WSH DateBreaks

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Provider: TMX Group

  • Frequency:
    Daily
  • Format:
    GZ

The DateBreaks file provides information on all earnings date changes from the past two US business days for any traded company that is tracked by Wall Street Horizon (WSH). Derived from WSH Earnings Calendar, DateBreaks provides point-in-time changes to dates and times - both estimated and confirmed - capturing when traded companies will next announce their quarterly or annual earnings. Value-add fields like "Confirmed Date Z-Score" provide perspective on whether a confirmed earnings date conforms to or differs from recent historical trend. 

WSH provides timely, accurate information for a range of upcoming corporate events that will likely create volatility and potential risk/exposure. 

Delivery

Frequency: The file is produced every five (5) minutes beginning at 5:00am ET and ending at 11:00pm ET.

Format: Data is produced as a text file in XML version 1.0 encoding=ISO-8859-1 format.

Delivery: FTP

For further information please contact datasales@tmx.com.

Product Description

The DateBreaks file from Wall Street Horizon, a TMX Group company, provides all earnings dates changes to any traded company that is tracked by Wall Street Horizon (WSH) during the past two US business days. It provides an audit trail and deeper insight into the process of earnings date changes. WSH provides timely, accurate informatin for a range of upcoming corporate events that are likely to create volatility and potential risk/exposure. DateBreaks are often part of "event clusters" that magnify the impact of singular events.

Features and Benefits

  • WSH is the gold standard for accurately tracking, curating, and presenting corporate events so clients do not miss critical, potentially market-moving inflection points.
  • Data is sourced from - and linked back to - publicly available sources that avoid any compliance issues.
  • History is available back to 2006 for quantitative modelling.

Coverage

WSH collects information on over 30 corporate event classes for over 9,300 of largest market capitalization and most heavily traded stocks worldwide, of which 4,300 are in US, 700 are in Canada, and 4,300 are from across EMEA, Asia-Pacific, and Latin America regions.