/events/earnings?symbol={symbol}&start_date={start_date}&end_date={end_date}
https://api.livevol.com/v1/events/earnings?symbol=DAL&start_date=2019-01-01&end_date=2019-06-30
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 |
Collection of types:
HistoricalEarnings
Name | Description | Type | Additional information |
---|---|---|---|
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' |
expiry2 |
Second nearest expiry date |
string |
Represented as 'YYYY-MM-DD' |
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' |
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' |
day_after |
Day after date |
string |
Represented as 'YYYY-MM-DD' |
results |
Collection of earnings results |
Collection of EarningsResult |
None. |
earnings_details |
Populated when multiple earnings reports for previous fiscal quarters occur on the same earnings date |
Collection of EarningDetails |
None. |
Name | Description | Type | Additional information |
---|---|---|---|
report_date_type |
Report date type |
ReportDateType |
None. |
weeklies |
Weeklies |
string |
None. |
expiry1 |
Nearest expiry date |
string |
Represented as 'YYYY-MM-DD' |
expiry2 |
Second nearest expiry date |
string |
Represented as 'YYYY-MM-DD' |
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' |
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' |
day_after |
Day after date |
string |
Represented as 'YYYY-MM-DD' |
results |
Collection of earnings results |
Collection of EarningsResult |
None. |
earnings_details |
Populated when multiple earnings reports for previous fiscal quarters occur on the same earnings date |
Collection of EarningDetails |
None. |
[ { "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 } ] } ]
<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>