Earnings release dates and time (BMO/AMC) using R Eikon

basicj
basicj
in Eikon Data APIs

I am trying to retrieve historical earnings release dates and time using R. At the moment I use the package https://github.com/CharlesCara/DatastreamDSWS2R/blob/master/README.md to connect to Eikon Datastream.

Here is the code I use:

# Get quantmod

if (!require("quantmod")) { install.packages("quantmod") library(quantmod) }

install.packages("devtools")

require(devtools)

install_github("CharlesCara/DatastreamDSWS2R")

options(Datastream.Username = " ************ ")

options(Datastream.Password = " ************ ")

require("DatastreamDSWS2R")

require("xts")

## create a connection

mydsws <- dsws$new()

IBES <- mydsws$timeSeriesRequest(instrument = "US0378331005", datatype = "EPSISURDTE", startDate = "1990-01-01", endDate = "2018-01-31" )

IBES<-as.Date(unique(IBES$US0378331005))

The problem is that with this code I only get the dates without the information if the earnings release is After Market close or before maket open.

I need this information (AMC/BMO) and don't fine the right datatype to get it.

Does anybody know how to retrieve using R (NOT EXCEL) the historical information about AMC/BMO???

Thank you in advance for your help!

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Best Answer

  • Zhenya Kovalyov
    Zhenya Kovalyov
    Answer ✓

    EPSISURDTE is simply a date field of when the actual is processed and the fiscal period shifted, this is within that working day. This relates to neither the opening or closing of the market. Therefore there would not be a related datatype.

Answers

  • Zhenya Kovalyov
    Zhenya Kovalyov

    @basicj, this API is not produced or supported by Thomson Reuters, I suggest you raise all of the questions to the developer of the API directly.

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