Economic calendar
GET /v1/economic-calendar is the scheduled macro release calendar: CPI prints, payrolls, central-bank meetings, with actual, forecast, consensus, and previous values.Unified events
GET /v1/events merges the calendar with other official events (issuer filings, disclosures, regulator notices) into one normalized shape.Use the calendar when you want classic macro-release rows with surprise inputs. Use the unified events feed when you want a single stream across event classes (macro releases plus issuer and regulatory events) with one schema.
Economic calendar
/v1/economic-calendar returns scheduled and released macro events, each with the release time, the period it covers, and the value series consumers expect on a calendar: actual, forecast, consensus, previous, and (where applicable) revised.
Filters
The calendar accepts the standard list filters plus the observation filters relevant to events.ISO 3 country code, e.g.
USA, GBR, EUR (euro area).Canonical indicator slug or id, e.g.
cpi_inflation_yoy.low, medium, or high.Knowledge-time lower bound (ISO timestamp).
Knowledge-time upper bound (ISO timestamp).
The period a value describes:
YYYY, YYYY-MM, or YYYY-Qn.Page size, 1 to 500.
Opaque pagination cursor.
Endpoint-supported sort field.
asc or desc.Response
Calendar event fields
Calendar event id. Use it with
GET /v1/economic-calendar/{eventId}.ISO 3 country code (null for non-country events).
Canonical indicator the event releases (may be null).
Human-readable event name.
One of
economic_release, central_bank, auction, earnings, holiday, other.low, medium, high, or unknown.scheduled, released, revised, canceled, or tentative.Scheduled or actual release timestamp (ISO).
IANA timezone of the release.
The period the value describes (e.g.
2026-05).Released value. Null until released.
Conduit/provider forecast where available.
Street consensus where available.
Prior period value as known at this release (first-release basis).
Revised value when the event carries a revision; otherwise null.
Linked observation the event released, if any. Follow it for provenance.
Rights class:
public, internal_only, restricted, or blocked.Get a single calendar event
First-release vs revised
Macro series are revised after their first print. Conduit keeps both, and the calendar exposes the distinction so you can model surprises honestly.previousValue is first-release basis
previousValue is first-release basis
previousValue carries the prior period value as it was known at this release, not the latest revised figure. This is what a forecast was measured against at the time, so it is the correct base for surprise and momentum calculations.revisedValue and status: revised
revisedValue and status: revised
When an event reports a revision,
revisedValue is populated and the calendar status is revised. The original actualValue is preserved. Revisions are retained, never overwritten in place.Reconstructing what was known at a point in time
Reconstructing what was known at a point in time
To see the value set as known on a given date, use the knowledge-time filters (
start_date / end_date) and as_of on the observations API. Honest caveat: as_of currently approximates the ingestion timestamp, not full provider-vintage reconstruction. Full vintage reconstruction is future work.Unified events
/v1/events merges the economic calendar with other official events into one normalized response shape. It covers macro releases plus issuer filings (for example SEC filings), issuer disclosures, regulator notices, and corporate actions. Use it when you want a single stream and one schema across event classes.
Filters
ISO 3 country code.
High-level class:
macro_release, central_bank, issuer_filing, issuer_disclosure, regulator_notice, corporate_action, or other.Finer event type within a class (e.g.
economic_release, annual_report_filed, earnings_release_filed).scheduled, released, filed, effective, canceled, tentative, historical, or unknown.Rights class filter:
public, internal_only, restricted, or blocked.Time lower bound, matched against the event time (ISO).
Time upper bound, matched against the event time (ISO).
Page size, 1 to 500.
Opaque pagination cursor.
One of
observed_at (default), released_at, effective_at, event_label, event_class, event_type, or status.asc or desc. The unified feed defaults to desc.Response
Unified event fields
Event id. Use it with
GET /v1/events/{eventId}.High-level class (see the filter list above).
Finer event type within the class.
Short label for the event.
Lifecycle status (see the status filter list).
Subject entity (country, issuer). May be null.
ISO 3 country code. May be null.
Linked indicator. May be null.
When the event became known. The default sort field.
Release timestamp. May be null.
Effective timestamp (for effective-dated events). May be null.
Event title.
Optional summary text. May be null.
Free-form tags (event type, country, indicator).
Link to the official source release.
Required source attribution string.
Rights class.
Observation linked to the event, if any.
Class-specific extras. For macro releases this carries
importance, actualValue, forecastValue, consensusValue, previousValue, revisedValue, unit, and currency.Get a single event
Calendar vs unified events: which to use
Use the economic calendar
You want macro-release rows with surprise inputs (actual / forecast / consensus / previous / revised) and release-time semantics. Filter by
country, indicator, importance, and period.Use unified events
You want one stream across event classes (macro plus issuer filings, disclosures, regulator notices) with a single schema. Filter by
event_class, event_type, status, and time.Both feeds are rights-aware. Every event carries an
exposure class, and only redistribution-safe events appear where the public surface applies. Licensed vendor data never appears on the public surface.Related
SEC fundamentals
Issuer filings surface here as
issuer_filing events; the statements live in the fundamentals endpoint.Derived analytics
Surprise indices and other analytics are computed from calendar inputs and stored as derived observations.