Earnings Events

A recent academic study found that the timing of earning 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.

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Sampling of earnings events viewed in Enchilada GUI

Core Events Calendar

Subscribe to the core events calendar for the earnings calendar dates and conference call details you need.

  • Upcoming earnings calendar dates - confirmed or forecasted, with the expected timing of announcements
  • Earnings conference call details - dates, times and URLs; direct links to earnings call transcripts
  • Announced dividends - dates, ex-dividend dates, amounts and frequency
  • Dividend status for each company - pay, don't pay, suspended, resumed
  • Announced stock splits - dates and ratios
  • Shareholder and Board Meeting information - dates
  • Covers 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

EPS Announcements

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, WSH 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 5,000 per quarter
  • Augmented with earnings date data sourced directly from:
    • Investor Relations contacts
    • Company websites
    • SEC filings

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 7,000 global equities such as:

  • an earnings date or earnings conference call that is delayed
  • a company's Investor Conference presenter is changed from the CEO to a product manager; or a shareholder meeting is moved from the company's home city to a location 500 miles away
  • 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.

Historical Data

Looking at historical single-stock events, and more specifically, analyzing what information was known about them and when it was made public, yields unique intelligence about their market impact. Quantitative traders and analysts can gain valuable insights from this intelligence to use in strategy development and model backtesting.

Wall Street Horizon's historical event datasets are the industry's largest, most detailed, and most accurate listings of this type of event data. Available datasets include:

Earnings Announcements

  • EPS with date and timestamp
  • Date announcements with timestamp of press release
  • Time-stamped audit trail of confirmations and revisions to upcoming earnings dates
  • Daily snapshots of upcoming earnings dates (forecasted and confirmed) as projected as of any historical date

Earnings Conference Calls

  • Dates and times

Dividends and Stock Splits

  • Dates and amounts
  • Date announcements with timestamp of press release

Shareholder and Board Meetings

  • Dates

ETF Distributions and Splits

  • Dates and amounts

Investor Conferences

  • Dates and presenters
  • Confirmations and changes to scheduled company presentations

Analysts Days

  • Dates and times
  • Time-stamped audit trail

International: R&T, Shareholder Meetings

  • Dates and times

International: Dividends

  • Dates and times