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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