Calendar

The Calendar service provides a stream of dated events that have occured, and will occur in the future.

Calendar events differ from News in that calendared events are a statement of fact, from a 1st-party authoritative source, are known and scheduled in advance, and are where some new information will become known - whereas News is unscheduled, from any source, and is primarily about opinion, rather than fact.

For example, that the FOMC will announce the federal funds rate at 8:30am is a Calendared event. Bloomberg reporting that rates were increased by 25 points is news. The actual rate itself is Data.

Typically, calendered events are binary events; the outcome of which is unknowable in advance. Hence knowledge of their existence in advance is useful for risk management (e.g. to reduce exposure), or for volatility plays (e.g. vol/IV rising until earnings).

Multiple Calendar event streams can operate in an AWTS environment and Mux will automatically multiplex the data.

Also important and included is when events are scheduled (or rescheduled!) - this is handled automatically through the Runner's Execution engine such that as the engine ticks, at each point in time only the events that were known at that point in time are visible - and strategies can take input from the scheduling (or re-scheduling) of events seamlessly in both backtesting and live execution.