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:
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.
Download Earnings Data Feed Sample
|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)|
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