Fields

Field Name

Type

Field Description

Update

Regular

Hours

Update AM/PM

Hours

Notes, Examples

Source

0

Symbol

String

Ticker symbol in upper case. 

N/A

N/A

See Symbology Table

1

Bid Price

float

Current Best Bid Price

Yes

Yes

From FH

2

Ask Price

float

Current Best Ask Price

Yes

Yes

From FH

3

Last Price

float

Price at which the last trade was matched

Yes

Yes

From FH

4

Bid Size

float

Number of shares for bid

Yes

Yes

From FH

5

Ask Size

float

Number of shares for ask

Yes

Yes

From FH

6

Ask ID

char

Exchange with the best ask

Yes

Yes

From FH

7

Bid ID

char

Exchange with the best bid

Yes

Yes

From FH

8

Total Volume

long

Aggregated shares traded throughout the day, including pre/post market hours.

Yes

Yes

Volume is set to zero at 7:28am ET. 

9

Last Size

float

Number of shares traded with last trade

Yes

Yes

Size in 100’s

10

Trade Time

int

Trade time of the last trade

Yes

Yes

Seconds since midnight EST

11

Quote Time

int

Trade time of the last quote

Yes

Yes

Seconds since midnight EST

12

High Price

float

Day’s high trade price

Yes

Yes
  • According to industry standard, only regular session trades set the High and Low. 
  • If a stock does not trade in the AM session, high and low will be zero.
  • High/low reset to 0 at 7:28am ET

13

Low Price

float

Day’s low trade price

Yes

Yes

See High Price notes

14

Bid Tick

char

Indicates Up or Downtick (NASDAQ NMS & Small Cap)

Yes

Yes

Updates whenever bid updates.  Source=FH

15

Close Price

float

Previous day’s closing price

No

No
  • Closing prices are updated from the DB when Pre-Market tasks are run at 7:29AM ET.

16

Exchange ID

char

Primary "listing" Exchange

No

No
  • As long as the symbol is valid, this data is always present
  • This field is updated every time the closing prices are loaded from DB

NYSE = n             AMEX = a    

NASDAQ = q      OTCBB =u           

PACIFIC=p          INDICES = x         

AMEX_INDEX=g

    MUTUAL_FUND = m

    PINK_SHEET = 9

17

Marginable

boolean

Stock approved by the Federal Reserve and an investor's broker as being suitable for providing collateral for margin debt.

N/A

N/A

Load from DB

18

Shortable

boolean

Stock can be sold short.

N/A

N/A

Load from DB

19

Island Bid

float

No longer used

N/A

N/A

N/A

20

Island Ask

float

No longer used

N/A

N/A

N/A

21

Island Volume

Int

No longer used

N/A

N/A

N/A

22

Quote Day

Int

Day of the quote

N/A

N/A

 

23

Trade Day

Int

Day of the trade

N/A

N/A

 

24

Volatility

float

Option Risk/Volatility Measurement

Yes

Yes

Volatility is reset to 0 when Pre-Market tasks are run at 7:28 AM ET

25

Description

String

A company, index or fund name

Yes

Yes

Once per day descriptions are loaded from the database when Pre-Market tasks are run at 7:29:50 AM ET. 

 

26

Last ID

char

Exchange where last trade was executed

Yes

Yes

 

27

Digits

int

Valid decimal points

Yes

Yes

AMEX, NASDAQ,OTCBB,PINKS =  4, others = 2

28

Open Price

float

Day's Open Price

Yes

Yes

From FH

  • Open is set to ZERO when Pre-Market tasks are run at 7:28.
  • If a stock doesn’t trade the whole day, then the open price is 0.
  • In the AM session, Open is blank because the AM session trades do not set the open.

 

29

Net Change

float

Current Last-Prev Close

Yes

Yes

If(close>0)

change = last – close

Else change=0

30

52  Week High

float

Higest price traded in the past 12 months, or 52 weeks

Yes

Yes

Calculated by merging dayHigh(from fh) and 52 week high from db

31

52 Week Low

float

Lowest price traded in the past 12 months, or 52 weeks

Yes

Yes

Calculated by merging dayLow(from fh) and 52 week low from db

32

PE Ratio

float

 

N/A

N/A

From db

33

Dividend Amount

float

Earnings Per Share

N/A

N/A

From db

34

Dividend Yield

float

Dividend Yield

N/A

N/A

From db

35

Island Bid Size

Int

No longer used

N/A

N/A

N/A

36

Island Ask Size

Int

No longer used

N/A

N/A

N/A

37

NAV

float

Mutual Fund Net Asset Value

N/A

N/A

load various times after market close

38

Fund Price

float

 

N/A

N/A

From db

39

Exchange Name

String

Display name of exchange

N/A

N/A

From db

40

Dividend Date

String

 

N/A

N/A

From db

41

Regular Market Quote

boolean

 

Yes

No

Is last quote a regular quote

42

Regular Market Trade

boolean

 

Yes

No

Is last trade a regular trade

43

Regular Market Last Price

float

 

Yes

No

only records regular trade

44

Regular Market Last Size

float

 

Yes

No

Currently realize/100, only records regular trade

45

Regular Market Trade Time

int

 

Yes

No

only records regular trade

46

Regular Market Trade Day

int

 

 

 

 

47

Regular Market Net Change

float

 

Yes

No

RegularMarketLastPrice - close

48

Security Status

String

 

Yes

Yes

Indicates a symbols current trading status, Normal, Halted, Closed

49

Mark

double

Mark Price

Yes

Yes

 

50

Quote Time in Long

Long

Last quote time in milliseconds since Epoch

Yes

Yes

 

51

Trade Time in Long

Long

Last trade time in milliseconds since Epoch

Yes

Yes

 

52

Regular Market Trade Time in Long

Long

Regular market trade time in milliseconds since Epoch

Yes

No