Earnings dataset
Historical earnings calendar data
Reconstruct past earnings schedules and reported events as they were known at each point in time.
Primary source
Issuer disclosures, SEC filings, and publicly available calendars
API route
/v3/stocks/{symbol}/earnings
Coverage
Explicit by stream
Serving
Rights-aware
What this dataset means
An earnings event has at least two timelines: when the company is expected to report and when the report actually becomes public. Research-grade calendars preserve schedule changes, before- or after-market timing, confirmations, and observation timestamps instead of replacing history with the latest date.
The buyer’s objective is straightforward: Backtest earnings drift, gaps, volatility, or news reactions without schedule leakage. DataCedar keeps the research contract visible so the output can be inspected before it is trusted.
Fields delivered
The endpoint is /v3/stocks/{symbol}/earnings. Responses retain deterministic pagination and the metadata needed to connect normalized records to their source run.
How to evaluate a provider
Apply an as-of cutoff before selecting the eligible schedule version; keep the actual report time separate from earlier estimates.
A current earnings calendar is unsafe for backtesting unless it preserves schedule revisions and filters them by the simulated decision time. DataCedar deliberately exposes that boundary in the product rather than leaving customers to infer it from a missing endpoint or a legal footnote.
Failure modes to test before purchase
- Look-ahead bias.
- Latest schedule backfilled.
- Announcement and filing conflated.
- Acquisition access is treated as proof of redistribution rights.
- An empty array cannot distinguish no event from incomplete collection.
Source, freshness, and reproducibility
Source. Issuer disclosures, SEC filings, and publicly available calendars. DataCedar stores source identifiers and retrieval runs before normalization, then serves its own stable downstream schema.
Freshness. Upcoming schedules are polled proactively; every observed change creates a new version so historical as-of queries can reconstruct what users knew at the time.
Rights. Open issuer and SEC evidence remains primary. Third-party pages may help discovery but do not become the serving source unless their terms permit it.
Questions, answered.
The research schema includes symbol and issuer identity, fiscal period, scheduled event time, before/after/unknown session, reported time, status and confidence, source and known-at timestamp. Fields remain connected to source, retrieval, coverage, and rights metadata.