Nasdaq (Market Calendars)#

finance-query = { version = "...", features = ["nasdaq"] }

Capability::CALENDAR previously needed a keyed provider (FMP, Polygon, or Alpha Vantage) for earnings/IPO/dividend/split calendars. This adapter serves those four keylessly from api.nasdaq.com's public calendar endpoints — the same undocumented API several third-party calendar wrappers already rely on.

Setup#

use finance_query::{Capability, CalendarDetail, Provider, Providers};

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    let providers = Providers::builder()
        .route(Capability::CALENDAR, [Provider::Nasdaq])
        .build()
        .await?;

    let calendar = providers.calendar();
    for entry in calendar.earnings("2026-08-24", "2026-08-24").await? {
        if let CalendarDetail::Earnings { eps_estimated, time, .. } = entry.detail {
            println!(
                "{}: est. EPS {:?} ({})",
                entry.symbol.as_deref().unwrap_or("?"),
                eps_estimated,
                time.as_deref().unwrap_or("?")
            );
        }
    }
    Ok(())
}

Date-Range Fan-Out#

Nasdaq's calendar endpoints take no date-range parameter — each of earnings, dividends, and splits is queried one calendar day at a time, and ipos one calendar month at a time. A [from, to] request fans out into one HTTP call per day (or month) in range internally, so:

• earnings/dividends/splits reject ranges over 92 days with InvalidParameter, to keep a broad request from silently issuing hundreds of calls.
• ipos rejects ranges over 13 months for the same reason.
• A day (or month) that fails to fetch is dropped from the result rather than failing the whole range — a single bad day doesn't take down a multi-week query.

Field Mapping Notes#

• Earnings: time maps Nasdaq's time-pre-market/time-after-hours classes to "bmo"/"amc"; anything else comes back None. revenue/revenue_estimated are always None — Nasdaq's earnings calendar carries no revenue figures.
• Dividends/Splits: dates arrive as M/D/YYYY and are normalized to YYYY-MM-DD. Split ratios arrive as "4 : 1" and are parsed into separate numerator/denominator values.
• IPOs: each row is tagged with the deal-status section it came from ("priced", "expected", "filed", "withdrawn") in actions. date prefers priced_date, falling back through expected_price_date, withdraw_date, and filed_date in that order — whichever the row actually carries. market_cap is always None; Nasdaq's IPO calendar doesn't report it.

Bot Detection#

api.nasdaq.com drops any request whose User-Agent doesn't look like a browser — even a self-identifying agent gets the connection reset, confirmed against the live API. This adapter sends a plain browser-shaped User-Agent rather than the crate's usual self-identifying one.

Rate Limits#

Nasdaq documents no formal quota for these endpoints. The client self-paces at 2 requests/second, conservative given that a single range request can already fan out into dozens of calls.

Next Steps#

• Market Calendars: Providers::calendar() and Capability::CALENDAR routing
• FRED: keyed economic-calendar alternative
• Providers Overview: routing and fallback