Historical Data

Looking back at 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 back-testing.

Using Wall Street Horizon historical data as a primary data source, independent academic studies have shown that market volatility can be anticipated by the scheduling and revisions in corporate events. For details, refer to our whitepaper Exploring Event Data and Volatility.

Wall Street Horizon's historical event data are the industry's largest, most detailed, and most accurate listings of this type of event data. Data is available from 2006-present -- historical timeframes vary per dataset -- for the following events:

Earnings Events
Earnings Announcement Dates
Earnings Date Monitor (Streaming Feed)
Earnings Date Revisions (DateBreaks)
EPS Results

Announced Dividends and ETFs
Dividend Monitor (Streaming Feed)
Dividend Announcement Dates & Status
ETF Distribution Dates & Splits
ETF Schedules
Corporate Actions
Buybacks
Mergers & Acquisitions
Secondary Offerings
Spinoffs
Splits
IPOs
Investor Conference and Events
Analyst Days
Business Updates
Capital Markets Days
Company Travel
General Conferences & Presentations
R&D Days
Road Shows
Seminars
Shareholder & Board Meetings
Summits
Trade shows
Workshops

BioPharma
Prescription Drug User Fee Act (PDUFA) Dates
FDA Committee Meeting Dates