How can I create an access to fetch earning call events details

To use the Upcoming Earnings dataset provided by EOD Historical Data on QuantConnect, you'll need to subscribe to the dataset. Here's a step-by-step guide to help you set up a system to query earnings call events and create an endpoint for date ranges:

1. Subscription Requirement: Access to the Upcoming Earnings dataset requires a subscription. You can check the specific costs and sign up for the dataset on QuantConnect's dataset listing. This will allow you to integrate the dataset into your trading algorithm.

2. Adding the Universe: You can add this dataset to your trading algorithm as a universe that automatically updates with upcoming earnings data. Use the method self.add_universe(EODHDUpcomingEarnings, self.selection_function) within your algorithm to start receiving data.

3. Data Access: You can access the data in your on_data method or request historical data using .history(EODHDUpcomingEarnings, timedelta(days), Resolution.DAILY). Here's how you can retrieve and log upcoming earnings in your algorithm:

   def on_data(self, slice: Slice) -> None:
       try:
           upcoming_earnings = slice.get(EODHDUpcomingEarnings)
       except NameError as e:
           self.error(f"Dataset not found: {str(e)}")
           return
   
       for symbol, upcoming_data in upcoming_earnings.items():
           self.log(f"{symbol} will report earnings on {upcoming_data.report_date} at {upcoming_data.report_time} with an estimated EPS of {upcoming_data.estimate}")
   

4. Creating an Endpoint for Dates: While QuantConnect algorithms run on their servers, creating a traditional web endpoint directly from an algorithm isn't straightforward. However, you can simulate similar functionality:

   • Implement scheduled tasks within the algorithm to trigger at certain times.
   • Log desired information according to specific date ranges.
   • Utilize notifications to send alerts or data (e.g., using email or webhooks) based on the scheduled logic.

5. Removing Subscriptions: If you need to remove datasets or clear subscriptions, you can use self.remove_security(self.dataset_symbol) to stop receiving data from a specified universe.

By following these steps and integrating this structure into your QuantConnect algorithm, you should be able to query and handle upcoming earnings data effectively. It is recommended to review QuantConnect's documentation further for advanced features and customization options specific to your trading needs.

Sources: Upcoming Earnings - QuantConnect.com, Upcoming Splits - QuantConnect.com, Standardized Unexpected Earnings, Custom Data Universe Algorithm, Price And Earnings Momentum

Hi GoDigital ,

You can get Upcoming Earning of a range of dates with a historical data request:

dataset_symbol = self.add_data(EODHDUpcomingEarnings, "earnings").symbol
history = self.history(dataset_symbol, datetime(2024,1,1), datetime(2024,1,10), Resolution.DAILY)

Best regards,
Alex