StockEarnCalendarHist
Description
SpiderRock Stock Earnings Calendar records contain earnings event data and related stock price movements. Each record represents an earnings interval for a specific security, including the earnings announcement date, time, type, guidance information, and the stock's price action around the event.
Schema Definition
| Field Name | Data Type | Description |
|---|---|---|
| ticker_at | string | Underlying asset type |
| ticker_ts | string | Underlying ticker source |
| ticker_tk | string | Underlying ticker |
| intervalEndDate | date | End date of the earnings interval |
| securityID | bigint | SpiderRock security ID |
| intervalType | string | Earnings interval type |
| earnDate | date | Earnings announcement date |
| earnTime | string | Earnings announcement time (before market, after market, etc.) |
| earnType | string | Earnings announcement type (released, announced, estimate) |
| guidanceIssued | string | Whether forward guidance was issued |
| guidanceDttm | timestamp | Date/time guidance was issued - UTC |
| earnPctMove | float | Stock percentage move attributable to earnings |
| tradeDate | date | Trade date impacted by earnings |
| prvClose | float | Prior day closing price |
| open | float | Opening price |
| high | float | High price |
| low | float | Low price |
| close | float | Closing price |
| iEMove | float | Implied earnings move |
| hEMove | float | Historical earnings move |