CatchAll turns the open web into complete, structured, timestamped events for the questions your markets resolve on, so your models price the news before the market does.
01
Elections & politics
Poll swings, candidate exits, and legal rulings that move political markets.
02
Fed & macro decisions
Rate moves, inflation prints, and central-bank signals that resolve macro markets.
03
Geopolitical flashpoints
Conflicts, sanctions, and diplomatic breaks driving geopolitics markets.
04
Sports outcomes & injuries
Lineups, injuries, and results across leagues and tournaments, the moment they post.
05
Corporate & regulatory events
Filings, approvals, and enforcement actions that settle company-specific markets.
06
Breaking incidents
Black-swan events surfaced the moment they hit the open web, not hours later.
Step 01
Map your markets
Attach the market questions you trade as structured, recall-first queries.
Step 02
Scan the open web
Search 2B+ pages for resolving events, including regional and non-English sources.
Step 03
Validate & timestamp
An LLM confirms each event and extracts clean fields with a source and timestamp.
Step 04
Route to your model
Push signals to your trading pipeline by webhook within minutes of detection.
| # | Event | Leader | Country | Event type | Date |
|---|---|---|---|---|---|
| 1 | Romanian PM Ludovic Orban announces potential departure | Ludovic Orban | Romania | announced_departure | 2026-06-10 |
| 2 | South Ossetian President Gagloev resigns | Alan Gagloev | South Ossetia | resignation | 2026-06-01 |
| 3 | Colombian presidential transition begins | Gustavo Petro | Colombia | announced_departure | 2026-06-29 |
| 4 | PM initiates process to remove President Sulyok | Tamás Sulyok | Hungary | removal | 2026-06-22 |
Dataset generated by CatchAll · Updated monthly
View full dataset →Step 01
Write a query
Describe the event type, time window, and scope — a company, industry, or geography.
Step 02
Turn it into a monitor
Set a schedule in plain language ("every day at 9 AM UTC") and attach a webhook to receive results.
Step 03
Get new events delivered
Structured records pushed to your webhook or pulled via API. Each run delivers only what's new.
SOC2 Type II
ISO clients
F1000-trusted
Enterprise-grade reliability
GDPR-ready
Built to fully respect and comply with the EU data protection rules, ensuring user data is handled responsibly.
Compliant by design
Built to meet legal and ethical standards from day one, ensuring long-term sustainability.
CatchAll is a recall-first web search API that turns the open web into complete, structured datasets of real-world events, built for AI agents and traders who need every resolving signal, not just the top-ranked result.
It converts the open web into structured, timestamped events for the exact questions you trade, so your models react to resolving news within minutes instead of watching feeds by hand or waiting for the market to reprice.
Most content is available within minutes of publication. Instead of polling, you can have CatchAll push new, citation-backed events to your pipeline by webhook the moment they are detected.
Any event-resolvable market, elections and politics, Fed and macro, geopolitics, sports, and corporate or regulatory events, across global, regional, and non-English sources.
Yes. Set persistent monitors that run on your schedule and deliver new, source-linked events as they happen, routed straight into your trading system by webhook.
CatchAll is priced per record returned, not per query, so you only pay for the signals you receive. You get 2,000 free credits when you sign up.
Secure strategic advantage with real-world signals for your teams and models
What you don't know can hurt you. Let's change that.
