentiment to monitor key holdings for early deterioration.
- Surface congressional or insider activity on top allocations for governance checks.
- Create one‑liners to plot these series directly from the SDK for dashboards and reviews.
Data quality & update cadence
- Consistency across markets: We apply the same mapping and validation standards to U.S. and international universes.
- Point‑in‑time integrity: Historical records are preserved to support accurate backtests.
- Frequent refresh: Signals are updated on a regular cadence so you can react to new information quickly.
What’s next
Our roadmap continues to focus on breadth, depth, and usability: more markets, richer entity mapping, and additional alternative datasets that reveal real‑world momentum. As always, we’ll share updates as we ship.
Start exploring today. Broaden your universe to 25,000+ tickers, and bring higher‑frequency alternative insights into your workflow with FinBrain Terminal and the FinBrain API. For coverage details, begin with the Availables endpoint.
FinBrain Technologies — Terminal & API for global coverage and alternative data
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