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I'm trying to find all of the historical earnings dates (just the dates is good enough) for certain stocks ranging back to their IPOs. I'm plan to use it for my machine learning project.

Yahoo and Nasdaq seem to only list the earnings dates for the last four quarters.

Any suggestions?

Thank you.

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    $\begingroup$ The Compustat database includes this information en.wikipedia.org/wiki/Compustat . It is a commercial product, not free. $\endgroup$ – Alex C Mar 14 '17 at 0:00
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You can use Bloomberg terminal BDH formula on Excel. If you go through the wizard, you'll have to click:

Import data -> Historical End of Day -> Select securities from spreadsheet -> select "LATEST_ANNOUNCEMENT_DT" -> select dates -> finish.

If you don't have access to Bloomberg terminal, try asking some friends if they do. Many university libraries have one, as do most bigger financial companies.

Word of caution: I don't know about other sources, but Bloomberg data is not exactly correct - it doesn't differentiate whether a company reports before, during or after the market hours. To get around this I would measure the price move over 2-3 days around earnings instead of a single day.

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  • $\begingroup$ Thanks, I will see if I can get access to Bloomberg Terminal. $\endgroup$ – moondra Mar 14 '17 at 14:54
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If you truly don't need the time of the earnings report, you can use Tradier. https://developer.tradier.com/documentation/markets/fundamentals/get-calendars

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