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I am interested to find historical news (if any) associated with intraday volatility burst in a particular ETFs like ishares IYF (Financials). So say that between 12:00 - 12:10pm, the ETF IYF's stock price is abnormally volatile. What would you suggest is the best database to search the news (if any) associated with this burst in volatility for this particular ETF?

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Briefing.com has an api and ravenpack has data as well to find news for stocks that are members of indices.

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  • $\begingroup$ How does that help about the ETF? $\endgroup$ – SRKX Sep 5 '14 at 4:05
  • $\begingroup$ It has the historical news that you can search based on tickers $\endgroup$ – Michael WS Sep 6 '14 at 3:15
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newsfilter.io provides a real-time financial news API.

You can easily create rules that the system should use to filter all newly incoming articles. For example, you can create a rule as follows

  1. If: symbols contains IYF
  2. Then: speak message New Article Found

The user interface let's you create such rules very easily (see below)

Example: Create If/Then Rules

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Example: Real-Time News Stream

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Disclaimer: I developed this service as a side project to solve a similar problem that you describe in your question - focused on real-time news rather than historical news.

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  • $\begingroup$ Thanks for the edit! $\endgroup$ – Bob Jansen Jan 11 at 9:05
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Frankly, unless you can find a free source, that does exactly what you want, you're better off finding a historical dataset with intraday ETF prices, say with 5min resolution, and computing volatility yourself - that way you can experiment with different parameters too.

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