About a-team Marketing Services
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Wall Street Horizon Extends Corporate Events Intelligence with EventBreaks

Subscribe to our newsletter

Wall Street Horizon, an alternative data provider specialising in corporate events intelligence, has introduced EventBreaks, a service that alerts institutional investors to changes in corporate events. The service covers each of the 40-plus event types the company tracks and provides granular information around how events move, alerting users to the time, date and substance of corporate event changes. While Wall Street Horizon has offered this data for earnings release dates for several years, EventBreaks marks an extension of the service to cover all events tracked by the company.

The company suggests alpha can be gained by understanding the changes to things like shareholder meeting locations, earnings release dates and conference presenters. With EventBreaks, clients are alerted to material corporate event changes such as: a change in an investor conference presenter from the CEO to a product manager; a shareholder meeting that is moved from the company’s home city to a location 500 miles away; a buyback offering that is extended with new terms; and an earnings date or earnings conference call that is delayed.

Barry Star, CEO at Wall Street Horizon, says: “Companies communicate non-verbally every day through their event changes. Our DateBreaks product was the first to have this capability for earnings date movements, and we have now extended this functionality to our full universe of tracked events.”

EventBreaks is available immediately and is included as a free add-on to Wall Street Horizon’s Enchilada product, which hosts the company’s forward-looking and historical datasets.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Agility as Alpha: How Trading Infrastructure Determines Who Wins in Volatile Markets

Tariff shocks, geopolitical realignment and macroeconomic regime shifts are redrawing the investment landscape faster than most firms’ technology stacks can keep up. For hedge funds and asset managers, the ability to move quickly into new asset classes, geographies or strategies is no longer just an operational concern – it is a front-office differentiator and, increasingly,...

BLOG

Databento and the Consumerisation of Market Data

Institutional market data has long been associated with complex licensing, specialist infrastructure and lengthy procurement processes. Much of that complexity is unavoidable: exchange data can be technically demanding, commercially restricted and costly to distribute at scale. However, the expectation around how that data should be accessed is changing. As financial firms become more accustomed to...

EVENT

AI in Data Management Summit New York City

Now in its second year, the AI in Data Management Summit NYC explores what changes when AI becomes part of the data management operating model.

GUIDE

AI in Capital Markets Handbook 2026

AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...