Post-earnings reaction stats

CEV-OS / Data API / Post-earnings reaction stats

CEV-OS Data API · last updated 2026-11-04. Status: live. Version 2.

Use this when you need historical day-1 / day-5 move statistics around earnings releases: the day-1 / day-5 move distribution per ticker around SEC 8-K Item 2.02 filings.

What it is

Release timing from SEC EDGAR acceptance times (accepted at/after 4 PM ET -> next session). Moves are close-to-close % changes on IEX daily last-sale prices (IEX HIST, IEX venue only, split-adjusted from IEX prices, not dividend-adjusted; IEX last sale can differ from the official close, by up to ~1% on closing-auction days). Derived statistics only (no prices). Up to 12 most recent releases per ticker; IEX history from 2023-04.

Endpoints

REST: GET /v1/earnings-reactions on https://api.cev-os.com
Legacy host (same service): GET /v1/earnings-reactions on https://cev-os.com
MCP tool: get_earnings_reactions on https://mcp.cev-os.com/mcp

Parameters

Query parameters for `GET /v1/earnings-reactions`
Name	Type	Description	Constraints
`ticker`	string	S&P 100 / NASDAQ-100 ticker (required).	example NVDA

Example request

No account and no key. Query values below are the examples or defaults from the registry. An optional free key (header x-api-key) raises the limits; create one at https://cev-os.com/#api_keys after signing in with a verified email (Google sign-in is already verified).

curl -s "https://api.cev-os.com/v1/earnings-reactions?ticker=NVDA"

Example response

Every /v1 response is a JSON envelope (schema_version, product, timestamps, license, attribution, data). The registry example is the data member:

{
  "ticker": "NVDA",
  "n": 12,
  "day1": {
    "mean_abs_pct": 6.1,
    "median_abs_pct": 5.4,
    "up_rate": 0.583
  },
  "price_source": {
    "name": "IEX HIST (TOPS) daily last sale",
    "attribution": "Data provided for free by IEX. By accessing or using IEX Historical Data, you agree to the IEX Historical Data Terms of Use.",
    "terms_url": "https://www.iex.io/legal/hist-data-terms"
  }
}

Update frequency

IEX closes land T+1 (pipeline 7:30 AM ET, retries 10:30 AM and 1:30 PM ET); SEC history daily 5:30 AM ET; cached 12 h per ticker per instance.

Public cache: 3600 seconds (Cache-Control: public, max-age=3600).

Sources, license and usage

License status: cleared with attribution. Release times are SEC EDGAR (public domain). Moves are computed from IEX Historical Data, which IEX permits to be redistributed and resold with its attribution text and a link to its terms.

Underlying sources
Source	License	commercialOk	Terms
SEC EDGAR (8-K Item 2.02 filings)	US Government work (public domain); SEC fair-access rules followed (declared User-Agent, <10 req/s)	true	https://www.sec.gov/os/accessing-edgar-data
IEX Historical Data (HIST TOPS), daily IEX last sale	Free; redistribution and resale permitted with the IEX attribution text and a link to the IEX Historical Data Terms of Use. IEX-venue trades only; IEX describes it as a reference point, not a basis for trading decisions; no warranty.	true	https://www.iex.io/legal/hist-data-terms

Attribution (show this wherever you display the data):

Data provided for free by IEX. By accessing or using IEX Historical Data, you agree to the IEX Historical Data Terms of Use.
IEX Historical Data Terms of Use: https://www.iex.io/legal/hist-data-terms
Release times: SEC EDGAR. Statistics: PrintLine (cev-os).

IEX Historical Data Terms of Use

Privacy class: public-derived. Access: public. Price: free (price is null; pay-per-call is not active).

Gaps

IEX last sale, not the official consolidated close.
No dividend adjustment (ex-dividend drops inside a 5-day window are not removed).
Splits are detected from IEX prices, not from a corporate-actions feed.

Disclaimer

Historical statistics on IEX-venue last-sale prices, for reference only. Not investment advice.

Data API hub (all products, limits, license notes)
MCP Registry listing com.cev-os/data
OpenAPI 3.1
Machine product list: /v1/products

Reference data, not investment advice.