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Eventvestor - Earnings Calendar that is actually useable? Would like to subscribe!
chris frank
posted

Hi everyone, I would love to pay for the Eventvestor data but the earnings calendar is setup in a way that makes it somewhat meaningless to use in my opinion. Maybe I am missing something.

I would like to, on the start of a new day, get the stocks that had earnings yesterday after the close and today before the open. Essentially these stocks should be trading days since earnings of 0. Since these are the reports that have come out since the last market session and have yet to be traded during market hours.

In my opinion it is pointless, other than maybe it is easier for Eventvestor to program or they simply don't have the data of which companies report before or after the close, to lump the stocks that release before the open and after the close on the same day in the same category. Some stocks in this way have reported earnings and during the market session will be trading with that release out there, others will be waiting for the release after the close and not have the same volume or level of in play the earnings were out.

Essentially, the current way of getting the earnings calendar each day, will give you some symbols that have reported (before the open) and some that haven't reported yet (after close). This is not useful at all. I would like to know if there is away to get the symbols from yesterday after the close and today before the open.

Thank you

1 response
Seong Lee

We'll soon be able to support before/after market open indicators for the earnings calendar. The data isn't updated real-time and we'll usually have earnings announcements that have been announced before 7AM the current day in live trading. In backtesting, the data will be available the next trading day. In your case however, you'll be able to get earnings that have happened yesterday after the market close and before today's market close.

I don't have a good timeline for you but it's something we're actively working on.

This is also possible now if you take a closer look at Zack's Earnings Surprises, you'll be able to get that same information from act_rpt_date_time and act_rpt_code. This data is updated around 5 ~ 6 AM EST so any earnings announcements that come in before that will be available in live trading. In backtesting, the data will be available the next trading day.

act_rpt_code: Actual report time of day code (BTO - before the open, DTM - during the market, AMC - after market close)  
act_rpt_date_time: Actual report timestamp (eastern time)

Seong

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.