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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() and va_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' for company_calendar() and the Visible Alpha functions (va_actual(), va_consensus(), va_metric()). This was previously returning publication date not report date.