Interactive Brokers API | Wall Street Horizon

Corporate Event Data for Retail and Institutional Users (API)

Are you an Interactive Brokers TWS user who HATES missing market-moving corporate events?

Newly available via TWS API, Wall Street Horizon provides more than 20 event classes ranging from earnings and dividend dates to analyst/capital markets days and investor conferences for IBKR retail and institutional users to incorporate into their models. For 20 years, Wall Street Horizon (WSH) has specialized exclusively in corporate events.

Sign up for a free one-month trial of WSH's award-winning data here. Having trouble finding the offering? Click here for a quick guide.

IB-Insync User?

Check out a collection of useful patterns, snippets, and recipes to use on IB Insync.

Recent Webinar

In case you missed it, we recently joined a webinar hosted by IBKR discussing the significance of corporate events, demonstrating how to access Wall Street Horizon data via IBKR's TWS API and explaining how the data can be used in a trading strategy. You can register for a recording using the button to the right.

Why are WSH corporate events so important to track?

In the volatility that surrounds corporate events, investors use Wall Street Horizon's accurate and timely single-stock event data to stay on top of company happenings for their portfolio and watchlist companies. Knowledge of forthcoming events and event changes gives them the lead time they need to gain a trading edge.

According to the Wall Street Horizon annual event-driven data survey, investors are suffering more losses due to poor earnings calendar data. WSH stands apart from other providers because of its precision in reporting primary and publicly sourced data.

Another WSH key differentiator is the comprehensive 20+ event classes. While a standalone event such as an earnings announcement may affect volatility, investigating multiple events closely in relationship to one another can provide deeper insight on a company's corporate financial health. Observing the information pre-event, during, and post-event -- and then incorporating it into your research -- is critical to identify upcoming catalysts.

Event Classes

WSH event data provide cohesive research across related company activity covering 10,000 publicly traded companies on all major global indices. View full details in our Wall Street Horizon Event Classes and Fields pdf. Event classes include:


Wall Street Horizon Corporate Event Data for Retail Users, $250 USD per month

Wall Street Horizon Corporate Event Data for Institutional Users $500 USD per month

Current users can subscribe to the API service here.


The WSH universe includes 10,000 publicly traded companies worldwide with the highest market capitalizations, covering all major indices.


For additional information or questions on Wall Street Horizon's Corporate Event Data please contact

For API support, as it relates to password/security details, please contact to upload inquiry.


IB Insync - Collection of useful patterns, snippets, and recipes.

Wall Street Horizon Event Classes and Fields

TWS API v.9.72+ Wall Street Horizon Event Filters

IBKR Trader's Academy

Wall Street Horizon white paper Exploring Corporate Event Data & Volatility

Academic research using Wall Street Horizon data