Dow Jones Calendar API Documentation

The Calendar API provides company and macroeconomic event data that keeps traders, investment managers, and active individual investors abreast of the statistics, earnings, meetings, and announcements that move the markets.

Table of Contents

• Event Types 
  • Corporate Calendar 
  • Economic Calendar 
• Data Schema 
• Data Format 
• REST API 
  • Documentation 
  • Authentication 
    • Sample request 
    • Sample response 
  • Common Requests 
    
    • Get Corporate Events Only 
    • Get Economic Events Only 
    • Get Events By Country 
    • Get Events by ISINs 
    • Get Events by Acuity Asset IDs
• Streaming (WebSocket) API
  • Documentation 

• • Authentication 
• Common Subscription Parameters 
• Response Samples 
  • Insert message 
  • Delete message 
• Code Samples 
• Appendix

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Event Types

Corporate Calendar

Dow Jones provides Corporate Calendar data from 5 event classes. These
event classes have sub-categories of events that are assigned a series code.
Each event has a Series Code in the metadata that allows identifying specific
event categories that you are looking for.
The table below lists all the event classes and the underlying Series Codes
and event names that are available in the data.

Not all event types include complete history. Here’s a breakdown of the start dates in the data for some of the event types:

• IPO and M&A - Dates for IPO and M&A events that affect major markets - Jan 2019 is the first iteration of the event class
• Rights and Splits - Scheduled dates around the issuance of new securities or stock splits - Jan 2019 is the first iteration of the event class

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Economic Calendar

Dow Jones provides Macroeconomic event data covering 59 countries. There are over 350 macroeconomic events and figures that are covered per each country. Some of these events and figures are present in each covered country, and others are unique per country.

Here are the top 15 event types in the data:

The country codes that are provided in the response in the ISO 3166-1 Alpha-2 country format. The events are uniquely identified by the Country Code + Series Code combination (for example, AU_BalPay points to Balance of Payments as reported for Australia.

The complete list of events, series codes, and countries can be found here:

https://docs.google.com/spreadsheets/d/1W247wUK13wD_47hZiAktJidsffnZ0Bnuu45_Utjb468/edit#gid=0

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Data Schema

The root element, Event, has the following attributes. These attributes are provided with an @ symbol preceding the name within the Event element of the parsed-event element in the API response.

This information is included in the Dow Jones response type (ResponseType: 0 in the API).

The data schema is the same for both the Corporate Calendar and the Economic Calendar data from Dow Jones.

Additional elements and their attributes that can be included in the data are
in the Appendix - Corporate and Economic Calendar Data Schema section. 

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Data Format

There are two data formats that are currently supported: the full response and the simplified response.

The full response
(“ResponseFormat”: 0) is a JSON representation of the fields, attributes and values described above in the Data Schema section.

The simplified response
(“ResponseFormat:” 1) is a JSON representation of only the required fields from the Data Schema section.

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REST API

REST API should generally be used to retrieve an arbitrary or filtered list of Signal Stream trade ideas on demand for a specific time period in the past.

For real time report retrieval please use the Streaming (WebSocket) API.

Documentation

Overview: https://api.acuitytrading.com/
Swagger URL: https://api.acuitytrading.com/swagger/index.html

Authentication

Documentation URL: https://api.acuitytrading.com/Security
Exchange your username and password for a Bearer token that you can pass with any request. The token is valid for 14 days.

Sample Request

Sample Response

The retrieved access_token is the Bearer token that you can pass in the Authorization header of your API requests.

Common Requests

Endpoint: POST /api/djevents

Get Corporate Events Only
Description: Retrieve all events from the Dow Jones Calendar Data, filtered by Corporate Events data type.

Sample Request

Sample response is provided in the Appendix - REST API Response Sample section.

Get Economic Events Only

Description: Retrieve Macroeconomic events only.

Sample request:

Sample response is identical to the previous requests. The only difference is in the returned values. A sample is provided in the Appendix - REST API Response Sample section.

Get Events By Countries

Description: Retrieve either Macroeconomic or Corporate Events by a collection of ISO2 country codes.

Sample request:

Sample response is identical to the previous requests. A sample is provided in the Appendix - REST API Response Sample section.

Get Corporate Events by ISINs

Description: Retrieve a list of corporate events by using a collection of ISIN codes to identify securities. This example uses ISINs for Apple Inc. and Microsoft Corp.

Sample request

Sample response is identical to the previous requests. A sample is provided in the Appendix - REST API Response Sample section.

Get Events by Acuity Asset IDs

Description: Retrieve a list of economic events for EURUSD (asset ID: 50) and Gold (asset ID: 46).
It’s possible to retrieve corporate events this way as well, it’s simply necessary to obtain a list of
Acuity Asset IDs before doing that.

Sample request:

Sample response is identical to the previous requests. A sample is provided in the Appendix - REST API Response Sample section.

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Streaming (WebSocket) API

The purpose of this API is to deliver the Signal Stream trade ideas in real time after their publication and/or modification.

Documentation

Overview: https://api.acuitytrading.com/
Streaming API: https://api.acuitytrading.com/Streaming
Dow Jones Calendar: https://api.acuitytrading.com/Streaming#dj-calendar-parameters

Authentication

To authenticate, you need to pass your API key in the server URL when connecting to
Acuity API. Example: wss://api.acuitytrading.com/api/streaming?apiKey=YOUR_API_KEY

Common Subscription Parameters

Each subscription in the Streaming API has the following parameters:

• “action” (string) could be either subscribe or unsubscribe
• “topic” (string) could be assets or screports. Other topics are also supported, but require additional services to be enabled.
• “format” (int) - either 0 (full response) or 1 (simplified response). Simplified response delivers only mandatory fields and can be easier to process.

Subscribe to Corporate Events

Sample request:

Subscribe to Economic Events 

Sample subscription message

Subscribe to Events by Countries

Sample subscription message

Subscribe to Events by ISINs

Sample subscription message

Response Samples

Insert message
This message type is sent when a brand new report is published. The same message type is also sent with an update. The user simply needs to replace the previously received event with the new data in full. Please see a sample message in the Appendix.

Delete message
This message type is sent when a report has any of the fields updated. Please see a sample message in the Appendix.

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Code Samples

For REST API you can use any language that supports sending/receiving web requests in JSON format.

For the Streaming (WebSocket) API, please consult the following pages:
C# Sample
Python

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Appendix

Corporate and Economic Calendar Data Schema 

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REST API Response Sample

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Streaming - INSERT message sample

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Streaming - DELETE message sample

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