July 10, 2023
New features
- DSL: Additional Visible Alpha consensus metrics - namely the median, min, max and standard deviation of consensus estimates - may now be retrieved through the Visible Alpha signals
va_consensus(),va_metric()andva_revisions(). - DSL: New "publication date" (
pd) alignment option to retrieve the company calendar, FactSet actuals/consensus or Visible Alpha actuals/consensus aligned to publication date. Publication date is defined as the date on which the company report is published, while the existing "report date" (rd) alignment refers to when the company report impacted trading, which can be a day later.
Bug fixes
- DSL: Fix incorrect alignment when requesting
alignment='rd'forcompany_calendar()and the Visible Alpha functions (va_actual(),va_consensus(),va_metric()). This was previously returning publication date not report date.
Updated 6 days ago