Earnings dataset

Upcoming earnings dates

Query future earnings events by date, company, and reporting session with source and confidence fields.

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: Build a watchlist or alert workflow for companies reporting soon. DataCedar keeps the research contract visible so the output can be inspected before it is trusted.

Fields delivered

symbol and issuer identity
fiscal period
scheduled event time
before/after/unknown session
reported time
status and confidence
source and known-at timestamp

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

Separate confirmed issuer dates from estimates and make changes observable so alerts can be revised rather than silently moved.

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

  • Estimates presented as confirmed.
  • Timezone ambiguity.
  • Duplicate events from multiple sources.
  • 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.