eSignal - Column Headings and Data Fields

ICE Data Services -

Watch List and Quote Window Field Headers
All available field headings for the Watch List window are described below. To add or replace a field in your quote window, right-click on the header and choose Add or Replace Field. Select the field from the drop-down list and click OK. Don't' forget to save the window to save your changes. If you are unable to find one of these fields in the dropdown, you may not be on the latest version of our application. Download the latest version and retry.
 
Not all fields apply to all data types

Field Name

Description

 DDE Topic*  DDE Notes  Update Frequency
 12Mo% Price Return ¹  [(Current Price - 52 Week Ago Price) / 52 Week Ago Price] * 100      Daily
 12Mo %Tot Return ¹  [(Current Price - 52 Week Ago Price + Cash Dividends) / 52 Week Ago Price] * 100      Daily
 12Mo Begin Pr  The closing price 52 weeks ago.      Daily
 12Mo Div Hist  All dividends paid in the last 52 weeks.      Daily

5 yr Rev Growth Rate

The revenue growth rate calculated over 5 years

     Daily

52 Week High

Highest price traded at over the last full year

 52WHigh    Daily

52 Week High Date

Date that Highest price was first set over the last full year

 52HDate    Daily

52 Week Low

Lowest price traded at over the last full year

 52WLow    Daily

52 Week Low Date

Date that Lowest price was first set over the last full year

 52LDate    Daily

Ask Change

Change from Previous Close of Ask

     RT

Ask Change (Percent)

Change of Ask as a percentage from Previous Close

     RT
 Ask Exchange  Exchange that most recent Ask Price was quoted from  AskExg    RT

Ask Price

Current best Ask

 Ask    RT

Ask Size

Size in lots of best Ask (multiple of 100, i.e. 32 = 3,200)

 AskSize    RT

Ask Size Tick

(+/-) Representing Change from previous Ask Size

     RT

Ask Tick

(+/-) Representing Change from previous Ask Price

     RT

Ask Yield

Yield of Fixed Income instruments based on Ask price instead of Trade price

     RT
 Assets (Fund)  Total value of assets of a Money Market Fund  Assets  MMF's only  Daily
 Average Price  A measure of how much an investor pays for each share of stock calculated by taking the prices one pays and dividing by the number of prices. For example, suppose one buys five shares of the same stock, paying $10, $11, $12, $13, and $14, respectively. The average price in this case is $12      

Average Volume

Calculated based on last 20 trading days

     Daily

Avg Vol for 10 days

Calculated based on last 10 trading days

     Daily

BaseCode

Determines the method of Price base code translation (1/10, 1/100, etc.)

 Base    RT

Base Code of Bid/Ask

Determines the method of Bid/Ask base code translation (1/10, 1/100, etc.)

     RT

Beta (Five Year Monthly)

A measurement of the sensitivity of a company's stock price to the overall fluctuation in the S&P 500 (S&P 500), or for Canadian listings, the Toronto Stock Exchange 300 Index. For example, a beta of 1.5 indicates that a company's stock price tends to rise (or fall) 1.5 percent, with a 1 percent rise (or fall) in the index price. Beta is calculated using the prior 60 months of total returns vs. 60 months of returns for the S&P 500 index (or the TSE 300 for Canadian listings), adjusted for dividends. A minimum of 36 months of trading data is required before a beta is calculated. Beta is updated on a monthly basis.
     Daily

Bid Change

Change from Previous Close of Bid

     RT

Bid Change (Percent)

Change of Bid as a percentage from Previous Close

     RT
  Bid Exchange  Exchange that most recent Bid Price was quoted from  BidExg    RT

Bid Price

Current best Bid

 Bid    RT

Bid Size

Size in lots of best Bid (multiple of 100, i.e. 32 = 3,200)

 BidSize    RT

Bid Size Tick

(+/-) Representing Change from previous Bid Size

     RT

Bid Tick

(+/-) Representing Change from previous Bid Price

     RT

Bid Yield

Yield of Fixed Income instruments based on the Bid price instead of Trade price

     RT

Bid/Ask Spread

Current difference between best Ask and best Bid

     RT
 Block Trades 1  Count of Block Trades that had 10,000 - 49,999 Shares

eSignal 11.4+

   RT
 Block Trades 2   Count of Block Trades that had 50,000 - 99,999 Shares

eSignal 11.4+

   RT
 Block Trades 3   Count of Block Trades that had 100,000 + Shares

eSignal 11.4+

   RT
 Block Trades Vol1  Total Volume of Block Trades between 10,000 - 49,999 Shares

eSignal 11.4+

   RT
 Block Trades Vol2  Total Volume of Block Trades between 50,000 - 99,999 Shares

eSignal 11.4+

   RT
 Block Trades Vol3  Total Volume of Block Trades above 100,000 + Shares

eSignal 11.4+

   RT
 Book Value, MRQ  Net value after liabilities have been subtracted from assets      Daily
 Cash per Share  Total cash and equivalents divided by the shares outstanding      Daily

Change

Can be calculated from PREV close or today's open - right-click on Field and choose Compute Change

     RT

Change, Percent

Can be calculated from PREV close or today's open - right-click on field and choose compute change

 Change    RT

Comment

Open text field for user comments - double click on cell to add or edit comments

     RT
 Commission

 This is the trade commission charged by the brokerage firm. This is considered an expense and therefore factored into the total Profit/Loss column when entered into the Position Dialog box.

     

Contract High

Highest price a futures contract has traded over the life of the contract

     Daily

Contract High Date

The date the contract traded at its highest price for the life of the contract

     Daily

Contract High Volume

The # of contracts traded when the contract hit its high for the life of contract

     Daily

Contract Low

Lowest price a futures contract has traded over the life of the contract

     Daily

Contract Low Date

The date the contract traded at its lowest price for the life of the contract

     Daily

Contract Low Volume

The # of contracts traded when the contract hit its high for the life of the contract

     Daily

Coupon

Coupon rate of Fixed Income instrument

 Coupon    RT
 Cost This is the total amount of funds needed to finance the trade. This can also be exhibited as price of the stock x total number of shares purchased + cost of commission      

Currency Code

3 letter code to represent the currency for an international equity price

     RT
 Current Inside Match Price  

Reflects the price for which the number of Paired Shares and the number of Imbalance Shares are calculated.

 

eSignal 11.4+  NL2 Totalveiw sub required  

Current Ratio

The ratio of Total Current Assets for the most recent quarter divided by Total Current Liabilities for the same period

     Daily
 Current Ratio, Year End  Total current assets divided by the total current liabilities for the last fiscal year      Daily
 Current Trade Date

Current Trade Date is a field designed specifically for futures. This is to differentiate between the    current date and trade that are occurring for a future date. For example, when the ES futures open on Sunday, the trade date for the trades coming in actually counts for Monday's OHLC and Volume.

   11 series only  Daily

Cusip Number

Cusip number as assigned by S&P (requires subscription to Cusip)

 Cusip    RT

Date

Date of last update - can be trade or quote update

 DateUpdate    RT

Delay (minutes)

Helpful for customers getting delayed Futures since the minimum delay times vary by Exchange

     RT

Description

Additional name information for international instruments

     Daily
 Div Growth Rate (5 yr)  The dividend growth rate calculated over 5 years      Daily
 Dividend  Most recent Dividend price on a per share basis  Dividend     Daily
 Dividend Growth Rate, 1 year  The speed in which the dividend is growing over the last year      Daily
 Dividend Growth Rate  The speed in which the dividend is growing      Daily
 Growth Rate # of Yrs Dividend  Growth rate number of years, Dividend      Daily
 Dividend Interval  Period of days represented by most recent Dividend (30, 90, 180, 365)  DivInt    Daily
 Dividend Yield  Percentage of price that most recent Dividend represents      Daily

Dividend Amount/Rate

Contains the cash amount paid to stockholders, an optional dividend (net), or security profits. Is based on Div Pay Date (not XDate).  Can also be the ratio of a stock split or stock dividend.  Dividends are updated early the next day.

     Daily
 Div, Date Annc  Date the dividend was announced. Click here for more.       Daily
 Div, Prev XDate  Date the dividend went ex-dividend.  Click here for more.       Daily
 Indicated Annual Dividend  The total of the expected dividend payments over the last twelve months.  Click here for more.       Daily
 Div, Pay Date  Date the dividend was/will be paid.  Click here for more.       Daily
 Div, Prev Paid        
 Div, Previous Ex-Date        
 Div, Rec Date  Date on which a company finalizes the list of investors who qualify as "shareholders of record." Investors listed as shareholders of record will receive the firm's dividend payment.      Daily

Earnings Per Share

 Earnings per share (Sum of most recently reported trailing four  quarters’ earnings divided by Outstanding Shares)  Calculated daily.

 EPS  

 Daily

 Entry Date  Date Position was open      
 Exit Date  Date Position was closed      
 Exit Price  The Price the position was closed      
 EPS Growth Rate, 1 year  The speed in which earnings per share is growing over the last year      Daily
 EPS Growth Rate, 3 year  The speed in which earnings per share is growing over the last three years      Daily
 EPS Growth Rate, 5 year  The speed in which earnings per share is growing over the last five years      Daily

EPS Primary  Extraordinary 

Earnings Per Share excluding non-reoccurring extraordinary items such as write-offs of a division, acquisition of a company, sale of a large amount of real estate, etc.  Short description APEPSINCXORZ stands for Annual Primary EPS Including Extraordinary Items.

     Daily

Exchange Listed

Primary Exchange that instrument is traded on

 ListExg    RT
 Exchange Traded  Exchange that most recent Price was traded from  TradeExg    RT
 Exercise Style        
 Expiration Date  The date that Futures and Options contracts expire      Daily
 Extended Hours Change  Price change from regular session Close to most recent pre or post market trade      RT
 Extended Hours Change (percent)  Form T price change as a percent of current price      RT
 Flags, Special  This field is for debugging information      RT

Ex-distribution dividend date

The Ex-Distribution/Dividend Date field contains the date on which the security's opening market price reflects a deduction equal to the amount of the latest dividend. The Previous Close value is adjusted for this change.

     Daily
 Far Indicative Clearing Price  This field indicates the price level at which buy orders and sell orders match in the opening/ closing book    NL2 TotalVeiw sub required  
 Float  [(Common Shares Outstanding) – (Aggregate Quarterly Common Shares of Insider Ownership) – (Aggregate Common Shares that are 5% or more owned by institutions)]. Float may change intra-weekly.       Weekly
 Fund Day  Calendar day of last update    MF's 
 only 
 Daily
 Fundamental data Updt Date  Date of the last fundamental update      Daily

Fund Average Maturity

Money Market Fund average yield at maturity

     Daily

Fund Net Asset Value

Per share value of Mutual Fund as of previous day's market close

 Nav  MF's 
 only 
 RT

Fund Yield, 7 Day

Current yield of a Money Market Fund

 DayYield7  MMF's
 only
 Daily

Fund Yield, Effective 7 Day

Effective yield of a Money Market Fund

 EffYield  MMF's
 only
 Daily
 Gain Total profit on a securities transaction      
 Gain Today If the Trade Date is today then:
Gain Today = Last - Entry Price * # of Shares
 
If the Trade Date is prior to today then:
Gain Today = Last - Previous Close * # of Shares
     

Growth Rate # yrs (Adj Income Avail)

Growth rate number of years, adjusted Income available to Common Shareholders

     Daily

Growth Rate % Dividend

Growth rate %, Dividend

     Daily

Growth Rate %(Adj Income Avail)

Growth rate %, adjusted Income available to Common Shareholders

     Daily

High

Highest Price of the current trading day

High    RT
 Imbalance Side  The Imbalance Side field indicates the market side for of the imbalance eSignal 11.4+  NL2 TotalView sub required  
 Industry  Displays industry group for selected symbol      Daily
 Insider Owned %  The percent of public shares that are owned by insiders      Daily
 Institutional Owned %  The percent of public shares that are owned by institutions      Daily

Issue Description

Secondary description to give additional information. Used mostly on European symbols

     Daily

Issue Type Code

Defines the issue type of the security (I.e., Common Equity, Preferred Equity, Warrant or right, Convertible bond, Corporate or Government Bond)

     RT

Kassa Price

Manufactured price on the German exchanges which represents the "Fair Price"

 KassaPrice  German stocks
 only
 RT

Last Trade Price

Most recent trade price during a Regular Trading Session

     RT

Last/Form T Last

Last traded price during any session including pre and post market activity

 Last    RT

Low

Lowest Price of the current trading day

 Low    RT

Limit Up

Limit up is the maximum amount a price is permitted to increase during one trading day

    Daily

Limit Down

Limit up is the maximum amount a price is permitted to decrease during one trading day

    Daily
 LT debt/cap   (LTD2CAP)  Long-term debt divided by the total invested capital      Daily

LT Debt/Equity

The relationship between long-term capital contributions of creditors as related to that contributed by owners (investors), fiscal year end

     Daily

Market Capitalization

Total value of Outstanding Shares based on the current Last Trade Price

     Daily
 Market Value  The price at which a security is trading and could presumably be purchased or sold. Add a new position in the portfolio window.       

Maturity Date

Maturity Date of Fixed Income instruments

 Maturity    Daily

Mid Price

Fair Price on the London exchange which is usually the mid point between Bid and Ask Price

 MidPrice    RT
 Month Prev Close  The price as of the last workday of the previous month      Daily
 Mov Avg 150  The average trade price over the most recent 150 business days, U.S. holidays/weekends excluded      Daily
 Mov Avg 200  The average trade price over the most recent 200 business days, U.S. holidays/weekends excluded      Daily
 Mov Avg 50  The average trade price over the most recent 50 business days, U.S. holidays/weekends excluded      Daily
 MTD Div Paid  The MTD dividend will be the sum of the cash dividends which have gone ex in the current month.      Daily
 MTD % Price Return Adj ¹  [(Current Price - End of Month ) / End of Month Price] * 100      Daily
 MTD % Total Return Adj ¹  [(Current Price - End of Month Price + Cash Dividends) / End of Month Price] * 100      Daily

Name of Instrument

Name on record for each instrument

 Name    Daily
 Near Indicative Clearing Price  

The crossing price at which orders in the NASDAQ opening/closing book and continuous book clear against each other.

 

   NL2 TotalView sub required  
 Net Profit Margin %  Total net income divided by the total sales over the last trailing twelve months      Daily

News Alert Count

Legacy heading which is no longer used in the current versions of eSignal

     RT

News Alert Time

Legacy heading which is no longer used in the current versions of eSignal

     RT

News Headline Count

Number of headlines currently available over the last 24 hours

 HeadlineCount    RT
 Number of Share of Imbalanced  The number of shares not paired at the Current Reference Price.    NL2 Totalveiw sub required  
 Number of Shares Paired  The total number of shares that are eligible to be matched at the Current Reference Price.    NL2 Totalveiw sub required  

Open Interest

Number of futures or options contracts where there is a Bid or Offer outstanding

 OpenInt  Futs only  Daily

Opening Price

First recorded price of the most recent Regular Trading Session

 Open    RT
 Open P/L  Current net profit or loss on the position      
 Open P/L Today  Current net profit or loss on the position today      

Opening Range, 2nd

Applicable for Pit Traded Futures and Commodities

 OpenRange  Futures only  Daily

Option Type

This indicates if an option is either standard or nonstandard

     Daily

Payment Order Scaling Factor

The Payment Order/Scaling Factor field, available for dividends, contains a code which indicates how the dividend is to be applied in relation to a split

     Daily

Payment Order Scaling Factor 2

The Payment Order/Scaling Factor field, available for dividends, contains a code which indicates how the dividend is to be applied in relation to a split

     Daily

Payment Type Code

The Payment Type Code field, available for dividends, registered bond interest payments, and stockholder meetings, describes the nature of the payment

     Daily

Payment Type Code 2

The Payment Type Code field, available for dividends, registered bond interest payments, and stockholder meetings, describes the nature of the payment

     Daily

PE Ratio

Price Earnings ratio based on the most recent Trade Price and Earnings report.  The Earnings figures are based on the last 12 months of available data (also known as TTM - Trailing 12 months).  The PE ratio is calculated by dividing Stock price by Earnings per Share (EPS).

 PE    RT
PE High, 5 Year High  Highest Price / Earnings Ratio in the last 5 years      Daily
 PE Low, 5 Year Low  Lowest Price / Earnings Ratio in the last 5 years      Daily
P/E Ratio, Historical Relative  Historical Price / Earnings Ratio relative to the S&P 500

 

   Daily
 Percent In Range  ((Last-Low)/(High-Low))*100
Lower percentage numbers means the Last is close to the Low whereas high percentage numbers means it is close to the High.
     
 Percent of Return  Percent of Return = Open PL / $Total Cost      
 Percent of Return Today  
If the Trade Date is today then:

Percent of Return Today = Gains Today / Average Price Gains Today = (Last - Average Price)

If the Trade Date is prior to today then:

Percent of Return Today Open PL Today / Average Price
Open PL Today = Gain Today * # of Shares
Gains Today = Last Price - Prev Close

Cash Line Total = (Absolute Value of Last - Absolute Value of Prev Close) / Absolute Average Price

 

     

Previous Close

Closing price of the previous Regular Trading Session

 Prev    Daily
 Price / Book Value  The price of the stock divided by the book value per share of the company      Daily

Price to Book

Current Price divided by the Book Value Per Share, last fiscal year

     Daily
 Price Variance Indicator  

This field indicates the absolute value of the percentage of deviation of the Near Indicative Clearing Price to the nearest Current Reference Price.

 

   NL2 TotalView sub required  
 QTD Div Paid  The sum of the cash dividends which have gone ex in the current quarter.      Daily
 QTD % Price Return Adj ¹  [(Current Price - End of Quarter Price) / End of Quarter Price] * 100      
 QTD % Total Return Adj ¹  [(Current Price - End of Quarter Price + Cash Dividends) / End of Quarter Price] * 100      
 Qtr Prev Close  The price as of the last workday of the previous quarter      Daily
 Revenue Growth Rate, 1 year  The speed in which revenue income is growing over the last year      Daily
 Revenue Growth Rate, 3 year  The speed in which revenue income is growing over the last three years      Daily

Revenue - Most Recent Fiscal Year

Inflows of assets from selling goods and providing services to customers; including the reduction of liabilities from selling goods and providing services to customers

     RT
 Sales per Share  Total sales over the last trailing twelve months divided by the shares outstanding      Daily
 Sector  Displays sector group for selected symbol      Daily

Settlement Date

Previous session's closing date (Futures data only)

     Daily

Settlement Price

Previous session's closing price (Futures data only)

     Daily

Shares Outstanding

Total number of shares available to trade.  Calculated on a daily basis.

 Shares    Daily
 Short Int Mo % Chg  Compares short interest from two months. If the latest reported short interest is midmonth, it will be compared to the previous midmonth short interest. If the latest reported short interest is end-of-month, it will be compared to the previous end-of-month short interest. The month short interest percent is a percentage.      Daily
 Short Int Mo Chg  Compares short interest from two months. If the latest reported short interest is midmonth, it will be compared to the previous midmonth short interest. If the latest reported short interest is end-of-month, it will be compared to the previous end-of-month short interest. The month short interest change is an absolute value      Daily
 Short Int Ratio Days to cover. Last reported short interest divided by the 10-day average volume.      Daily
 Short Int YTD % Chg  The percent change between latest reported short interest and the last short interest reported the previous year.      Daily
 Short Int YTD Chg  The YTD short interest change is the absolute change between the latest reported short interest and the last short interest reported the previous year.      Daily
 Short Interest  Latest exchange reported short interest (mid-monthly periodicity)      Daily
 Short Interest, Previous Month  The total amount of shares sold short in the previous month (in millions.)      Daily

SOES Size

Number of shares available to trade on the Small Order Execution System

     RT

Tick/Close/Settlement

(+/-) Representing Change from previous Trade Price when instrument is currently trading and a "C" when the session is closed for Equities and Options and a "S" when Futures contracts are settled

 Tick    RT

Time of Trade (BB only)

Bulletin Board Stocks only

     RT

Time of Update

Time of most recent quote or trade update

 Time    RT

Trade Conditions

Exchange assigned special condition.  Hovering mouse over text will pop-up detailed descriptions of each condition

     Daily

Trade Size

Number of shares traded in the most recent trade

 TradeSize    RT

Trailing 12Mon Cash    
Flow/Share

The last twelve month of earnings before depreciation and amortization based on the number of shares outstanding

     Daily

Trailing 12Mon Depreciation Exp

The last twelve months of expenses charged against earnings by a company to write off the cost of a plant or machine over its useful live, giving consideration to wear and tear, obsolescence, and salvage value

     Daily

Trailing 12Mon EBITD

Calculation showing the last twelve months of Earnings Before Interest, Taxes and Depreciation, but after all product / service, sales and overhead (SG&A) costs are accounted for

     Daily

Trailing 12Mon Rtn on Avg Commn Asst

Trailing Twelve Month Return on Assets

     Daily

Trailing 12Mon Rtn on Avg Commn Eq

Trailing Twelve Month Return on Equity

     RT
 Underlying Symbol  Displays the underlying equity for a specific option. Can be added to a Detail, Quote, and Summary window.      RT

 Unusual Volume

The Unusual Volume field calculates unusual volume spikes. This is calculated as,   Current Volume / 65-day Average Volume      

Up/Down Ticks

The last 4 (+/-)'s each representing Change from previous Trade Price

 Ticks    RT
 Vol Avg 10D  The average volume over the most recent 10 business days, U.S. holidays/weekends excluded.      Daily
 Vol Avg 25D  The average volume over the most recent 25 business days, U.S. holidays/weekends excluded.      Daily
 Vol Avg 3Mo  The average volume over the most recent 90 business days, U.S. holidays/weekends excluded.      Daily
 Vol Avg 50D  The average volume over the most recent 50 business days, U.S. holidays/weekends excluded.      Daily
 Vol Avg MTD  The average month-to-date volume for the business days in the current month      Daily

Volume, Cumulative

Total Volume for the current Regular Trading Session

 TotalVol    RT
 Volume, Electronic  Real time volume for Electronic Futures.      RT

Xdividend Date

Date of record for most recent Dividend

 XDate    Daily
 Yr Begin Pr Adj  Price as of the last day of the previous year      Daily
 Yield  Current Yield for Fixed Income instruments.  Click here for more.    Yield    RT
 YTD % Price Return Adj ¹  [(Current Price - End of Year Price) / End of Year Price] * 100      Daily
 YTD % Total Return Adj ¹   [(Current Price - End of Quarter Price + Cash Dividends) / End of Quarter Price] * 100      Daily
 YTD Cash Div Pd   Total cash going ex dividends  in the current year      Daily

RT = Real Time

* Click here for more on using DDE links with eSignal. Not all field types are available as a DDE link.
 
¹ For issues that undergo a Corporate Action such as Spinoffs or Mergers the 1Mo,3Mo,6Mo,12Mo, MTD, QTD, and YTD %Return and %Total Return fields will be blanked out to prevent the values from being wrong or misleading. The fields will remain blank during the periods they cover, meaning that for the 12Mo or YTD fields those fields will remain blank for the following 12 months, 3Mo and QTD will be blank for 3 months and so on. For example, if the issue's corporate action happened 4 months ago, the 12 month and Yearly fields will remain blank while the 1Mo, MTD, 3Mo, and QTD fields will be displaying values.