†Market Data Delayed 15 Minutes

Earnings Data Feed

Overview | Background | Preliminary Earnings | Possible Uses | Sample | File Layout | Pricing | Contact

Overview

  • Corporate earnings announcements for publicly traded US companies with the scheduled date and time of the earnings report, one row per Symbol and report date. Rows are removed from the feed on the day after they are reported.
  • Provides stock price impact of last earnings announcement and statistics showing stock price impact of previous four announcements.
  • Updated at intervals throughout the day.
  • Includes Preliminary Earnings Announcements

Background

Corporate earnings reports are material to stock and option prices. The Earnings data feed contains advance notification of publicly announced earnings reports that are scheduled to be released on the current business date or on a future date.

Procedures for releasing earnings information vary considerably among different public companies:

  • Some companies announce the date and time of an earnings report and follow-up conference call in a press release. On the report date, the company may hold the conference call, issue an earnings report press release and file the press release with the SEC using form 8K. The company files a 10-K or 10-Q with the SEC at a later date.
  • Some companies do not make any public statements and provide no advance notification of an earnings report. They simply file a 10-K or 10-Q with the SEC.
  • Many other possibilities exist, including issuing an earnings report on the company’s web site instead of press release.

Preliminary Earnings

Prior to an official earnings report, oftentimes companies release preliminary earnings during which they share material information and provide meaningful guidance as to official earnings results. Many corporate earnings sources do not include preliminary earnings announcements or reports, but since historically they have had a pronounced effect on trading in the security and its options, they are included in the Earning data feed. The "IsPreliminary" column allows users to distinguish preliminary vs. official earnings reports.

Possible Uses

  • Option Implied Volatility (IV) forecast that takes into earnings-induced IV changes into account
  • Newsletter or blog focused on trading around earnings reports
  • Earnings Calendar
  • Web Site

Sample

Download Earnings Data Feed Sample

File Layout

IndexNameTypeDescription
1 FileTime TS Timestamp when feed was generated format "yyyy-MM-dd HH:mm:ss"
2 Symbol A Symbol of company reporting earnings
3 Name A Name of company reporting earnings
4 HasOptions B Whether options are available for this symbol
5 EarningsDate D The date of the earnings announcement formatted yyyy-MM-dd
6 Quarter A Company’s fiscal quarter being reported.
7 TimeOfDay A Time of earnings release. Can be AfterMarketClose, BeforeMarketOpen, DuringMarketHours, DuringTradingHours, Unknown
8 ConfCallDate D Conference call date (if available)
9 ConfCallTime T Conference call time (if available)
10 IsPreliminary B If TRUE, indicates preliminary announcement, otherwise official announcement
11 ReleaseType A ANNOUNCED_DATE indicates that the company has announced that it will report earnings on the EarningsDate. REPORTED indicates that the company has publicly released the earnings report.
12 SECFiling A URL of the SEC filing of the 8K on SEC Web Site (for ReleaseType=’REPORTED’ only when available)
13 LastEarningsDate D Prior earnings date (if any)
14 LastEarningsPctMove N Percentage price change on prior earnings date expressed as a decimal (.082 = 8.2%)
15 LastEarningsExpectedPctMove N Expected price percentage move calculated from implied volatility therefore it should be regarded as +/- amount. Expressed as a decimal (.082 = +/- 8.2%)
16 AvgEarningsPctMove_LastFourEarnings N Average absolute value of ACTUAL percentage price effect of the four previously reported earnings. Expressed as a decimal (.082 = 8.2%)
17 AvgEarningsExpectedPctMove_LastFourEarnings N Average EXPECTED percentage price effects of the four previously reported earnings. Expressed as a decimal (.082 = 8.2%).
18 MinEarningsPctMove_LastFourEarnings N Minimum magnitude of the absolute value of ACTUAL percentage price effects of the four previously reported earnings. Expressed as a decimal (.082 = 8.2%)
19 MaxEarningsPctMove_LastFourEarnings N Maximum magnitude of the absolute value of ACTUAL percentage price effects of the four previously reported earnings. Expressed as a decimal (.082 = 8.2%)
20 EarningsReportPressReleaseUrl A URL of earnings report press release on marketchameleon.com (for ReleaseType=’REPORTED’ only when available)

Pricing

Single User: $99/month

Small Firm: $500/month

Redistribution: Contact Us

Contact Us

To subscribe or to ask a question about the data feeds or widgets contact us by email at data@marketchameleon.com or submit your question below...