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EventVestor Earnings Calendar Update

Recently, we made a change to the way that BusinessDaysSincePreviousEarnings and BusinessDaysUntilNextEarnings are computed over the EventVestor Earnings Calendar dataset.

Previously, these factors considered an earnings call occurring on calendar day N to be occurring on business day N, regardless of whether the call was before or after market hours.

Now, these factors consider the calendar_time of an event. If an event occurs 'After Market Hours' on calendar day N, it is considered to occur on business day N+1. Events occurring 'Before Market Hours' on day N are still considered to occur on business day N.

The new behavior is demonstrated in the attached notebook.

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2 responses

What about events happened during the market hour?

Hi Michael,

Earnings announcements scheduled during market hours are treated the same as pre-open announcements. They are considered to occur on day N.