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Version: Staging

StockEarningsCalendar

V8 Message Definiton

StockEarningsCalendar records contain a historical (prior 12) earnings dates and future (next 12) projected dates.

METADATA

AttributeValue
Topic3585-option-pricing
MLink TokenSystemData
ProductSRAnalytics
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
ticker_atenum - AssetTypePRI'None'
ticker_tsenum - TickerSrcPRI'None'
ticker_tkVARCHAR(12)PRI''
sourceenum - EventSourcePRI'Live'LivecurrentEarningsDate priorDaypreviousEarningsDate
eMoveHistFLOAT0historical average trailing 8 earnings moves prior to today
timestampDATETIME(6)'1900-01-01 00:00:00.000000'timestamp of record
EventListJSON'JSON_OBJECT()'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ticker_tk1
ticker_at2
ticker_ts3
source4

JSON Block (EventList)

FieldTypeComment
eventDateDateKey
eventTimestring
earnStatusenum - earnStatus
guidanceIssuedenum - guidanceIssued
earnFiscalQtrDateKey
earnChangeenum - earnChange
earnPctMovefloatunderlying move in the trading period including the event only available when eventStatus Actual
prvClosefloatclosing price prior to earnings announcement
openfloatopening price on moveDate
highfloathigh price on moveDate
lowfloatlow price on moveDate
closefloatclose price on moveDate
moveDateDateKeydate corresponding to larger daily change OHLC data taken from the same date or the date following each earnings announcement
hEMovefloathistorical average trailing 8 earnings moves prior to announcement historical only

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgStockEarningsCalendar` (
`ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`ticker_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '',
`source` ENUM('Live','PriorDay') NOT NULL DEFAULT 'Live' COMMENT 'Live=currentEarningsDate; priorDay=previousEarningsDate',
`eMoveHist` FLOAT NOT NULL DEFAULT 0 COMMENT 'historical average (trailing 8) earnings moves prior to today',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of record',
`EventList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(EventList)),
PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`,`source`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='StockEarningsCalendar records contain a historical (prior 12) earnings dates and future (next 12) projected dates.';

SELECT TABLE EXAMPLE QUERY

SELECT
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`source`,
`eMoveHist`,
`timestamp`,
`EventList`
FROM `SRAnalytics`.`MsgStockEarningsCalendar`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ticker_at` = 'None'
AND
/* Replace with a ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */
`ticker_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk'
AND
/* Replace with a ENUM('Live','PriorDay') */
`source` = 'Live';

Doc Columns Query

SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='StockEarningsCalendar' ORDER BY ordinal_position ASC;