Corporate Default Events

The Corporate Default Events dataset provides a historical, point-in-time log of public-company default events, labeled from SEC filing text and normalized into a clean event feed.

Each observation represents a date where a company was flagged as being in default status (is_default = 1), along with the associated ticker and the SEC filing URL used as source evidence.

This dataset is designed for systematic traders and researchers who need a reproducible event series for distress screens, event studies, short baskets, and credit-risk proxies.

Why it’s useful

Use this dataset to:

• Build distress / default event studies and measure post-event drift

• Screen for credit-like equity behavior without requiring CDS data

• Create short candidate universes based on documented default status

• Filter long strategies to avoid names entering default or restructuring conditions

• Train ML models using default events as labels or regime triggers

Because the dataset is stored historically and returned as an explicit event feed, it can be used without introducing lookahead bias from “current-state” data.

Endpoint

Base URL:

Authentication

All requests require an API key.

Pass your key either:

• As a query parameter: ?api_key=your_key

• Or via header: X-API-Key: your_key

Sample Request

Python

import requests

url = "https://api.alphanume.com/v1/corporate-default-events"

params = {"api_key": "alp_abc123"}

r = requests.get(url, params=params)
print(r.json())

cURL

curl "https://api.alphanume.com/v1/corporate-default-events?api_key=alp_abc123"

Request Parameters

api_key (required)

Your Alphanume API key.

date (optional)

Return events for a single date (YYYY-MM-DD).

Example:

?date=2026-02-09

Note: date cannot be combined with range parameters.

date_gte / date_lte / date_gt / date_lt (optional)

Filter events by date range (all dates must be YYYY-MM-DD).

Any logically valid combination is accepted.

Examples:

?date_gte=2025-01-01&date_lte=2025-12-31
?date_gt=2024-06-01

Validation rules

• date_lte must be >= date_gte

• date_lte must be > date_gt

• date_lt must be > date_gte

If no date filters are provided, all available historical observations are returned (subject to tier-based limits).

Response Format

Responses are returned in JSON format.

Example:

{
  "count": 517,
  "data": [
    {
      "event_date": "2026-02-09",
      "ticker": "ESGH",
      "filing_url": "https://www.sec.gov/Archives/edgar/data/1883835/000152013826000054/0001520138-26-000054-index.htm"
    }
  ]
}

Response Fields

Data Behavior

• Results are filtered to default-only events (is_default = 1)

• Dates are returned as YYYY-MM-DD

• Results are ordered by event_date DESC

• If an invalid date format is provided, the API returns a 400 with the expected format

• If date is combined with any date range parameters, the API returns a 400

Typical Use Cases

• Building a default/distress watchlist

• Measuring pre/post event returns, volatility expansion, and liquidity deterioration

• Distress-driven equity baskets (long/short) and “avoid lists” for long exposure

• Label generation for ML models (e.g., “distress event within N days”)