Stock Earnings Calendar Scraper (Multi-Source) avatar

Stock Earnings Calendar Scraper (Multi-Source)

Pricing

from $15.00 / 1,000 earnings results

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Stock Earnings Calendar Scraper (Multi-Source)

Stock Earnings Calendar Scraper (Multi-Source)

Scrape stock earnings dates from multiple independent financial sources. Compare results across providers with Best, All, or Custom source modes.

Pricing

from $15.00 / 1,000 earnings results

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0.0

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Developer

Brook N

Brook N

Maintained by Community

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0

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2

Total users

1

Monthly active users

17 hours ago

Last modified

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1. Summary

Scrapes earnings dates from multiple independent financial-data sources so users can compare reported earnings dates across providers.

The Actor currently supports 7 verified production sources:

  • Benzinga
  • Earnings Whispers
  • Investing.com
  • Nasdaq
  • TipRanks
  • TradingView
  • Wall Street Numbers

Additional scraper integrations are under development.

The Actor supports CSV input, dataset input, or manual tickers.

Results are returned as clean, flattened earnings-date rows in the default dataset.

Because earnings dates can differ between financial-data providers, the Actor can query multiple independent sources rather than relying on a single provider. Users can choose between Best Sources, All Sources, or a Custom selection.

The Actor also supports optional incidental calendar results. When enabled, calendar-based sources may return valid earnings events discovered during their calendar scan even when those tickers were not explicitly requested. This can provide additional earnings-calendar coverage without requiring a separate scan.

2. Source Modes

Normal production runs support three source modes.

2.1. Best Sources

Best Sources is the recommended default.

It uses the verified sources that currently provide the strongest combination of reliability, speed, and operating cost.

Current Best Sources:

  • TradingView
  • Nasdaq
  • Investing.com
  • Benzinga

2.2. All Sources

All Sources uses every currently verified production source.

Current All Sources execution order:

  • TradingView
  • Nasdaq
  • Investing.com
  • Wall Street Numbers
  • Benzinga
  • TipRanks
  • Earnings Whispers

This mode provides maximum cross-source coverage and is useful when you want to compare earnings dates reported by as many supported providers as possible.

Because it includes slower and more resource-intensive sources, All Sources may take significantly longer and cost more to run than Best Sources.

2.3. Custom Sources

Custom Sources lets you select individual production sources.

Use this mode when you only want results from particular providers.

3. Source Availability

SourceBest SourcesAll SourcesCustom
TradingView
Nasdaq
Investing.com
Benzinga
Earnings Whispers
TipRanks
Wall Street Numbers

The Best Sources preset may change over time as source reliability, performance, or availability changes.

All Sources includes every source that has been verified for current production use.

4. Input Methods

The Actor automatically detects which ticker input method you use.

4.1. CSV Upload

Upload or paste a CSV with one ticker per line.

A header is optional.

Example:

ticker
AAPL
MSFT
NVDA

4.2. Dataset ID

If your tickers are stored in an Apify dataset, provide the datasetId.

4.3. Manual Tickers

Enter tickers manually in the Actor input UI.

NOTE: If no ticker input is supplied, the Actor attempts to load the local tickers dataset and otherwise falls back to AAPL.

5. Input Fields

csv — Paste CSV content (optional)

datasetId — Use an Apify dataset containing tickers (optional)

tickers — Manual ticker list (optional)

sourceMode — Select the production source strategy:

  • best — Best Sources (recommended)
  • all — All verified production sources
  • custom — Use only the sources individually selected under Custom Sources

includeIncidental — Include additional valid earnings events discovered by calendar-based sources while processing the requested tickers.

  • false — Return results for requested tickers only (default)
  • true — Also return valid incidental ticker/date results discovered during calendar scans

Incidental results use the same normalized output format as requested results and are limited to the source's current earnings-calendar window.

Not every source can provide incidental results. Sources that retrieve earnings information directly for individual requested tickers continue to return requested-ticker results only.

When sourceMode is set to custom, select one or more individual sources under Custom Sources.

6. Earnings-Date Coverage

Different sources may use different earnings-calendar architectures and coverage windows.

Some sources scan a forward earnings-calendar window, while others retrieve the next reported earnings event for an individual ticker.

Calendar-based sources may discover earnings events for additional tickers while scanning their calendar window. When includeIncidental is enabled, these valid incidental results may also be returned. When it is disabled, the Actor returns results only for the explicitly requested tickers.

Incidental-result support depends on the architecture and coverage of each source. A source that performs direct ticker lookups may not discover additional tickers.

As a result, one source may return an earnings date that another source does not.

This is expected and is one of the reasons the Actor supports multiple independent sources.

The Actor does not treat disagreement between providers as an error. Each valid source result is returned independently so you can compare the available dates.

7. Output

Normal Production Mode

All valid scraped results are pushed to the default dataset in normalized JSON format.

Each source result is returned independently.

Typical output:

{
"ticker": "ORCL",
"date": "2026-09-10",
"source": "TradingView"
}

If several sources report dates for the same ticker, multiple rows may therefore be returned.

When includeIncidental is enabled, the dataset may also contain valid ticker/date rows discovered during calendar scans even if those tickers were not part of the original input.

Incidental rows use exactly the same output schema:

{
"ticker": "XYZ",
"date": "2026-09-15",
"source": "Nasdaq"
}

The output does not include a separate incidental field. Requested and incidental observations use the same ticker, date, and source structure.

8. Choosing a Source Mode

For most workloads, start with Best Sources.

Use All Sources when maximizing independent source coverage and comparing provider disagreement is more important than runtime or cost.

Use Custom Sources when you already know which providers you want to query.

9. Broader Source Evaluation

Production sources were selected after testing a wider range of financial-data providers and integration approaches.

In addition to the 7 production sources, additional integration efforts are underway.