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Hi,
I'm trying an algo to capture earning release reaction. I can find the date by using Fine.EarningReports.FileDate as it doesnt have time value, could not find whether it is before /after market. so I could not capture market reaction.
eg: if earning release is on after market, then market reaction will be on next day.
if earning release is on before market, then market reaction will be on the same day.
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Rahul Chowdhury
Hi Saravana,
The time data for earning reports file dates is not yet available. Our earnings data does not currently have that kind of detail and for now is limited to only the date. However, we are constantly looking for alternative data sources and eventually, time data for earning reports will be available.
Best
Rahul
Matthew Halliwell
Is there a way to access this data yet - meaning the time of when the earnings results were released (after or post market). If not is there another course of action I could take?
Nico Xenox
Hey Matthew Halliwell,
the last time I worked with it, it still only had the date and no hour. You could try to add custom data for a set of symbols for earnings or buy a dataset like estimize that has the hour included.
Best,
Nico
Kbsaravana
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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