StockEarningsCalendar
StockEarningsCalendar records contain a historical (prior 12) earnings dates and future (next 12) projected dates.
METADATA
Attribute | Value |
---|---|
Topic | 3585-option-pricing |
MLink Token | SystemData |
Product | SRAnalytics |
accessType | SELECT |
Table Definition
Field | Type | Key | Default Value | Comment |
---|---|---|---|---|
ticker_at | enum - AssetType | PRI | 'None' | |
ticker_ts | enum - TickerSrc | PRI | 'None' | |
ticker_tk | VARCHAR(12) | PRI | '' | |
source | enum - EventSource | PRI | 'Live' | LivecurrentEarningsDate priorDaypreviousEarningsDate |
eMoveHist | FLOAT | 0 | historical average trailing 8 earnings moves prior to today | |
timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | timestamp of record | |
EventList | JSON | 'JSON_OBJECT()' |
PRIMARY KEY DEFINITION (Unique)
Field | Sequence |
---|---|
ticker_tk | 1 |
ticker_at | 2 |
ticker_ts | 3 |
source | 4 |
JSON Block (EventList)
Field | Type | Comment |
---|---|---|
eventDate | DateKey | |
eventTime | string | |
earnStatus | enum - earnStatus | |
guidanceIssued | enum - guidanceIssued | |
earnFiscalQtr | DateKey | |
earnChange | enum - earnChange | |
earnPctMove | float | underlying move in the trading period including the event only available when eventStatus Actual |
prvClose | float | closing price prior to earnings announcement |
open | float | opening price on moveDate |
high | float | high price on moveDate |
low | float | low price on moveDate |
close | float | close price on moveDate |
moveDate | DateKey | date corresponding to larger daily change OHLC data taken from the same date or the date following each earnings announcement |
hEMove | float | historical 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;