< API Reference
GET
/market/symbols/{symbol}/earnings?start_date={start_date}&end_date={end_date}
STOCKS
Get earnings information

Example URI

Delayed

https://sandbox.livevol.com/api/v1/delayed/market/symbols/DAL/earnings?start_date=2019-01-01&end_date=2019-01-18

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_move

Implied move

decimal number

None.

expected_post_earnings_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
price

Stock price

decimal number

None.

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.

implied_move

Implied move

decimal number

None.

implied_move_raw

Implied move raw

decimal number

None.

implied_post_earnings_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": 1.1,
    "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_move": 0.0697,
    "expected_post_earnings_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": 2.1,
    "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>2.1</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>1.1</eps_actual>
    <expected_post_earnings_volatility>0.331</expected_post_earnings_volatility>
    <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>
    <implied_move>0.0697</implied_move>
    <stock_close_after>0.46</stock_close_after>
    <stock_close_before>0.44</stock_close_before>
  </earnings>
</earnings_list>