Data Dictionary

Type FieldUpdate FrequencyDefinition
StocksPriceEvery 5 minutesThe price of the underlying stock
StocksCountryOnce Daily (4AM UTC)The country the company is registered in.
StocksSecurity NameOnce Daily (4AM UTC)The name of the company of the underlying stock.
StocksCurrencyOnce Daily (4AM UTC)The currency the company does business in.
StocksExchangeOnce Daily (4AM UTC)The exchange the stock trades on.
StocksAdjusted CloseOnce Daily (4AM UTC)The close price of the stock, adjusted for splits.
StocksLast Close PriceOnce Daily (4AM UTC)The close price of the stock.
StocksHighEvery 5 minutesThe high price of the stock throughout the trading day.
StocksLowEvery 5 minutesThe low price of the stock throughout the trading day.
StocksLast Open PriceEvery 5 minutesThe last price the stock opened at.
StocksVolumeEvery 5 minutesThe number of shares traded throughout the trading day.
Stocks200-Day Moving AverageOnce Daily (4AM UTC)The 200-day moving average of the stock price.
Stocks50-Day Moving AverageOnce Daily (4AM UTC)The 50-day moving average of the stock price.
Stocks52-Week HighOnce Daily (4AM UTC)The 52-week high of the stock price.
Stocks52-Week LowOnce Daily (4AM UTC)The 52-week low of the stock price.
StocksBetaOnce Daily (4AM UTC)The measure of the stock's volatility in relation to the overall market.
StocksShares ShortOnce Daily (4AM UTC)The number of shares short for the current month.
StocksShares Short (Prior Month)Once Daily (4AM UTC)The number of shares short for the previous month.
StocksShort PercentageOnce Daily (4AM UTC)The number of shorted shares divided by the number of shares outstanding.
StocksShort RatioOnce Daily (4AM UTC)The number of shares held short divided by the stock's average daily trading volume.
StocksAddressOnce Daily (4AM UTC)The full address of the company's headquarters.
StocksAddress (City)Once Daily (4AM UTC)The city of the company's headquarters.
StocksAddress (Street)Once Daily (4AM UTC)The street portion of the address of the company's headquarters.
StocksAddress (State)Once Daily (4AM UTC)The state of the company's headquarters.
StocksAddress (Country)Once Daily (4AM UTC)The country of the company's headquarters.
StocksAddress (Zipcode)Once Daily (4AM UTC)The zipcode (postal code) of the company's headquarters.
StocksFiscal Year EndOnce Daily (4AM UTC)The fiscal year end of the company.
StocksGroupOnce Daily (4AM UTC)
StocksSectorOnce Daily (4AM UTC)
StocksIndustryOnce Daily (4AM UTC)
StocksAnalyst Rating (Buy)Once Daily (4AM UTC)The current number of buy ratings of the stock from analysts.
StocksAnalyst Rating (Hold)Once Daily (4AM UTC)The current number of hold ratings of the stock from analysts.
StocksAnalyst Rating (Sell)Once Daily (4AM UTC)The current number of sell ratings of the stock from analysts.
StocksAnalyst Rating (Strong Sell)Once Daily (4AM UTC)The current number of strong sell ratings of the stock from analysts.
StocksAnalyst Rating (Strong Buy)Once Daily (4AM UTC)The current number of strong buy ratings of the stock from analysts.
StocksAnalyst RatingOnce Daily (4AM UTC)The average of the combined analyst ratings.
StocksBook ValueOnce Daily (4AM UTC)The book value per share of the stock.
StocksDiluted EPS (TTM)Once Daily (4AM UTC)The diluted earnings per share over the trailing twelve months.
StocksDividend Per ShareOnce Daily (4AM UTC)The dividend amount per share on an annual basis.
StocksDividend YieldOnce Daily (4AM UTC)The annual dividend yield. The dividend amount divided by the share price.
StocksEarnings Per ShareOnce Daily (4AM UTC)
StocksEBITDAOnce Daily (4AM UTC)
StocksEPS Estimate (Current Quarter)Once Daily (4AM UTC)
StocksEPS Estimate (Current Year)Once Daily (4AM UTC)
StocksEPS Estimate (Next Quarter)Once Daily (4AM UTC)
StocksEPS Estimate (Next Year)Once Daily (4AM UTC)Once Daily (4AM UTC)
StocksGross Profit (TTM)Once Daily (4AM UTC)
StocksMarket CapitalizationOnce Daily (4AM UTC)
StocksOperating Margin (TTM)Once Daily (4AM UTC)
StocksPEG RatioOnce Daily (4AM UTC)
StocksPE RatioOnce Daily (4AM UTC)
StocksProfit MarginOnce Daily (4AM UTC)
StocksQuarterly Earnings Growth (YOY)Once Daily (4AM UTC)
StocksQuarterly Revenue Growth (YOY)Once Daily (4AM UTC)
StocksReturn on Assets (TTM)Once Daily (4AM UTC)
StocksReturn on Equity (TTM)Once Daily (4AM UTC)
StocksRevenue Per Share (TTM)Once Daily (4AM UTC)
StocksRevenue (TTM)Once Daily (4AM UTC)
StocksPrice ChangeOnce Daily (4AM UTC)
StocksPrice Change (Percent)Once Daily (4AM UTC)
StocksOptions VolumeOnce Daily (4AM UTC)
StocksOptions Volume (Calls)Once Daily (4AM UTC)
StocksOptions Volume (Puts)Once Daily (4AM UTC)
StocksPercent Volume (Calls)Once Daily (4AM UTC)
StocksPercent Volume (Puts)Once Daily (4AM UTC)
StocksPut/Call RatioOnce Daily (4AM UTC)
StocksImplied VolatilityOnce Daily (4AM UTC)
StocksImplied Volatility (Minimum)Once Daily (4AM UTC)
StocksImplied Volatility (Maximum)Once Daily (4AM UTC)
StocksImplied Volatility Rank
OptionsDays Before ExpirationEvery 15 minutes
OptionsIntrinsic Value
OptionsProbability Of In-The-MoneyEvery 15 minutes
OptionsProbability Of ProfitEvery 15 minutes
OptionsDistance From Strike (Absolute)Every 15 minutes
OptionsDistance From Strike (Percent)Every 15 minutes
OptionsImplied Volatility Change
OptionsVolume Change
OptionsOpen Interest Change
OptionsVolume to Open InterestEvery 15 minutesThe volume of the option divided by the open interest
OptionsExtrinsic Value
OptionsImplied Volatility (7-Day Average)
OptionsImplied Volatility (14-Day Average)
OptionsImplied Volatility (30-Day Average)
OptionsImplied Volatility (60-Day Average)
OptionsExpiration Period
OptionsExpiration
OptionsStrikeEvery 15 minutesThe strike price of the option
OptionsCloseEvery 15 minutesThe last price the option contract traded at.
OptionsClose BidEvery 15 minutesThe last bid price of the option contract.
OptionsClose AskEvery 15 minutesThe last ask price of the option contract.
OptionsVolumeEvery 15 minutesThe volume of the option contract.
OptionsOpen InterestEvery 15 minutesThe open interest on the option contract.
OptionsImplied VolatilityEvery 15 minutesThe market's forecast of a likely movement in a security's price.
OptionsDeltaEvery 15 minutes
OptionsGammaEvery 15 minutes
OptionsThetaEvery 15 minutes
OptionsVegaEvery 15 minutes
OptionsRHOOnce Daily (4AM UTC)
OptionsTheoretical Price
OptionsIntrinsic ValueOnce Daily (4AM UTC)
OptionsTime ValueOnce Daily (4AM UTC)
OptionsContract SizeOnce Daily (4AM UTC)
OptionsCurrencyOnce Daily (4AM UTC)
OptionsIn The MoneyEvery 15 minutesA true/false value that indicates whether the option contract is in the money.
OptionsChangeEvery 15 minutes
OptionsChange PercentEvery 15 minutes
OptionsDistance From Strike (Absolute)Every 15 minutes
OptionsDistance From Strike (Percent)Every 15 minutes
OptionsVolume Change
OptionsOpen Interest Change