Comprehensive Earnings Events
Earnings Calendar
For firms that only need earnings announcement information, the earnings calendar features upcoming earnings calendar dates - confirmed or forecasted, with the expected timing of announcements. This includes preliminary earnings announcements.
Earnings Date Revisions - DateBreaks
DateBreaks is a time-stamped alert and contains confirmations, revisions, and pattern recognition detail related to earnings release dates. In addition to the revisions it provides a Z-score for the verified data across the same quarter for the 5 previous years.
Earnings Confirmation Timing
This product uses historical data to project confirmation dates and identify companies deviating from their usual patterns. This helps traders to anticipate potential market reactions and make informed decisions based on potential early signals of company performance relative to expectations.
Earnings Date Monitor
To meet the rapid delivery requirements of options traders, HFT/algo traders and market makers, we offer a streaming feed of announced upcoming earnings dates and timing, including flagged reschedules.
Earnings Conference Calls
We recognize that earnings calls are considered one of the key resources for investors and equity analysts. To that end, we offer earnings conference call details including dates, times and URLs and direct links to earnings call transcripts.
Interim Calendar
Access critical dates and information when public companies report key sales, production and financial information between their quarterly or semi-annual earnings announcements with Interim Calendar.
Future Quarters
Access the projected next eight quarters of upcoming earnings dates to map against options expirations.
EPS Results
For traders focused on today's earnings announcement activity, including comparisons of what was expected versus what actually occurred, we provide both the estimated and reported earnings per share figures. It includes links to live source documents.
Specifications
Coverage
11,000 Global Equities
Format
XML
Delivery
SFTP or API
History
Most datasets since 2006, contact us for more details.
Event Count
20k+ Earnings Events Per Quarter
Use Cases
Equity and Options Traders
It is important for traders to stay on top of earnings announcements for their portfolio and watchlist companies to help formulate trading and risk strategies. Recent academic research has shown that tracking changes to earnings announcement dates can help investors generate additional alpha or mitigate risk in their portfolios. This is how traders use our earnings calendar data alongside bespoke fundamental datasets.
Quant/Quantimental Trading
Quantitative researchers use the comprehensive repository of historical Global Corporate Events for backtesting and analysis to help identify trading signals. Quant firms and quantamental trading firms both use our forward-looking earnings announcement and DateBreaks feeds to drive trading models that seek to take advantage of those signals.
Market Making
The accuracy and speed of event data are valuable traits for market makers. Market makers can use Global Corporate Events streaming feed for earnings announcements in under a second so they can potentially move to take advantage of or avoid the event-driven volatility. These alerts can in turn enable faster spread and price adjustments.
Retail Trading Platform
Many financial platform clients access our timely, accurate and easy-to-implement global events calendar that engages their customers so they are encouraged to keep coming back to their trading portal, deliver more assets to their firm, and increase investment activity.
Many industry leaders have incorporated Global Corporate Events (formerly Wall Street Horizon) data on their platforms to arm investors with a key research tool. Through these channel partnerships, our data reaches 75 million retail desktops/devices worldwide. Learn more.
Research
White Papers
The Importance of Timely and Accurate Corporate Event Data: Investment and Risk Strategy Use Cases
This paper examines how accurate corporate event data, such as earnings date changes and mergers, provides trading and risk teams with critical insights to navigate volatile markets and make informed decisions.
DownloadExploring Corporate Event Data and Volatility: Considerations for Academic and Financial Industry Research
This paper explores the use of high-quality corporate event data in academic and financial research. It includes best practices for sourcing accurate data and examines the impact of event clusters on volatility.
DownloadTrading the Earnings Calendar: Enhancing RavenPack Earnings Intelligence
This paper demonstrates how changes in earnings announcement dates can predict earnings results and inform profitable trading strategies. Combining this data with earnings calendar changes significantly enhances returns.
DownloadThe Earliest Indicator of Corporate Earnings: Using Confirmation Timing for Trading Signals
This paper investigates how the timing of earnings date confirmations provides valuable market signals. It analyzes the implications of confirmation dates falling outside historical norms.
DownloadReassessing Risk Management with Corporate Event Data
This paper examines how corporate event data can enhance risk management and compliance efforts. It provides an overview of risk management frameworks and explores real-world applications of corporate event data.
DownloadLate Earnings Report Index (LERI)
The Late Earnings Report Index (LERI) is a proprietary index that allows investors and traders to factor in the market intelligence derived from US public companies releasing earnings later than their historical average, which typically signals negative news on the horizon.
The latest published LERI reading was 71 for Q1 2025, calculated during the last peak week of the earnings season on February 26, 2025. The next published LERI reading will be available in April 2025.
The timing of a firm's earnings release is one indicator of its financial health, according to findings from several independent academic studies. The LERI tracks the number of off-trend earnings date confirmations reported later or earlier than their historical average at US publicly traded companies with market capitalizations of $250M and higher. A reading over 100 demonstrates more companies are delaying reports and is meant to be watched carefully.
We calculate the LERI at the start and the end of the peak weeks of the earnings season, you can view the latest published readings in the graphs below. Note: 2020 is excluded due to abnormally high earnings delays.
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We offer substantial expertise to help you meet your Corporate Event data needs. Contact a member of our TMX Global Corporate Events team to see how we can help.
