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The Event List File

 

 

 

Event List files can be included in a data import to add point-in-time event information to specific dates for specific symbols. The most likely use of this feature would be to include historical earnings dates and values if you have access to such information.

As with the symbol information file, the event list is a CSV file (or group of files).

The first row of the file must contain column names from the following list:

Symbol – the symbol for which the event occurred

Date – the date of the event

Time – the time of the event (optional)

Type – any numeric code > 0

Value – any numeric value (e.g. dividend amount, or EPS, or index constituency flags)

These columns can be in any order. The names are used to identify them.

Rows after the header row can also be in any order. Each row defines one event for one symbol on one date.

When first importing with an event list, it is suggested to use the LogFile option in your import definition. Events for which the symbol+date is not found in the imported bar data will be listed in the log.

Imported event data is accessed in script formulas by using the Event(type) function, which returns the value field if an event exists for the current symbol on the current date, or 0 if no event was found (with an option to return the most recent event -- see the function link for details).

If Time is specified for an event, then the event will be attached to the most recently completed bar prior to the specified date and time. By default, bars are considered to start at 9:30 AM so any event with time < 9:30 (time is 0 if omitted) will be attached to the bar with the specified date. If time >= 9:30, then the event will be attached to the next bar instead. This is because, logically, a trader could not have known about the event prior to the market open if it occurred after the market open.

See also djia_earnings.rts and djia_earnings.csv in the Examples folder.

 

 

 

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