Earnings calendar

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 XML data feed, API or streaming feed.

While a standalone event such as an earnings announcement may affect volatility, investigating multiple events closely in relationship to one another can have a stronger impact on a company's corporate financial health. Observing the information pre-event, during the event and post-event and how they interact is critical to understand how events relate to your trading and risk strategies. For example, our most popular bundle captures the following components covering 9,000 publicly traded companies worldwide.

Core Events Bundle

  • Earnings Announcement Dates
  • Earnings Conference Calls
  • Dividends
  • Stock Splits
  • Shareholder and Board Meetings

Earnings Calendar

For firms that only need earnings announcement information, the earnings calendar features:

  • Upcoming earnings calendar dates - confirmed or forecasted, with the expected timing of announcements
  • Includes preliminary earnings announcements
  • Covers 9,000 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 continuously via API; updated 8 times per day from 5am-11pm ET via ftp

DateBreaks 3.0 - Earnings Date Revisions

Institutional investors increasingly rely upon earnings date revisions to help formulate trading and risk strategies. Recent academic research has shown that tracking changes to earnings announcement dates can help investors generate additional alpha or mitigate risk in their portfolios.

In addition, the RavenPack quantitative research team published a whitepaper Trading Around the Earnings Calendar exploring how changes in earnings announcement dates can offer valuable insights about stock price moves surrounding earnings events.

The below video shows a preview of RavenPack's findings including portfolio investment strategies that bought after advances, and sold after delays, produced annual excess returns of 8.4%, for portfolios of mid to large-cap stocks and 18.6% for small-caps.

By keeping clients apprised of critical market-moving event revisions, DateBreaks data empowers financial professionals to take advantage of - or avoid - short-term volatility in a given equity or its underlying option. DateBreaks is a time-stamped alert and contains confirmations, revisions, and pattern recognition detail related to earnings release dates.

Datebreaks earnings date revisions

Highlights include:

  • NEW Statistical measurement of how an earnings date (confirmed or revised) compares to the reporting company's 5-year trend for the same quarter.

  • NEW Forecasted earnings date confidence indicator contrasts a current earnings date to a company's historical patterns.

  • NEW "Days changed" indicator tracks how many days an earnings date has moved compared to the first earnings date projected for that quarter.

For more details, click here.

Earnings Date Monitor

To meet the rapid delivery requirements of options traders, HFT/algo traders and market makers, Wall Street Horizon offers the following feed:

  • 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

EPS Results

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

Conference Calls

We recognize that earnings calls are considered one of the key resources for investors and equity analysts. To that end, we offer earnings conference call details including dates, times and URLs and direct links to earnings call transcripts.

Historical Data

Academics frequently use Wall Street Horizon archived data for their studies. For example, using Wall Street Horizon earning dates, the paper Famous Firms, Earnings Clusters, and the Stock Market finds that each quarter has a handful of days with the potential to have an impressive cluster of important firms announcing earnings more-or-less simultaneously in either the pre-open or post-close period.

Wall Street Horizon's historical event datasets are the industry's largest, most detailed and most accurate archiving of this type of event data. Historical timeframes vary per dataset. For detailed information, contact us.

Specific to earnings, we offer:


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

Earnings dates with timestamps derived from Wall Street Horizon analyst research

EPS Results

EPS dates and dollar amounts with timestamps.

For firms needing more than earnings history, data is available for the following event types: