GET
/events/earnings?symbol={symbol}&start_date={start_date}&end_date={end_date}
Get earnings information

Example URI

https://api.livevol.com/v1/events/earnings?symbol=DAL&start_date=2019-01-01&end_date=2019-06-30

Request Information

URI Parameters

Name Description Type Additional information
symbol

Symbol of the company

string

Required

start_date

Start date in YYYY-MM-DD format. Optional.

string

Constraint: value should be less than or equal to end_date value

Date in yyyy-MM-dd format. (i.e. 2019-01-18)

Default value is: 2003-01-01

end_date

End date in YYYY-MM-DD format. Optional.

string

Constraint: value should be greater than or equal to start_date value

Date in yyyy-MM-dd format. (i.e. 2019-01-18)

Default value is: 2100-01-01

Response Information

Resource Description

Collection of types:
HistoricalEarnings

Name Description Type Additional information SIP Provider
eps_actual

Actual amount of earnings

decimal number

None

None

stock_close_before

Stock close prior to earnings event

decimal number

None

None

expiry1

Nearest expiry date

string

Represented as 'YYYY-MM-DD'

None

expiry2

Second nearest expiry date

string

Represented as 'YYYY-MM-DD'

None

expiry1_volatility_before

Nearest expiry implied volatility prior to earnings event

decimal number

None

None

expiry2_volatility_before

Second nearest expiry implied volatility prior to earnings event

decimal number

None

None

implied_earnings_move

Stock price move implied from expiry1_volatility_before and expiry2_volatility_before, adjusted based on historical trend

decimal number

None

None

implied_risk_premium

Stock price move implied from expiry1_iv and expiry2_iv

decimal number

None

None

forward_volatility

Implied post earnings volatility

decimal number

None

None

stock_close_after

Stock close post earnings event

decimal number

None

None

expiry1_volatility_after

Nearest expiry volatility post earnings event

decimal number

None

None

expiry2_volatility_after

Second nearest expiry volatility post earnings event

decimal number

None

None

actual_move

Actual move expressed as (stock_close_after – stock_close_before)/stock_close_before

decimal number

None

None

actual_post_earnings_volatility

Actual post earnings volatility

decimal number

None

None

actual_currency

Currency code of actual earnings

string

None

None

date

Date of earnings

string

Represented as 'YYYY-MM-DD'

None

fiscal_year

Fiscal Year

integer

None

None

fiscal_quarter

Fiscal Quarter

integer

None

None

eps_estimate

Estimated earnings amount

decimal number

None

None

time_of_day

Time of the day (BMO/AMC/DMT)

string

None

None

estimate_currency

Currency code of estimated earnings

string

None

None

day_before

Day before date

string

Represented as 'YYYY-MM-DD'

None

day_after

Day after date

string

Represented as 'YYYY-MM-DD'

None

Collection of earnings results

Collection of EarningsResult

None

None

EarningsResult

Name Description Type Additional information SIP Provider
earnings_date

Earnings date represented as YYYY-MM-DD

string

None

None

quote_date

Quote date represented as YYYY-MM-DD

string

None

None

underlying_price

Underlying Price

decimal number

None

None

root1

Root1

string

None

None

expiry1

Expiry1 date represented as YYYY-MM-DD

string

None

None

strike1

Strike1

decimal number

None

None

call_bid1

Call Bid1

decimal number

None

None

call_ask1

Call Ask1

decimal number

None

None

put_bid1

Put Bid1

decimal number

None

None

put_ask1

Put Ask1

decimal number

None

None

sigma1

Sigma1

decimal number

None

None

extrinsic1

Extrinsic1

decimal number

None

None

root2

Root2

string

None

None

expiry2

Expiry2 date represented as YYYY-MM-DD

string

None

None

strike2

Strike2

decimal number

None

None

call_bid2

Call Bid2

decimal number

None

None

call_ask2

Call Ask2

decimal number

None

None

put_bid2

Put Bid2

decimal number

None

None

put_ask2

Put Ask2

decimal number

None

None

sigma2

Sigma2

decimal number

None

None

extrinsic2

Extrinsic2

decimal number

None

None

open

Open

decimal number

None

None

high

High

decimal number

None

None

low

Low

decimal number

None

None

close

Close

decimal number

None

None

volume

Volume

integer

None

None

Populated when multiple earnings reports for previous fiscal quarters occur on the same earnings date

Collection of EarningDetails

None

None

EarningDetails

Name Description Type Additional information SIP Provider
year

Earnings Year

integer

None

None

quarter

Earnings Quarter

integer

None

None

Report date type

ReportDateType

None

None

ReportDateType

Possible enumeration values:

Value Description

confirmed

not_confirmed

estimated

unknown

eps_actual

Actual earnings per share

decimal number

None

None

eps_estimate

Estimated earnings per share

decimal number

None

None

LiveEarnings
Name Description Type Additional information SIP Provider

Report date type

ReportDateType

None

None

ReportDateType

Possible enumeration values:

Value Description

confirmed

not_confirmed

estimated

unknown

weeklies

Weeklies

string

None

None

expiry1

Nearest expiry date

string

Represented as 'YYYY-MM-DD'

None

expiry2

Second nearest expiry date

string

Represented as 'YYYY-MM-DD'

None

expiry1_iv

Nearest expiry implied volatility

string

None

None

expiry2_iv

Second nearest expiry implied volatility

string

None

None

current_implied_earnings_move

Stock price move implied from expiry1_iv and expiry2_iv, adjusted based on historical trend

decimal number

None

None

current_implied_risk_premium

Stock price move implied from expiry1_iv and expiry2_iv

decimal number

None

None

forward_volatility

Implied post earnings volatility

decimal number

None

None

four_quarters_average

Average stock move for earnings events across four previous quarters

decimal number

None

None

prev_qtr1

Actual stock move for previous quarter's earnings

decimal number

None

None

prev_qtr2

Actual stock move for earnings event occurring two quarters prior

decimal number

None

None

prev_qtr3

Actual stock move for earnings event occurring three quarters prior

decimal number

None

None

prev_qtr4

Actual stock move for earnings event occurring four quarters prior

decimal number

None

None

date

Date of earnings

string

Represented as 'YYYY-MM-DD'

None

fiscal_year

Fiscal Year

integer

None

None

fiscal_quarter

Fiscal Quarter

integer

None

None

eps_estimate

Estimated earnings amount

decimal number

None

None

time_of_day

Time of the day (BMO/AMC/DMT)

string

None

None

estimate_currency

Currency code of estimated earnings

string

None

None

day_before

Day before date

string

Represented as 'YYYY-MM-DD'

None

day_after

Day after date

string

Represented as 'YYYY-MM-DD'

None

Collection of earnings results

Collection of EarningsResult

None

None

EarningsResult

Name Description Type Additional information SIP Provider
earnings_date

Earnings date represented as YYYY-MM-DD

string

None

None

quote_date

Quote date represented as YYYY-MM-DD

string

None

None

underlying_price

Underlying Price

decimal number

None

None

root1

Root1

string

None

None

expiry1

Expiry1 date represented as YYYY-MM-DD

string

None

None

strike1

Strike1

decimal number

None

None

call_bid1

Call Bid1

decimal number

None

None

call_ask1

Call Ask1

decimal number

None

None

put_bid1

Put Bid1

decimal number

None

None

put_ask1

Put Ask1

decimal number

None

None

sigma1

Sigma1

decimal number

None

None

extrinsic1

Extrinsic1

decimal number

None

None

root2

Root2

string

None

None

expiry2

Expiry2 date represented as YYYY-MM-DD

string

None

None

strike2

Strike2

decimal number

None

None

call_bid2

Call Bid2

decimal number

None

None

call_ask2

Call Ask2

decimal number

None

None

put_bid2

Put Bid2

decimal number

None

None

put_ask2

Put Ask2

decimal number

None

None

sigma2

Sigma2

decimal number

None

None

extrinsic2

Extrinsic2

decimal number

None

None

open

Open

decimal number

None

None

high

High

decimal number

None

None

low

Low

decimal number

None

None

close

Close

decimal number

None

None

volume

Volume

integer

None

None

Populated when multiple earnings reports for previous fiscal quarters occur on the same earnings date

Collection of EarningDetails

None

None

EarningDetails

Name Description Type Additional information SIP Provider
year

Earnings Year

integer

None

None

quarter

Earnings Quarter

integer

None

None

Report date type

ReportDateType

None

None

ReportDateType

Possible enumeration values:

Value Description

confirmed

not_confirmed

estimated

unknown

eps_actual

Actual earnings per share

decimal number

None

None

eps_estimate

Estimated earnings per share

decimal number

None

None

Response Formats

application/json, text/json

Sample:
[
  {
    "eps_actual": 0.44,
    "stock_close_before": 0.44,
    "expiry1": "2016-05-15",
    "expiry2": "2016-05-15",
    "expiry1_volatility_before": 0.9134,
    "expiry2_volatility_before": 0.534,
    "implied_earnings_move": 0.0697,
    "implied_risk_premium": 0.0697,
    "forward_volatility": 0.331,
    "stock_close_after": 0.46,
    "expiry1_volatility_after": 0.9134,
    "expiry2_volatility_after": 0.534,
    "actual_move": 0.048,
    "actual_post_earnings_volatility": 0.331,
    "actual_currency": "USD",
    "date": "2016-05-16",
    "fiscal_year": 2016,
    "fiscal_quarter": 2,
    "eps_estimate": 0.388,
    "time_of_day": "AMC",
    "estimate_currency": "USD",
    "day_before": "2016-05-15",
    "day_after": "2016-05-17",
    "results": [
      {
        "earnings_date": "2015-01-27",
        "quote_date": "2015-01-21",
        "underlying_price": 109.54,
        "root1": "AAPL",
        "expiry1": "2015-02-20",
        "strike1": 110.0,
        "call_bid1": 4.0,
        "call_ask1": 4.05,
        "put_bid1": 4.5,
        "put_ask1": 4.65,
        "sigma1": 35.6723,
        "extrinsic1": 8.27,
        "root2": "AAPL",
        "expiry2": "2015-03-20",
        "strike2": 110.0,
        "call_bid2": 5.15,
        "call_ask2": 5.25,
        "put_bid2": 5.85,
        "put_ask2": 5.9,
        "sigma2": 32.5231,
        "extrinsic2": 10.62,
        "open": 10.62,
        "high": 10.62,
        "low": 10.62,
        "close": 10.62,
        "volume": 1062
      },
      {
        "earnings_date": "2015-01-27",
        "quote_date": "2015-01-22",
        "underlying_price": 112.4,
        "root1": "AAPL",
        "expiry1": "2015-02-20",
        "strike1": 110.0,
        "call_bid1": 5.1,
        "call_ask1": 5.15,
        "put_bid1": 3.1,
        "put_ask1": 3.3,
        "sigma1": 33.809,
        "extrinsic1": 6.05,
        "root2": "AAPL",
        "expiry2": "2015-03-20",
        "strike2": 110.0,
        "call_bid2": 6.2,
        "call_ask2": 6.3,
        "put_bid2": 4.4,
        "put_ask2": 4.5,
        "sigma2": 30.348,
        "extrinsic2": 8.3,
        "open": 8.3,
        "high": 8.3,
        "low": 8.3,
        "close": 8.3,
        "volume": 83
      }
    ],
    "earnings_details": [
      {
        "year": 2019,
        "quarter": 1,
        "report_date_type": "confirmed",
        "eps_actual": 2.18,
        "eps_estimate": 2.17168
      }
    ]
  },
  {
    "report_date_type": "estimated",
    "weeklies": "W",
    "expiry1": "",
    "expiry2": "",
    "expiry1_iv": "0.883822430990669",
    "expiry2_iv": "1.40113798074636",
    "current_implied_earnings_move": 0.0697,
    "current_implied_risk_premium": 0.0697,
    "forward_volatility": 1.7976931348623157E+308,
    "four_quarters_average": 0.0345,
    "prev_qtr1": 0.456,
    "prev_qtr2": 0.546,
    "prev_qtr3": 0.678,
    "prev_qtr4": 0.123,
    "date": "2016-05-16",
    "fiscal_year": 2016,
    "fiscal_quarter": 2,
    "eps_estimate": 0.388,
    "time_of_day": "AMC",
    "estimate_currency": "USD",
    "day_before": "2016-05-15",
    "day_after": "2016-05-17",
    "results": [
      {
        "earnings_date": "2015-01-27",
        "quote_date": "2015-01-21",
        "underlying_price": 109.54,
        "root1": "AAPL",
        "expiry1": "2015-02-20",
        "strike1": 110.0,
        "call_bid1": 4.0,
        "call_ask1": 4.05,
        "put_bid1": 4.5,
        "put_ask1": 4.65,
        "sigma1": 35.6723,
        "extrinsic1": 8.27,
        "root2": "AAPL",
        "expiry2": "2015-03-20",
        "strike2": 110.0,
        "call_bid2": 5.15,
        "call_ask2": 5.25,
        "put_bid2": 5.85,
        "put_ask2": 5.9,
        "sigma2": 32.5231,
        "extrinsic2": 10.62,
        "open": 10.62,
        "high": 10.62,
        "low": 10.62,
        "close": 10.62,
        "volume": 1062
      },
      {
        "earnings_date": "2015-01-27",
        "quote_date": "2015-01-22",
        "underlying_price": 112.4,
        "root1": "AAPL",
        "expiry1": "2015-02-20",
        "strike1": 110.0,
        "call_bid1": 5.1,
        "call_ask1": 5.15,
        "put_bid1": 3.1,
        "put_ask1": 3.3,
        "sigma1": 33.809,
        "extrinsic1": 6.05,
        "root2": "AAPL",
        "expiry2": "2015-03-20",
        "strike2": 110.0,
        "call_bid2": 6.2,
        "call_ask2": 6.3,
        "put_bid2": 4.4,
        "put_ask2": 4.5,
        "sigma2": 30.348,
        "extrinsic2": 8.3,
        "open": 8.3,
        "high": 8.3,
        "low": 8.3,
        "close": 8.3,
        "volume": 83
      }
    ],
    "earnings_details": [
      {
        "year": 2019,
        "quarter": 1,
        "report_date_type": "confirmed",
        "eps_actual": 2.18,
        "eps_estimate": 2.17168
      }
    ]
  }
]

application/xml, text/xml

Sample:
<earnings_list xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <earnings xmlns="" i:type="historical_earnings">
    <date>2016-05-16</date>
    <day_after>2016-05-17</day_after>
    <day_before>2016-05-15</day_before>
    <earnings_details>
      <earning_details>
        <eps_actual>2.18</eps_actual>
        <eps_estimate>2.17168</eps_estimate>
        <quarter>1</quarter>
        <report_date_type>confirmed</report_date_type>
        <year>2019</year>
      </earning_details>
    </earnings_details>
    <eps_estimate>0.388</eps_estimate>
    <estimate_currency>USD</estimate_currency>
    <fiscal_quarter>2</fiscal_quarter>
    <fiscal_year>2016</fiscal_year>
    <results>
      <earnings_result>
        <call_ask1>4.05</call_ask1>
        <call_ask2>5.25</call_ask2>
        <call_bid1>4</call_bid1>
        <call_bid2>5.15</call_bid2>
        <close>10.62</close>
        <earnings_date>2015-01-27</earnings_date>
        <expiry1>2015-02-20</expiry1>
        <expiry2>2015-03-20</expiry2>
        <extrinsic1>8.27</extrinsic1>
        <extrinsic2>10.62</extrinsic2>
        <high>10.62</high>
        <low>10.62</low>
        <open>10.62</open>
        <put_ask1>4.65</put_ask1>
        <put_ask2>5.9</put_ask2>
        <put_bid1>4.5</put_bid1>
        <put_bid2>5.85</put_bid2>
        <quote_date>2015-01-21</quote_date>
        <root1>AAPL</root1>
        <root2>AAPL</root2>
        <sigma1>35.6723</sigma1>
        <sigma2>32.5231</sigma2>
        <strike1>110</strike1>
        <strike2>110</strike2>
        <underlying_price>109.54</underlying_price>
        <volume>1062</volume>
      </earnings_result>
      <earnings_result>
        <call_ask1>5.15</call_ask1>
        <call_ask2>6.3</call_ask2>
        <call_bid1>5.1</call_bid1>
        <call_bid2>6.2</call_bid2>
        <close>8.3</close>
        <earnings_date>2015-01-27</earnings_date>
        <expiry1>2015-02-20</expiry1>
        <expiry2>2015-03-20</expiry2>
        <extrinsic1>6.05</extrinsic1>
        <extrinsic2>8.3</extrinsic2>
        <high>8.3</high>
        <low>8.3</low>
        <open>8.3</open>
        <put_ask1>3.3</put_ask1>
        <put_ask2>4.5</put_ask2>
        <put_bid1>3.1</put_bid1>
        <put_bid2>4.4</put_bid2>
        <quote_date>2015-01-22</quote_date>
        <root1>AAPL</root1>
        <root2>AAPL</root2>
        <sigma1>33.809</sigma1>
        <sigma2>30.348</sigma2>
        <strike1>110</strike1>
        <strike2>110</strike2>
        <underlying_price>112.4</underlying_price>
        <volume>83</volume>
      </earnings_result>
    </results>
    <time_of_day>AMC</time_of_day>
    <actual_currency>USD</actual_currency>
    <actual_move>0.048</actual_move>
    <actual_post_earnings_volatility>0.331</actual_post_earnings_volatility>
    <eps_actual>0.44</eps_actual>
    <expiry1>2016-05-15</expiry1>
    <expiry1_volatility_after>0.9134</expiry1_volatility_after>
    <expiry1_volatility_before>0.9134</expiry1_volatility_before>
    <expiry2>2016-05-15</expiry2>
    <expiry2_volatility_after>0.534</expiry2_volatility_after>
    <expiry2_volatility_before>0.534</expiry2_volatility_before>
    <forward_volatility>0.331</forward_volatility>
    <implied_earnings_move>0.0697</implied_earnings_move>
    <implied_risk_premium>0.0697</implied_risk_premium>
    <stock_close_after>0.46</stock_close_after>
    <stock_close_before>0.44</stock_close_before>
  </earnings>
  <earnings xmlns="" i:type="live_earnings">
    <date>2016-05-16</date>
    <day_after>2016-05-17</day_after>
    <day_before>2016-05-15</day_before>
    <earnings_details>
      <earning_details>
        <eps_actual>2.18</eps_actual>
        <eps_estimate>2.17168</eps_estimate>
        <quarter>1</quarter>
        <report_date_type>confirmed</report_date_type>
        <year>2019</year>
      </earning_details>
    </earnings_details>
    <eps_estimate>0.388</eps_estimate>
    <estimate_currency>USD</estimate_currency>
    <fiscal_quarter>2</fiscal_quarter>
    <fiscal_year>2016</fiscal_year>
    <results>
      <earnings_result>
        <call_ask1>4.05</call_ask1>
        <call_ask2>5.25</call_ask2>
        <call_bid1>4</call_bid1>
        <call_bid2>5.15</call_bid2>
        <close>10.62</close>
        <earnings_date>2015-01-27</earnings_date>
        <expiry1>2015-02-20</expiry1>
        <expiry2>2015-03-20</expiry2>
        <extrinsic1>8.27</extrinsic1>
        <extrinsic2>10.62</extrinsic2>
        <high>10.62</high>
        <low>10.62</low>
        <open>10.62</open>
        <put_ask1>4.65</put_ask1>
        <put_ask2>5.9</put_ask2>
        <put_bid1>4.5</put_bid1>
        <put_bid2>5.85</put_bid2>
        <quote_date>2015-01-21</quote_date>
        <root1>AAPL</root1>
        <root2>AAPL</root2>
        <sigma1>35.6723</sigma1>
        <sigma2>32.5231</sigma2>
        <strike1>110</strike1>
        <strike2>110</strike2>
        <underlying_price>109.54</underlying_price>
        <volume>1062</volume>
      </earnings_result>
      <earnings_result>
        <call_ask1>5.15</call_ask1>
        <call_ask2>6.3</call_ask2>
        <call_bid1>5.1</call_bid1>
        <call_bid2>6.2</call_bid2>
        <close>8.3</close>
        <earnings_date>2015-01-27</earnings_date>
        <expiry1>2015-02-20</expiry1>
        <expiry2>2015-03-20</expiry2>
        <extrinsic1>6.05</extrinsic1>
        <extrinsic2>8.3</extrinsic2>
        <high>8.3</high>
        <low>8.3</low>
        <open>8.3</open>
        <put_ask1>3.3</put_ask1>
        <put_ask2>4.5</put_ask2>
        <put_bid1>3.1</put_bid1>
        <put_bid2>4.4</put_bid2>
        <quote_date>2015-01-22</quote_date>
        <root1>AAPL</root1>
        <root2>AAPL</root2>
        <sigma1>33.809</sigma1>
        <sigma2>30.348</sigma2>
        <strike1>110</strike1>
        <strike2>110</strike2>
        <underlying_price>112.4</underlying_price>
        <volume>83</volume>
      </earnings_result>
    </results>
    <time_of_day>AMC</time_of_day>
    <current_implied_earnings_move>0.0697</current_implied_earnings_move>
    <current_implied_risk_premium>0.0697</current_implied_risk_premium>
    <expiry1></expiry1>
    <expiry1_iv>0.883822430990669</expiry1_iv>
    <expiry2></expiry2>
    <expiry2_iv>1.40113798074636</expiry2_iv>
    <forward_volatility>1.7976931348623157E+308</forward_volatility>
    <four_quarters_average>0.0345</four_quarters_average>
    <prev_qtr1>0.456</prev_qtr1>
    <prev_qtr2>0.546</prev_qtr2>
    <prev_qtr3>0.678</prev_qtr3>
    <prev_qtr4>0.123</prev_qtr4>
    <report_date_type>estimated</report_date_type>
    <weeklies>W</weeklies>
  </earnings>
</earnings_list>