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

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

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

stock_close_before

Stock close prior to earnings event

decimal number

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

expiry2_volatility_before

Second nearest expiry implied volatility prior to earnings event

decimal number

None

implied_earnings_move

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

decimal number

None

implied_risk_premium

Stock price move implied from expiry1_iv and expiry2_iv

decimal number

None

forward_volatility

Implied post earnings volatility

decimal number

None

stock_close_after

Stock close post earnings event

decimal number

None

expiry1_volatility_after

Nearest expiry volatility post earnings event

decimal number

None

expiry2_volatility_after

Second nearest expiry volatility post earnings event

decimal number

None

actual_move

Actual move expressed as (stock_close_after – stock_close_before)/stock_close_before

decimal number

None

actual_post_earnings_volatility

Actual post earnings volatility

decimal number

None

actual_currency

Currency code of actual earnings

string

None

date

Date of earnings

string

Represented as 'YYYY-MM-DD'

None

fiscal_year

Fiscal Year

integer

None

fiscal_quarter

Fiscal Quarter

integer

None

eps_estimate

Estimated earnings amount

decimal number

None

time_of_day

Time of the day (BMO/AMC/DMT)

string

None

estimate_currency

Currency code of estimated earnings

string

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

results

Collection of earnings results

Collection of EarningsResult

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

earnings_details

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

Collection of EarningDetails

None

EarningDetails

Name

Description

Type

Additional information

SIP Provider

year

Earnings Year

integer

None

quarter

Earnings Quarter

integer

None

report_date_type

Report date type

ReportDateType

None

ReportDateType

Possible enumeration values:

Value	Description
confirmed
not_confirmed
estimated
unknown

eps_actual

Actual earnings per share

decimal number

None

eps_estimate

Estimated earnings per share

decimal number

None

LiveEarnings

Name

Description

Type

Additional information

SIP Provider

report_date_type

Report date type

ReportDateType

None

ReportDateType

Possible enumeration values:

Value	Description
confirmed
not_confirmed
estimated
unknown

weeklies

Weeklies

string

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

expiry2_iv

Second nearest expiry implied volatility

string

None

current_implied_earnings_move

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

decimal number

None

current_implied_risk_premium

Stock price move implied from expiry1_iv and expiry2_iv

decimal number

None

forward_volatility

Implied post earnings volatility

decimal number

None

four_quarters_average

Average stock move for earnings events across four previous quarters

decimal number

None

prev_qtr1

Actual stock move for previous quarter's earnings

decimal number

None

prev_qtr2

Actual stock move for earnings event occurring two quarters prior

decimal number

None

prev_qtr3

Actual stock move for earnings event occurring three quarters prior

decimal number

None

prev_qtr4

Actual stock move for earnings event occurring four quarters prior

decimal number

None

date

Date of earnings

string

Represented as 'YYYY-MM-DD'

None

fiscal_year

Fiscal Year

integer

None

fiscal_quarter

Fiscal Quarter

integer

None

eps_estimate

Estimated earnings amount

decimal number

None

time_of_day

Time of the day (BMO/AMC/DMT)

string

None

estimate_currency

Currency code of estimated earnings

string

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

results

Collection of earnings results

Collection of EarningsResult

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

earnings_details

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

Collection of EarningDetails

None

EarningDetails

Name

Description

Type

Additional information

SIP Provider

year

Earnings Year

integer

None

quarter

Earnings Quarter

integer

None

report_date_type

Report date type

ReportDateType

None

ReportDateType

Possible enumeration values:

Value	Description
confirmed
not_confirmed
estimated
unknown

eps_actual

Actual earnings per share

decimal number

None

eps_estimate

Estimated earnings per share

decimal number

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>