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Historical Earnings Calendar for Major Stock Exchanges
Download historical earnings release date and approximate time for all markets supported by Yahoo, beginning with current quarter and going back several years. This should be useful when backtesting equity strategies which either focus on entering positions during earnings (buy the rumor, sell the news, etc), or those that want to avoid additional risk and skip stocks that are about to report.
The object creates "earnings_cal" database with Symbol, Date and "etime" fields. The time will be populated with values such as After Market Close/Before Market Close/Time Not Supplied. It gets data for the symbols present in your database.
