ticker | The stock ticker symbol, uppercased (e.g. “AAPL”). |
earnings_date | The reported earnings date this snapshot is anchored on, in YYYY-MM-DD format. |
earnings | The reported quarter’s earnings: eps_actual, eps_estimate, eps_surprise_pct, revenue_actual, revenue_estimate, revenue_surprise_pct, fiscal_quarter, and reported_at. A figure is null when not reported. Null when the section produced no data. |
guidance | Forward guidance for the fiscal period being analyzed: the fiscal_period, guidance_date, revenue range (revenue_min, revenue_max, revenue_mid, plus the prior revenue_prev_min / revenue_prev_max and the revenue_method), the eps range (eps_min, eps_max, eps_mid), and guidance_revised (whether the range changed from the prior guide). Note: revenue_mid is analyst consensus, which can fall outside the company range. Null when no guidance was found. |
prices | Event-study price window around the earnings close: t_minus_1 (the prior trading day), t0 (the event close), t_plus_1, and t_plus_5. Each is { date, close } in USD, or null when that day is not yet available. Null when no prices were resolved. |
ratios | Trailing-twelve-month ratios: gross_margin_pct, operating_margin_pct, net_margin_pct, return_on_equity_pct, revenue_growth_yoy_pct, and pe_ratio. A value is null when not computable. Null when the section produced no data. |
options | Options-market sentiment: put_call_volume_ratio and its fixed convention label (below 0.7 bullish, 0.7–1.0 neutral, above 1.0 bearish), total_call_volume, total_put_volume, avg_spread_percent, liquidity_grade (A best to D worst), contracts_with_volume, the list of expirations covered, and a data_quality verdict (status “ok” / “no_data” / “thin_sample” with the contract and volume counts) so a thin reading is never mistaken for a confident one. The thresholds are descriptive, not calibrated forecasts for a symbol or market regime. Null when the section produced no data. |
short | Short pressure: shares_short, short_float_pct, days_to_cover, and interest_as_of_date from the latest short-interest reading, plus avg_short_volume_ratio_pct, max_short_volume_ratio_pct, and days_above_40_pct from the recent short-volume window. A value is null when unavailable. Null when the section produced no data. |
technical_indicators | The default indicator set: rsi_14 (conventional above-70 overbought and below-30 oversold heuristic labels, not reversal forecasts), macd_value, macd_signal, macd_histogram (12/26/9 configuration), sma_20, and sma_50. A value is null when not computable. Null when the section produced no data. |
financial_statements | Reported financials as of as_of_period_end. By default a “lite” key-metric snapshot (revenue, gross_profit, operating_income, net_income, eps, eps_diluted, cash_from_operations, free_cash_flow, total_debt, cash_and_equivalents, total_equity); on request a “verbose” block with the full income_statement, balance_sheet, and cash_flow records. Null when no statements were found. |
pre_earnings_context | Market context heading into the event: run_10d_pct, run_30d_pct, run_90d_pct (the stock’s run-up over those windows), percentile_52w (where the price sits in its 52-week range), vix_proxy_close and vix_percentile (a volatility proxy and its percentile), sp500_vs_200dma_pct (the index versus its 200-day average), and the bar counts behind each series (stock_bars_count, vix_bars_count, spy_bars_count). A value is null when not computable. Null when the section produced no data. |
