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Data Sources for Scheduled News Events in S&P 500 Stocks

Article Quant Q&A · Author: stollenm
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Summary

The document asks where to obtain dates for company-specific events affecting S&P 500 constituents when the events are announced on a schedule rather than arriving as surprises. Earnings announcements are given as an example. The answers point to specialist data vendors for particular event types and identify Wall Street Horizon as a standard source for earnings and dividend dates.

A Bloomberg terminal subscription is also mentioned as providing event data through an API. The exchange does not compare provider coverage, historical depth, update frequency, or costs, and it does not establish that any source contains every scheduled event for every index constituent. Researchers would need to check the event taxonomy and coverage against their intended use, particularly if they require a comprehensive universe beyond earnings and dividends.

Key ideas

  • Scheduled company events can be sourced separately from unscheduled news.
  • Specialist providers may focus on specific event categories such as earnings and dividends.
  • Wall Street Horizon is suggested for scheduled earnings and dividend dates.
  • Bloomberg is described as offering event data through an API.
  • The responses do not establish comprehensive event coverage or compare vendor quality and cost.

Tags

EquitiesEvent-driven
Full text
# Datasource of all scheduled news events for S&P 500 stocks


# Datasource of all scheduled news events for S&P 500 stocks












I am looking for a datasource which contains all news events specific to equities of the S&P 500, whose release date was scheduled in advance. That is, I am not looking for surprise news. For example, earnings announcement dates are scheduled.

Do you know where I could obtain that data?

## Answer by LazyCat (score 3, accepted)

https://quant.stackexchange.com/a/42940

If you're looking for data providers, not Bloomberg, they tend to concentrate on specific events. E.g. for earnings/dividends dates Wall Street Horizon is a standard choice.

## Answer by Ezy (score 1)

https://quant.stackexchange.com/a/42939

You can pay for a Bloomberg terminal subscription which has all these events in API form.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.