I am trying to retrieve historical earnings release dates and time using R. At the moment I use the package https://github.com/CharlesCara/DatastreamDSWS2R/blob/master/README.md to connect to Eikon Datastream.
Here is the code I use:
# Get quantmod
if (!require("quantmod")) { install.packages("quantmod") library(quantmod) }
install.packages("devtools")
require(devtools)
install_github("CharlesCara/DatastreamDSWS2R")
options(Datastream.Username = " ************ ")
options(Datastream.Password = " ************ ")
require("DatastreamDSWS2R")
require("xts")
## create a connection
mydsws <- dsws$new()
IBES <- mydsws$timeSeriesRequest(instrument = "US0378331005", datatype = "EPSISURDTE", startDate = "1990-01-01", endDate = "2018-01-31" )
IBES<-as.Date(unique(IBES$US0378331005))
The problem is that with this code I only get the dates without the information if the earnings release is After Market close or before maket open.
I need this information (AMC/BMO) and don't fine the right datatype to get it.
Does anybody know how to retrieve using R (NOT EXCEL) the historical information about AMC/BMO???
Thank you in advance for your help!