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.

Wall Street Horizon's historical event data 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