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I am looking for a data source / database that holds historical (10 years, better 20 years) dates of US and European stocks:

I need the historical date when the quarterly (or annual) fundamental data of that company was published in the past.

So in short terms: I need the historical Earning Event dates.

Solutions like Reuters or Bloomberg would possibly be too expensive... :-(

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  • $\begingroup$ Take a look at EDGAR. $\endgroup$
    – msitt
    May 10, 2017 at 5:37
  • $\begingroup$ thanks for that hint. But as far as I know, EDGAR / SEC is only for US companies, isn't it? $\endgroup$
    – user27875
    May 10, 2017 at 6:49
  • $\begingroup$ 4-traders does have them, but only for one year, as it seems: (4-traders.com/stock-exchange/calendar/finance) . Yahoo finance seems to have it, too, but I am unsure about the data quality. $\endgroup$
    – user27875
    May 18, 2017 at 6:30
  • $\begingroup$ you can look at exchanges where the firms are listed. firms need to notify the exchanges for any event. although i'm sure if you will find any API $\endgroup$
    – nimbus3000
    May 18, 2017 at 6:32
  • $\begingroup$ if Reuters or Bloomberg are too expensive then you will have a hard time. There are some high quality historical datasets but would be even more expensive. Are you working in academia, industry or trading for yourself ? $\endgroup$
    – NegativeJo
    Oct 20, 2017 at 18:10

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The publication date differs from the statement date. If the statement date is '2016-12-31', the publication date could be '2017-02-15'. Sometimes, thera are restatements (=annual report is republished with corrected new numbers) where publication date is '2017-02-15' for statement date '2015-12-31'. Both dates are published in Reuters databases. If this is too expensive, try to find this on Quandl (I'm not sure if they have both dates).

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