| Field Name |
Field Type |
Description of field |
Origin of data |
| Last |
float |
Last trade price from the regular trading session |
Provided by the exchange or 3rd party data provider |
| Change |
float |
Today's change (Last - Close) |
Calculated by IQConnect.exe |
| Percent Change |
float |
(Change / Close) |
Calculated by IQConnect.exe |
| Total Volume |
integer |
Today's cumulative volume in number of shares |
Calculated by IQConnect when not sent from servers (or provided by the exchange) |
| Incremental Volume |
integer |
Volume of the current trade |
Provided by the exchange or 3rd party data provider |
| High |
float |
Today's highest trade price |
Provided by the exchange or 3rd party data provider |
| Low |
float |
Today's lowest trade price |
Provided by the exchange or 3rd party data provider |
| Bid |
float |
The highest price a market maker or broker is willing to pay for a security |
Provided by the exchange or 3rd party data provider |
| Ask |
float |
The lowest price a market maker or broker is willing to accept for a security |
Provided by the exchange or 3rd party data provider |
| Bid Size |
integer |
The share size available for the bid price in a given security |
Provided by the exchange or 3rd party data provider |
| Ask Size |
integer |
The share size available for the ask price in a given security |
Provided by the exchange or 3rd party data provider |
| Tick |
integer |
Direction of change from last Trade |
Calculated by IQConnect.exe based upon previous trade. |
| Bid Tick |
integer |
Direction of change from last Bid Price |
Provided by the exchange or 3rd party data provider |
| Range |
float |
Trading range for the current day (high - low) |
Calculated by IQConnect.exe |
| Last Trade Time |
HH:MM:SSc |
HH represents the hour of the day in a 24 hour clock. |
The timestamp portion of this field is provided by the exchange or 3rd party data provider. The trade indicator is appended by IQConnect.exe |
| Open Interest |
integer |
IEOptions, Futures, FutureOptions, and SSFutures only |
Provided by the exchange or 3rd party data provider. |
| Open |
float |
The opening price of the day. For commodities this will be the first TRADE of the
session. |
Provided by the exchange or 3rd party data provider. |
| Close |
float |
The closing price of the day. For commodities this will be the last TRADE of the
session |
Provided by the exchange or 3rd party data provider. |
| Spread |
float |
The difference between Bid and Ask prices |
Calculated by IQConnect.exe |
| Settle |
float |
Futures, FutureOptions, and SSFutures only |
Provided by the exchange or 3rd party data provider. |
| Delay |
integer |
The number of minutes a quote is delayed when not authorized for realtime data |
Provided by the exchange or 3rd party data provider. |
| Market Center |
string |
Last Traded Market. NOTE: Market Center will always be "0" for commodities because they only trade on
one market. That info can be found in the Listed Market field. For stocks and stock
options, the Market Center field value is the last market that the security traded
on. |
Provided by the exchange or 3rd party data provider. |
| Restricted code |
string |
"N" or "R" |
Provided by the exchange or 3rd party data provider. |
| Net Asset Value |
float |
Mutual Funds only. The market value of a mutual fund share equal to the net asset
of a fund divided by the total number of shares outstanding. . |
Provided by the exchange or 3rd party data provider. |
| Average Maturity |
float |
The average number of days until maturity of a Money Market Fund’s assets |
Provided by the exchange or 3rd party data provider. |
| 7 Day Yield |
float |
A price field, the value from a Money Market fund over the last seven days. |
Provided by the exchange or 3rd party data provider. |
| Last Trade Date |
MM/DD/YYYY |
Date of last trade |
Provided by the exchange or 3rd party data provider. |
| Extended Trading Last |
float |
Current last price including pre/post market trading. |
Provided by the exchange or 3rd party data provider. |
| Regional Volume |
integer |
Today's regional cumulative volume for NYSE and NYSE Alternext stocks only |
Calculated by DTN |
| Net Asset Value 2 |
float |
Money Markets Only. This field is the same as the Total Volume field for Money Markets. |
Provided by the exchange or 3rd party data provider. |
| Extended Trading Change |
float |
Extended Last minus Yesterday's close |
Calculated by IQConnect.exe |
| Extended Trading Difference |
float |
Extended Last minus Last (field 4) |
Calculated by IQConnect.exe |
| Price-Earnings Ratio |
float |
Real-time calculated PE (Today's Last / Earnings Per Share) |
Calculated by IQConnect.exe |
| Percent Off Average Volume |
float |
30 day average trading volume |
Calculated by IQConnect.exe |
| Bid Change |
float |
Change in Bid since last offer |
Calculated by IQConnect.exe |
| Ask Change |
float |
Change in Ask since last offer |
Calculated by IQConnect.exe |
| Change From Open |
float |
Change in last since open |
calculated by IQConnect.exe |
| Market Open |
integer |
1 = market open, 0 = market closed NOTE: This field is valid for Futures and Future
Options only. |
Provided by DTN |
| Volatility |
float |
Real-time calculated volatility (Today's High - Today's Low) / Last |
Calculated by IQConnect.exe |
| Market Capitalization |
float |
Real-time calculated market cap (Last * Common Shares Outstanding) |
Calculated by IQConnect.exe |
| Fraction Display Code |
string |
Display formatting code |
Provided by DTN |
| Decimal Precision |
string |
Last Precision used |
Provided by DTN |
| Days to Expiration |
string |
Number of days to contract expiration |
Calculated by IQConnect.exe |
| Previous Day Volume |
Integer |
Previous Day's Volume |
Provided by the exchange or 3rd party data provider. |
| Regions |
String |
The available regions for regional data |
String built by IQConnect.exe based upon which regions are available |
| Open Range 1 |
float |
For commodities only. Range value for opening trades that aren’t reported individually. |
Provided by the exchange or 3rd party data provider. |
| Close Range 1 |
float |
For commodities only. Range value for closing trades that aren’t reported individually. |
Provided by the exchange or 3rd party data provider. |
| Open Range 2 |
float |
For commodities only. Range value for opening trades that aren’t reported individually. |
Provided by the exchange or 3rd party data provider. |
| Close Range 2 |
float |
For commodities only. Range value for closing trades that aren’t reported individually. |
Provided by the exchange or 3rd party data provider. |
| Number of Trades Today |
Integer |
The number of trades for the current day |
Calculated by IQConnect.exe if not sent from the server |
| Bid Time |
HH:MM:SS |
FOREX data only. The time of the last bid. |
Provided by the exchange or 3rd party data provider. |
| Ask Time |
HH:MM:SS |
FOREX data only. The time of the last ask. |
Provided by the exchange or 3rd party data provider. |
| VWAP |
Price |
Volume Weighted Average Price |
Calculated by IQConnect.exe when not sent by the server |
| TickID |
Integer |
Identifier for tick |
Provided by DTN |
| Financial Status Indicator |
char |
Denotes if an issuer has failed to submit its regulatory filings on a timely basis,
has failed to meet the exchange's continuing listing standards, and/or has filed
for bankruptcy. |
Provided by the exchange or 3rd party data provider. |
| Settlement Date |
MM/DD/YYYY |
The date that the Settle is valid for |
Provided by the exchange or 3rd party data provider. |
| Symbol |
string |
The Symbol ID to match with watch request |
|
| PE |
float |
Price/Earnings ratio |
Provided by exchange or 3rd party data provider |
| Average Volume |
integer |
Average daily volume (4 week average) |
Calculated by DTN |
| 52 Week High |
float |
Highest price of the last 52 weeks. |
Provided by DTN |
| 52 Week Low |
float |
Lowest price of the last 52 weeks. |
Provided by DTN |
| Calendar year high |
float |
High price for the current calendar year. |
Provided by DTN |
| Calendar year low |
float |
Low price for the current calendar year. |
Provided by DTN |
| Dividend yield |
float |
The annual dividends per share paid by the company divided by the current market price per share of stock |
Provided by exchange or 3rd party data provider |
| Dividend amount |
float |
The current quarter actual dividend |
Provided by exchange or 3rd party data provider |
| Dividend rate |
float |
The annualized amount at which a dividend is expected to be paid by a company |
Provided by exchange or 3rd party data provider |
| Pay date |
MM/DD/YYYY |
Date on which a company made its last dividend payment |
Provided by exchange or 3rd party data provider |
| Ex-dividend date |
MM/DD/YYYY |
The actual date in which a stock goes ex-dividend, typically about 3 weeks before the dividend is paid to shareholders of record. Also the amount of the dividend is reflected in a reduction of the share price on this date. |
Provided by exchange or 3rd party data provider |
| Short Interest |
integer |
The total number of shares of a security that have been sold short by customers and securities firms that have not been repurchased to settle outstanding short positions in the market |
Provided by 3rd party data provider. |
| Current year earnings per share |
float |
The portion of a company's profit allocated to each outstanding share of common stock |
Provided by exchange or 3rd party data provider |
| Next year earnings per share |
float |
The total amount of earnings per share a company is estimated to accumulate over the next four quarters of the current fiscal year |
Provided by exchange or 3rd party data provider |
| Five-year growth percentage |
float |
Earnings Per Share growth rate over a five year period. |
Provided by exchange or 3rd party data provider |
| Fiscal year end |
integer |
The two digit month that the fiscal year ends for a company. |
Provided by exchange or 3rd party data provider |
| Company name |
string |
Company name or contract description |
Provided by DTN |
| Root Option symbol (there may be more than one) |
string |
A space separated list |
Provided by exchange or 3rd party data provider |
| Percent held by institutions |
float |
A percentage of outstanding shares held by banks and institutions. |
Provided by exchange or 3rd party data provider |
| Beta |
float |
A coefficient measuring a stock’s relative volatility. It is the covariance of a stock in relation to the rest of the stock market. 30 day historical volatility. |
Provided by exchange or 3rd party data provider |
| Leaps (there may be more than one) |
string |
Long term equity anticipation securities |
Provided by exchange or 3rd party data provider |
| Current assets |
float |
The amount of total current assets held by a company as of a specific date in Millions (lastADate) |
Provided by exchange or 3rd party data provider |
| Current liabilities |
float |
The amount of total current liabilities held by a company as of a specific date in Millions (lastADate). |
Provided by exchange or 3rd party data provider |
| Balance sheet date |
MM/DD/YYYY |
Last date that a company issued their quarterly report. |
Provided by exchange or 3rd party data provider |
| Long-term debt |
float |
The amount of long term debt held by a company as of a specific date in Millions(lastADate). |
Provided by exchange or 3rd party data provider |
| Common shares outstanding |
float |
The amount of common shares outstanding. |
Provided by exchange or 3rd party data provider |
| Split factor 1 |
float[ ]MM/DD/YYYY |
A float a space, then MM/DD/YYYY |
Provided by exchange or 3rd party data provider |
| Split factor 2 |
float[ ]MM/DD/YYYY |
A float a space, then MM/DD/YYYY |
Provided by exchange or 3rd party data provider |
| Market Center |
string |
Last Traded Market. NOTE: Market Center will always be "0" for commodities because they only trade on one market. That info can be found in the Listed Market field. For stocks and stock options, the Market Center field value is the last market that the security traded on. |
Provided by exchange or 3rd party data provider |
| Format Code |
string |
Display format code |
Provided by DTN |
| Precision |
integer |
Number of decimal digits |
Provided by DTN |
| SIC |
integer |
Federally designed numbering system identifying companies by industry. This 4 digit number corresponds to a specific industry. |
Provided by exchange or 3rd party data provider |
| Historical Volatility |
float |
30-trading day volatility that it is calculated using Black-Scholes
[Wiki]
[Invest]
model. |
Provided by exchange or 3rd party data provider |
| Security Type |
string |
The security type code |
Provided by DTN |
| Listed Market |
string |
The listing market ID |
Provided by DTN |
| 52 Week High Date |
MM/DD/YYYY |
The date of the highest price of the last 52 weeks |
Provided by DTN |
| 52 Week Low Date |
MM/DD/YYYY |
The date of the lowest price of the last 52 weeks |
Provided by DTN |
| Calendar Year High Date |
MM/DD/YYYY |
Date at which the High price for the current calendar year occurred. |
Provided by DTN |
| Calendar Year Low Date |
MM/DD/YYYY |
Date at which the Low price for the current calendar year occurred. |
Provided by DTN |
| Year End Close |
float |
Price of Year End Close. (Equities Only) |
Provided by DTN |
| Maturity Date |
MM/DD/YYYY |
Date of maturity for a Bond. |
Provided by DTN |
| Coupon Rate |
float |
Interest Rate for a Bond. |
Provided by exchange or 3rd party data provider |
| Expiration Date |
MM/DD/YYYY |
IEOptions, Futures, FutureOptions, and SSFutures only |
IEOptions expiration dates are provided by the exchange. All others provided by DTN |
| Strike Price |
float |
IEOptions only |
Provided by exchange or 3rd party data provider |
| NAICS |
integer |
North American Industry Classification System |
3rd party data provider |
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