Context Analytics transforms social media into structured, predictive data feeds. Our APIs for X and StockTwits deliver real-time sentiment signals built to support quant trading, research, risk, and market intelligence easily integrated into dashboards, GUIs, and analytics platforms.
Historical returns demonstrating the alpha generation potential of sentiment-driven strategies
Price > $5 Universe : 2011-12-01 to 7/22/26
English summaries of Twitter activity over the last 24 hours, providing natural language interpretation of quantitative social sentiment data for strategic decision making.
Time slice view of social activity with volume metrics, source attribution, and engagement analytics for comprehensive sentiment analysis within specific periods.
Core sentiment metrics with S-Score values, statistical significance flags, and real-time market impact analysis derived from social data.
Proven performance across trading, investing, and risk management applications
Common questions about the S-Factor Social Sentiment Feed
S-Factor is Context Analytics' real-time sentiment data feed built from X (Twitter) and StockTwits activity, converting social media chatter into structured, quantitative signals. These signals are based on 15 factors including S-Score, S-Volume, and other standardized factors for use in trading, research, and risk models.
No. X (Twitter) and StockTwits are separate, independently selectable sentiment sources, not a single bundled feed. Clients choose which source (or both) to license based on their strategy, and each source carries its own coverage history and asset class availability.
The S-Score is a standardized sentiment value ranging from -4.25 to +4.25, derived from social media messages. Messages tagged with securities are fine-grain scored from -1.0000 to 1.0000, which are then exponentially time-weight summed by security over a 24-hour rolling period. A 20-day mean and standard deviation are taken as historical baselines to create a standardized score. This score flags for statistical significance so users can distinguish meaningful sentiment from noise.
S-Factors are available at multiple signal frequencies: 1-minute, 15-minute, and daily. We can also configure custom frequencies so clients can match the cadence to their strategy rather than being locked into one update speed.
S-Factor covers U.S. equities (5,500+), ETFs (3,500+), futures (100+), forex (50 pairs), crypto (850+), private companies (700+), and international exchanges including TSX (450+), NSE (800+), LSE (950+), ASX (850+), JPX (3,500+), and Pan-European markets (1,000+). Coverage can be delivered by asset class and source combination a client needs, rather than as one fixed universe.
It varies by source and asset class. StockTwits has the deepest history across most asset classes, dating back to mid-2009. X (Twitter) coverage varies by market, with data dating back to December 2011 for U.S. Equities and expands as CA adds new markets.
S-Factor is used for algorithmic trading signal integration, portfolio risk overlays, fundamental research support, early-warning risk management, and market-making flow prediction.
S-Factor is standardly delivered via JSON API, or scoped to the asset class(es) and source(s) a client selects, for direct integration into trading dashboards, GUIs, and analytics platforms. S-Factor data also is delivered via flat file SFTP deliver. Custom delivery can be accommodated.
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