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Mistake in Earnings Report Times
Niccola Tartaglia
posted

I am using this package EarningsSurprises.act_rpt_code.latest (part of the Zacks package: from quantopian.pipeline.data.zacks import EarningsSurprises) to access earnings report times (before the market vs after the market or during market) and discovered a mistake in the ticker SCVL on March 26th 2019. The package reports this as BMO (before the market) but various other sources indicate that this was reported after market hours (Zacks being one of those sources ironically):

https://www.zacks.com/earnings/earnings-calendar

https://stocktwits.com/discover/earnings-calendar/2019-03-26

Also, massive increase in volume on 3/27, indicates that this information was not released until after the bell on March 26th. Is this a single incident or could there be more mistakes in this package?

3 responses
Niccola Tartaglia

SNGX on March 26th 2019 is another incorrect case. According the package it was announced after market close AMC, but here it says it as BMO:

https://stocktwits.com/discover/earnings-calendar/2019-03-26

And you can see a massive increase in volume on March 26th, which leads me to believe that this was indeed announced before the open on March 26th.

Niccola Tartaglia

Is there a different package that can provide earnings release times?

Shiva M

Eventvestor dataset also has this information.

https://www.quantopian.com/data/eventvestor/earnings_calendar

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