< API Reference
GET
/events/earnings?symbol={symbol}&start_date={start_date}&end_date={end_date}
None
Get earnings information

Example URI

https://sandbox.livevol.com/api/v1/events/earnings?symbol=DAL&start_date=2019-01-01&end_date=2019-06-30

Request Information

URI Parameters

NameDescriptionTypeAdditional information
symbol

Symbol of the company

string

Required

start_date

Start date in YYYY-MM-DD format. Optional.

string

Constraint: value should be less than or equal to end_date value

Date in yyyy-MM-dd format. (i.e. 2019-01-18)

Default value is: 2003-01-01

end_date

End date in YYYY-MM-DD format. Optional.

string

Constraint: value should be greater than or equal to start_date value

Date in yyyy-MM-dd format. (i.e. 2019-01-18)

Default value is: 2100-01-01

Response Information

Resource Description

Collection of types:
HistoricalEarnings

NameDescriptionTypeAdditional information
eps_actual

Actual amount of earnings

decimal number

None.

day_before

Day before date represented as YYYY-MM-DD

string

None.

stock_close_before

Stock close before

decimal number

None.

expiry1

Expiry1 date represented as YYYY-MM-DD

string

None.

expiry2

Expiry1 date represented as YYYY-MM-DD

string

None.

expiry1_volatility_before

Expiry1 volatility before

decimal number

None.

expiry2_volatility_before

Expiry2 volatility before

decimal number

None.

implied_earnings_move

Stock price move implied from expiry1_volatility_before and expiry2_volatility_before, adjusted based on historical trend

decimal number

None.

implied_risk_premium

Stock price move implied from expiry1_iv and expiry2_iv

decimal number

None.

forward_volatility

Expected post earnings volatility

decimal number

None.

day_after

Day after date represented as YYYY-MM-DD

string

None.

stock_close_after

Stock close after

decimal number

None.

expiry1_volatility_after

Expiry1 volatility after

decimal number

None.

expiry2_volatility_after

Expiry2 volatility after

decimal number

None.

actual_move

Actual move

decimal number

None.

actual_post_earnings_volatility

Actual post earnings volatility

decimal number

None.

actual_currency

Actual currency code

string

None.

date

Date of earnings represented as YYYY-MM-DD

string

None.

eps_estimate

Estimated amount of earnings

decimal number

None.

time_of_day

Time of the day (BMO/AMC/DMT)

string

None.

estimate_currency

Estimated currency code

string

None.

results

Collection of earnings results

Collection of EarningsResult

None.

LiveEarnings
NameDescriptionTypeAdditional information
report_date_type

Report date type

ReportDateType

None.

weeklies

Weeklies

string

None.

expiry1

Expiry1 date represented as YYYY-MM-DD

string

None.

expiry2

Expiry2 date represented as YYYY-MM-DD

string

None.

expiry1_iv

Expiry1 volatility

string

None.

expiry2_iv

Expiry2 volatility

string

None.

current_implied_earnings_move

Stock price move implied from expiry1_iv and expiry2_iv, adjusted based on historical trend

decimal number

None.

current_implied_risk_premium

Stock price move implied from expiry1_iv and expiry2_iv

decimal number

None.

forward_volatility

Implied post earnings volatility

decimal number

None.

four_quarters_average

4 Quarters average

decimal number

None.

prev_qtr1

Previous Quarter 1

decimal number

None.

prev_qtr2

Previous Quarter 2

decimal number

None.

prev_qtr3

Previous Quarter 3

decimal number

None.

prev_qtr4

Previous Quarter 4

decimal number

None.

date

Date of earnings represented as YYYY-MM-DD

string

None.

eps_estimate

Estimated amount of earnings

decimal number

None.

time_of_day

Time of the day (BMO/AMC/DMT)

string

None.

estimate_currency

Estimated currency code

string

None.

results

Collection of earnings results

Collection of EarningsResult

None.

Response Formats

application/json, text/json

Sample:
[
  {
    "eps_actual": 0.44,
    "day_before": "2016-05-15",
    "stock_close_before": 0.44,
    "expiry1": "2016-05-15",
    "expiry2": "2016-05-15",
    "expiry1_volatility_before": 0.9134,
    "expiry2_volatility_before": 0.534,
    "implied_earnings_move": 0.0697,
    "implied_risk_premium": 0.0697,
    "forward_volatility": 0.331,
    "day_after": "2016-05-17",
    "stock_close_after": 0.46,
    "expiry1_volatility_after": 0.9134,
    "expiry2_volatility_after": 0.534,
    "actual_move": 0.048,
    "actual_post_earnings_volatility": 0.331,
    "actual_currency": "USD",
    "date": "2016-05-16",
    "eps_estimate": 0.388,
    "time_of_day": "AMC",
    "estimate_currency": "USD",
    "results": [
      {
        "earnings_date": "2015-01-27",
        "quote_date": "2015-01-21",
        "underlying_price": 109.54,
        "root1": "AAPL",
        "expiry1": "2015-02-20",
        "strike1": 110.0,
        "call_bid1": 4.0,
        "call_ask1": 4.05,
        "put_bid1": 4.5,
        "put_ask1": 4.65,
        "sigma1": 35.6723,
        "extrinsic1": 8.27,
        "root2": "AAPL",
        "expiry2": "2015-03-20",
        "strike2": 110.0,
        "call_bid2": 5.15,
        "call_ask2": 5.25,
        "put_bid2": 5.85,
        "put_ask2": 5.9,
        "sigma2": 32.5231,
        "extrinsic2": 10.62,
        "open": 10.62,
        "high": 10.62,
        "low": 10.62,
        "close": 10.62,
        "volume": 1062
      },
      {
        "earnings_date": "2015-01-27",
        "quote_date": "2015-01-22",
        "underlying_price": 112.4,
        "root1": "AAPL",
        "expiry1": "2015-02-20",
        "strike1": 110.0,
        "call_bid1": 5.1,
        "call_ask1": 5.15,
        "put_bid1": 3.1,
        "put_ask1": 3.3,
        "sigma1": 33.809,
        "extrinsic1": 6.05,
        "root2": "AAPL",
        "expiry2": "2015-03-20",
        "strike2": 110.0,
        "call_bid2": 6.2,
        "call_ask2": 6.3,
        "put_bid2": 4.4,
        "put_ask2": 4.5,
        "sigma2": 30.348,
        "extrinsic2": 8.3,
        "open": 8.3,
        "high": 8.3,
        "low": 8.3,
        "close": 8.3,
        "volume": 83
      }
    ]
  },
  {
    "report_date_type": "estimated",
    "weeklies": "W",
    "expiry1": "",
    "expiry2": "",
    "expiry1_iv": "0.883822430990669",
    "expiry2_iv": "1.40113798074636",
    "current_implied_earnings_move": 0.0697,
    "current_implied_risk_premium": 0.0697,
    "forward_volatility": 1.7976931348623157E+308,
    "four_quarters_average": 0.0345,
    "prev_qtr1": 0.456,
    "prev_qtr2": 0.546,
    "prev_qtr3": 0.678,
    "prev_qtr4": 0.123,
    "date": "2016-05-16",
    "eps_estimate": 0.388,
    "time_of_day": "AMC",
    "estimate_currency": "USD",
    "results": [
      {
        "earnings_date": "2015-01-27",
        "quote_date": "2015-01-21",
        "underlying_price": 109.54,
        "root1": "AAPL",
        "expiry1": "2015-02-20",
        "strike1": 110.0,
        "call_bid1": 4.0,
        "call_ask1": 4.05,
        "put_bid1": 4.5,
        "put_ask1": 4.65,
        "sigma1": 35.6723,
        "extrinsic1": 8.27,
        "root2": "AAPL",
        "expiry2": "2015-03-20",
        "strike2": 110.0,
        "call_bid2": 5.15,
        "call_ask2": 5.25,
        "put_bid2": 5.85,
        "put_ask2": 5.9,
        "sigma2": 32.5231,
        "extrinsic2": 10.62,
        "open": 10.62,
        "high": 10.62,
        "low": 10.62,
        "close": 10.62,
        "volume": 1062
      },
      {
        "earnings_date": "2015-01-27",
        "quote_date": "2015-01-22",
        "underlying_price": 112.4,
        "root1": "AAPL",
        "expiry1": "2015-02-20",
        "strike1": 110.0,
        "call_bid1": 5.1,
        "call_ask1": 5.15,
        "put_bid1": 3.1,
        "put_ask1": 3.3,
        "sigma1": 33.809,
        "extrinsic1": 6.05,
        "root2": "AAPL",
        "expiry2": "2015-03-20",
        "strike2": 110.0,
        "call_bid2": 6.2,
        "call_ask2": 6.3,
        "put_bid2": 4.4,
        "put_ask2": 4.5,
        "sigma2": 30.348,
        "extrinsic2": 8.3,
        "open": 8.3,
        "high": 8.3,
        "low": 8.3,
        "close": 8.3,
        "volume": 83
      }
    ]
  }
]

application/xml, text/xml

Sample:
<earnings_list xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <earnings xmlns="" i:type="historical_earnings">
    <date>2016-05-16</date>
    <eps_estimate>0.388</eps_estimate>
    <estimate_currency>USD</estimate_currency>
    <results>
      <earnings_result>
        <call_ask1>4.05</call_ask1>
        <call_ask2>5.25</call_ask2>
        <call_bid1>4</call_bid1>
        <call_bid2>5.15</call_bid2>
        <close>10.62</close>
        <earnings_date>2015-01-27</earnings_date>
        <expiry1>2015-02-20</expiry1>
        <expiry2>2015-03-20</expiry2>
        <extrinsic1>8.27</extrinsic1>
        <extrinsic2>10.62</extrinsic2>
        <high>10.62</high>
        <low>10.62</low>
        <open>10.62</open>
        <put_ask1>4.65</put_ask1>
        <put_ask2>5.9</put_ask2>
        <put_bid1>4.5</put_bid1>
        <put_bid2>5.85</put_bid2>
        <quote_date>2015-01-21</quote_date>
        <root1>AAPL</root1>
        <root2>AAPL</root2>
        <sigma1>35.6723</sigma1>
        <sigma2>32.5231</sigma2>
        <strike1>110</strike1>
        <strike2>110</strike2>
        <underlying_price>109.54</underlying_price>
        <volume>1062</volume>
      </earnings_result>
      <earnings_result>
        <call_ask1>5.15</call_ask1>
        <call_ask2>6.3</call_ask2>
        <call_bid1>5.1</call_bid1>
        <call_bid2>6.2</call_bid2>
        <close>8.3</close>
        <earnings_date>2015-01-27</earnings_date>
        <expiry1>2015-02-20</expiry1>
        <expiry2>2015-03-20</expiry2>
        <extrinsic1>6.05</extrinsic1>
        <extrinsic2>8.3</extrinsic2>
        <high>8.3</high>
        <low>8.3</low>
        <open>8.3</open>
        <put_ask1>3.3</put_ask1>
        <put_ask2>4.5</put_ask2>
        <put_bid1>3.1</put_bid1>
        <put_bid2>4.4</put_bid2>
        <quote_date>2015-01-22</quote_date>
        <root1>AAPL</root1>
        <root2>AAPL</root2>
        <sigma1>33.809</sigma1>
        <sigma2>30.348</sigma2>
        <strike1>110</strike1>
        <strike2>110</strike2>
        <underlying_price>112.4</underlying_price>
        <volume>83</volume>
      </earnings_result>
    </results>
    <time_of_day>AMC</time_of_day>
    <actual_currency>USD</actual_currency>
    <actual_move>0.048</actual_move>
    <actual_post_earnings_volatility>0.331</actual_post_earnings_volatility>
    <day_after>2016-05-17</day_after>
    <day_before>2016-05-15</day_before>
    <eps_actual>0.44</eps_actual>
    <expiry1>2016-05-15</expiry1>
    <expiry1_volatility_after>0.9134</expiry1_volatility_after>
    <expiry1_volatility_before>0.9134</expiry1_volatility_before>
    <expiry2>2016-05-15</expiry2>
    <expiry2_volatility_after>0.534</expiry2_volatility_after>
    <expiry2_volatility_before>0.534</expiry2_volatility_before>
    <forward_volatility>0.331</forward_volatility>
    <implied_earnings_move>0.0697</implied_earnings_move>
    <implied_risk_premium>0.0697</implied_risk_premium>
    <stock_close_after>0.46</stock_close_after>
    <stock_close_before>0.44</stock_close_before>
  </earnings>
  <earnings xmlns="" i:type="live_earnings">
    <date>2016-05-16</date>
    <eps_estimate>0.388</eps_estimate>
    <estimate_currency>USD</estimate_currency>
    <results>
      <earnings_result>
        <call_ask1>4.05</call_ask1>
        <call_ask2>5.25</call_ask2>
        <call_bid1>4</call_bid1>
        <call_bid2>5.15</call_bid2>
        <close>10.62</close>
        <earnings_date>2015-01-27</earnings_date>
        <expiry1>2015-02-20</expiry1>
        <expiry2>2015-03-20</expiry2>
        <extrinsic1>8.27</extrinsic1>
        <extrinsic2>10.62</extrinsic2>
        <high>10.62</high>
        <low>10.62</low>
        <open>10.62</open>
        <put_ask1>4.65</put_ask1>
        <put_ask2>5.9</put_ask2>
        <put_bid1>4.5</put_bid1>
        <put_bid2>5.85</put_bid2>
        <quote_date>2015-01-21</quote_date>
        <root1>AAPL</root1>
        <root2>AAPL</root2>
        <sigma1>35.6723</sigma1>
        <sigma2>32.5231</sigma2>
        <strike1>110</strike1>
        <strike2>110</strike2>
        <underlying_price>109.54</underlying_price>
        <volume>1062</volume>
      </earnings_result>
      <earnings_result>
        <call_ask1>5.15</call_ask1>
        <call_ask2>6.3</call_ask2>
        <call_bid1>5.1</call_bid1>
        <call_bid2>6.2</call_bid2>
        <close>8.3</close>
        <earnings_date>2015-01-27</earnings_date>
        <expiry1>2015-02-20</expiry1>
        <expiry2>2015-03-20</expiry2>
        <extrinsic1>6.05</extrinsic1>
        <extrinsic2>8.3</extrinsic2>
        <high>8.3</high>
        <low>8.3</low>
        <open>8.3</open>
        <put_ask1>3.3</put_ask1>
        <put_ask2>4.5</put_ask2>
        <put_bid1>3.1</put_bid1>
        <put_bid2>4.4</put_bid2>
        <quote_date>2015-01-22</quote_date>
        <root1>AAPL</root1>
        <root2>AAPL</root2>
        <sigma1>33.809</sigma1>
        <sigma2>30.348</sigma2>
        <strike1>110</strike1>
        <strike2>110</strike2>
        <underlying_price>112.4</underlying_price>
        <volume>83</volume>
      </earnings_result>
    </results>
    <time_of_day>AMC</time_of_day>
    <current_implied_earnings_move>0.0697</current_implied_earnings_move>
    <current_implied_risk_premium>0.0697</current_implied_risk_premium>
    <expiry1></expiry1>
    <expiry1_iv>0.883822430990669</expiry1_iv>
    <expiry2></expiry2>
    <expiry2_iv>1.40113798074636</expiry2_iv>
    <forward_volatility>1.7976931348623157E+308</forward_volatility>
    <four_quarters_average>0.0345</four_quarters_average>
    <prev_qtr1>0.456</prev_qtr1>
    <prev_qtr2>0.546</prev_qtr2>
    <prev_qtr3>0.678</prev_qtr3>
    <prev_qtr4>0.123</prev_qtr4>
    <report_date_type>estimated</report_date_type>
    <weeklies>W</weeklies>
  </earnings>
</earnings_list>