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 |
|
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 |
|
16 |
Exchange ID |
char |
Primary "listing" Exchange |
No |
No |
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
|
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 |
|