Name Description Type Additional information

Report date type

 ReportDateType

None

ReportDateType

Possible enumeration values:

Value Description

confirmed

not_confirmed

estimated

unknown

weeklies

Option expirations – ‘W’ if weekly, null if otherwise

 string

None
expiry1

Nearest expiry date after the earnings date.

 string

Represented as 'YYYY-MM-DD'
expiry2

Second nearest expiry date after the earnings date.

 string

Represented as 'YYYY-MM-DD'
expiry1_iv

Current ATM volatility of nearest expiry.

 string

None
expiry2_iv

Current ATM volatility of the second nearest expiry.

 string

None
current_implied_earnings_move

Implied risk premium adjusted based on historical trend.

 decimal number

None
current_implied_risk_premium

Implied risk premium derived from the volatilities of the nearest two expiries proceeding the earnings event.

 decimal number

None
forward_volatility

Forward volatility (implied volatility proceeding the earnings event).

 decimal number

None
four_quarters_average

Average of the actual stock move (absolute value) for prior four earnings events.

 decimal number

None
prev_qtr1

Actual stock move of most recent earnings (in most cases, prior quarter)

 decimal number

None
prev_qtr2

Actual stock move of second most recent earnings.

 decimal number

None
prev_qtr3

Actual stock move of third most recent earnings.

 decimal number

None
prev_qtr4

Actual stock move of fourth most recent earnings.

 decimal number

None
date

Earnings date

 string

Represented as 'YYYY-MM-DD'
fiscal_year

Reporting fiscal year

 integer

None
fiscal_quarter

Reporting fiscal quarter (1, 2, 3 or 4). Note that this is the company’s financial quarter, not necessarily the calendar quarter. Companies which report semi-annual earnings will be represented as 1 (for first half of the year) and 3 (for latter half of the year).

 integer

None
eps_estimate

Estimated earnings per share.

 decimal number

None
time_of_day

Time of day for earnings event. ‘BMO’ Before Market Open, ‘DMT’ During Market Time, ‘AMC’ After Market Close

 string

None
estimate_currency

Currency code of estimated earnings

 string

None
day_before

Date used as a snapshot prior to earnings event. For earnings occurring ‘BMO’ or ‘DMT’, day_before will be the day prior to earnings date. For earnings occurring ‘AMC’, the day_before will be the same day as the earnings date.

 string

Represented as 'YYYY-MM-DD'
day_after

Date used as a snapshot after the earnings event. For earnings occurring ‘BMO’ or ‘DMT’, day_after will be the same day as the earnings date. For earnings occurring ‘AMC’, day_after will be the day after the earnings date.

 string

Represented as 'YYYY-MM-DD'

Collection of earnings results

 Collection of EarningsResult

None

EarningsResult

Name Description Type Additional information
earnings_date

Earnings date represented as YYYY-MM-DD

 string

None
quote_date

Quote date represented as YYYY-MM-DD

 string

None
underlying_price

Underlying Price

 decimal number

None
root1

Root1

 string

None
expiry1

Expiry1 date represented as YYYY-MM-DD

 string

None
strike1

Strike1

 decimal number

None
call_bid1

Call Bid1

 decimal number

None
call_ask1

Call Ask1

 decimal number

None
put_bid1

Put Bid1

 decimal number

None
put_ask1

Put Ask1

 decimal number

None
sigma1

Sigma1

 decimal number

None
extrinsic1

Extrinsic1

 decimal number

None
root2

Root2

 string

None
expiry2

Expiry2 date represented as YYYY-MM-DD

 string

None
strike2

Strike2

 decimal number

None
call_bid2

Call Bid2

 decimal number

None
call_ask2

Call Ask2

 decimal number

None
put_bid2

Put Bid2

 decimal number

None
put_ask2

Put Ask2

 decimal number

None
sigma2

Sigma2

 decimal number

None
extrinsic2

Extrinsic2

 decimal number

None
open

Open

 decimal number

None
high

High

 decimal number

None
low

Low

 decimal number

None
close

Close

 decimal number

None
volume

Volume

 integer

None

Populated only if there are multiple earnings events reported on the same earnings date.

 Collection of EarningDetails

None

EarningDetails

Name Description Type Additional information
year

Earnings Year

 integer

None
quarter

Earnings Quarter

 integer

None

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