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Hi everyone!
When doing my research I found this data on QuantPedia with dates of earnings of American tickers: http://data.quantpedia.com/backtesting_data/economic/earning_dates.csv
But the file updates monthly so this cannot help to go live eventually.
I'd like to know if there is any convenient way to collect data of scheduled earnings at least two weeks forward?
Another question is what source is this file based on? I think I could use this to get the information about future earnings.
I used some platforms (e.g. yahoo) and they provide some different data so I don't understand why it does not coincide with this quantpedia file.
For example, 20 Aug 2021:
quantpedia: DE RLX FL BKE BTBT PAQC BQ FRSX CLIR ACY CTIB
yahoo: ACY BTBT JRJC VIPRF ROMJF
Varad Kabade
Hi Sergey Kolpakov,
To implement the above, we recommend using custom data. Refer to the following doc for more information. The link you posted above is not working.
We have been working to find a reliable data vendor that provides future earnings data. This will be shown on the datasets page.
Best,
Varad kabade
Andres Arizpe
Hi Varad,
Also interested in future earning report dates.
Just wondering if there has been any updates on this.
Cheers,
Andres
Ashutosh
Hi Andres Arizpe
Given Varad's suggestion, there is a simple way to get earnings date and future earnings dates through Alpha Vantage (They also provide a free API key for starters). And then we can feed that data as custom data into QuantConnect for our purposes meanwhile QuantConnect works in expanding new databases.
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.
Sergey Kolpakov
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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