A recent independent study from Northwestern University found that the timing of earnings calendar events impacts not only the performance of equity stocks, but also affects the pricing of options and options trading. This is how Wall Street Horizon has structured its delivery - it's all about getting the data at the speed and format you need. Traders and investors can opt for GUI, XML data feeds or low-latency streaming feed.
Sampling of earnings events viewed in Enchilada GUI
Core Events Calendar
Subscribe to the core events calendar for the earnings calendar dates and earnings conference call details you need including:
- Upcoming earnings calendar dates - confirmed or forecasted, with the expected timing of earnings announcements
- Earnings conference call details - dates, times and URLs; direct links to earnings call transcripts
- Announced dividends - dividend dates, ex-dividend dates, amounts and frequency
- Dividend status for each company - pay, don't pay, suspended, resumed
- Announced stock splits - split dates and ratios
- Shareholder and Board Meeting dates
- Covers 12,000 global companies including NYSE, NASDAQ, OTC, FTSE 100, CAC 40, DAX 30, Hang Seng 50, Nikkei 225, EAFE and Dow Jones STOXX 1000 constituent companies
- Updated 8 times per day from 5AM-11PM ET
For guidance on evaluating event data when researching alpha models or risk strategies, read our whitepaper Exploring Corporate Event Data and Volatility.
For firms that only need earnings announcement information, the earnings calendar includes:
- Upcoming earnings calendar dates - confirmed or forecasted, with the expected timing of announcements
- Covers 12,000 global equities
- Updated 8 times per day from 5am-11pm ET
For traders focused on today's earnings announcement activity, including comparisons of what was expected versus what actually occurred, we provide that particular 'slice' of events data including:
- Today's scheduled and actual earnings announcements
- Both the estimated and reported earnings per share figures
- Live links to source documents (earnings release or SEC filing)
- Updated every five minutes throughout the day with timestamps of announcements
Earnings Monitor - Low-Latency
To meet the rapid delivery requirements of options traders, HFT/algo traders and market makers, Wall Street Horizon offers the following real-time (within one second) feed:
- Low latency streaming feed of announced upcoming earnings dates and timing
- Includes flagged reschedules
- Covers all North American companies announcing over primary source newswires
- More than 2,500 per quarter
- Augmented with earnings date data sourced directly from:
- Investor Relations contacts
- Company websites
- SEC filings
To learn more about using predictive corporate event data to drive options trading decisions, especially within the context of increased low-latency and high-frequency trading (HFT) market makers in the market, read our whitepaper Using Corporate Event Data to Navigate Low-Latency in Equity Options
EventBreaks -- Corporate Event Revisions
As the corporate event surveillance experts, Wall Street Horizon knows too well how event data movement can make or break an investment strategy. According to the 2018 Corporate Event Research Survey, the majority the investment community polled by Wall Street Horizon needs to know when a company makes a change to any corporate event. The top two reasons reported were needing to track stocks on watchlists followed by trading on event changes.
With EventBreaks, clients are alerted immediately of event movement for more than 40 event types across 12,000 global equities such as:
- an earnings calendar date or earnings conference call that is delayed
- a company's Investor Conference presenter is changed from the CEO to a product manager
- a buyback offering that is extended, with new terms.
The data is provided in a variety of delivery formats to incorporate into your workflow and trading systems including: low latency streaming feed, on-demand XML data feed, API and via our web-based application, Enchilada.
Datebreaks - Earnings Date Revisions
A recent academic study Time Will Tell, shows that earnings schedules have strong predictive power for firms' earnings news and future returns. For firms that only want earnings date revisions data, Wall Street Horizon offers the following feed:
- Revisions to earnings announcement dates and/or status, for example status change from "tentative" to "verified".
- Alerts when the earnings announcement date crosses before or after the weekly or monthly option contract expiration
- Updated every 5 minutes from 5am-11pm ET
Wall Street Horizon's historical event datasets are the industry's largest, most detailed, and most accurate listings of this type of event data. Historical timeframes vary per dataset. For detailed information, email firstname.lastname@example.org or contact us. Specific to earnings, we offer:
Earnings Date Monitor - DateBreaks
Includes revisions to earnings announcement dates and/or status. In addition, alerts when the earnings announcement date crosses before or after the weekly or monthly contract option expiration.
Earnings Date Monitor - Low-Latency
Earnings dates with timestamps derived from Wall Street Horizon analyst research
EPS dates and dollar amounts with timestamps.
For firms needing more than earnings history, data is available for the following event types: