QCharts - Quote Sheet Field Definitions

ICE Data Services -

QCharts - Quote Sheet Field Definitions

Data Types or Field Headers that are Available in a Quote Sheet and a SingleQuote Window.
  
All available field headings for a quote sheet, or a singlequote window are listed below.  If you are unable to find one of these fields in the drop down, you may not be on the latest version of our application.

Not all fields apply to all data types

Field Name

Description

 Update Frequency
 # of Shares  Number of shares or contracts in the position  
 % in Range  Indicates where the current price is relative to the day's high (100%) and low (0%)  
 % in Yearly Range  Where the current price is relative to 365-day high (100%) and low (0%)  
 1 Year High  Highest price traded at over the last full year  
 1 Year Low  Lowest price traded at over the last full year  
 12Mo % Price Return  Percent difference between last night's close and the close 52 week's ago.
 [(Current Price - 52 Week Ago Price) / 52 Week Ago Price] * 100
 Daily
 12Mo %Tot Return

 Percent difference between last night's close and the close 52 week's ago, plus any dividends received.[(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 Paid  All dividends paid in the last 52 weeks.  Daily
 Ask Exchange  Exchange that most recent Ask Price was quoted from  RT

Ask Price

Current best Ask

 RT

Ask Size

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

 RT
 Asset Turnover  Asset Turnover is calculated as the Total Revenues divided by the Average Total Assets, where,  Average Total Assets = Total Assets for the most recent fiscal period + Total Assets for the preceding fiscal period.  Daily
 AvgHL  This number is the average price of the high and the low of a given stock. This figure is calculated as High(H)+Low(L) / 2  
 AvgHLC  This number is the average price of the high, low, and close of a given stock. This figure is calculated as High(H)+Low(L)+Close(C) / 3  
 AvgOHLC  This number is the average price of the open, high, low, and close. This figure is calculated as Open(O)+High(H)+Low(L)+Close(C) / 4  
 AvgOC  This number is the average price of the open and close. This figure is calculated as Open(O)+Close(C) / 2  
 Average Trade Size  This figure is calculated by the total volume divided by the tick volume. This is also represented as Total Volume / Tick Volume.  

Average Volume

Calculated based on last 20 trading days

 BAsk  If there is a better offer on another exchange it will show up here. This is the best "marketable" selling price although not necessarily the last one received.  
 BAsk Exg  Exchange on which the best ask was quoted  
 BAsk Size  Size of the current Best Ask  
 BAsk Tick  This field will display the difference, + or -, of price changes in the best ask. This field will only be transmitted when the best ask is either increased or decreased from the current best ask  
 Basis  Price at which the position was entered  
 BBid  If there is a better price on another exchange it will show up here. This is the best "marketable" buy order, although not necessarily the last one received  
 BBidExg  Exchange on which the best bid was quoted  
 BBid Size  Size of the current Best Bid Quote  
 BBidTick  This field will display the difference, + or -, of price changes in the best bid. This field will only be transmitted when the best bid is either increased or decreased from the current best bid.  

Beta

Measure of a company's common stock price volatility relative to the market

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

Bid Price

Current best Bid

 RT

Bid Size

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

 RT

Bid/Ask Spread

Current difference between best Ask and best Bid

 RT
 Book Value Per Share  The Book Value Per Share is defined as the Book Value in U.S. Dollars divided by the Shares Outstanding as of the end of that period.  Daily
 Book Value, MRQ  Net value after liabilities have been subtracted from assets  Daily
 Cash Flow / Share This value is the trailing twelve month Cash Flow divided by the trailing twelve month Average Shares Outstanding. Cash Flow is defined as the sum of Income After   Taxes minus Preferred Dividends and General Partner Distributions plus   Depreciation, Depletion and Amortization.   Daily
 Cash per Share Cash and Cash Equivelents (MRQ) / Shares Outstanding  
 Category  Indicates what category an instrument falls under  
 Cleardown  Indicates if symbol's data should be removed  
 CloseTime  Indicates what time the instrument closes  

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 Low

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

 Daily
 Contract Multiplier  While the Position Tracking feature is primarily geared towards equities, it can be configured to work with options and futures contracts. To change the position dialog box to calculate a futures contract, simply change the multiplier field to the number of items per contract. For example, a multiplier of 100 would be suitable for a stock option.  
 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

Currency for an equity price

 RT
 CurrDay  Current Trading Day  

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
 Day Value  The value of all shares traded today; the sum of all trades price times its volume  Not available in 6.1

Delay (minutes)

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

 RT
 Dividend  Most recent Dividend price on a per share basis   Daily
 Dividend Growth Rate, 1 year  The speed in which the dividend is growing over the last year  Daily
 Dividend Yield  Percentage of price that most recent Dividend represents  Daily
 Div, Announced Date  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, Previous Ex-Date    
 Div, Rec Date  Date the dividend was announced  Daily
 E/S Growth Rate  Compound annual growth rate of Earnings Per Share Excluding Extraordinary Items and Discontinued Operations.  

Earnings Per Share

Total Earnings most recently reported divided by Outstanding Shares.  Calculated daily.

 Daily

 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

Exchange

Primary Exchange that instrument is traded on

 RT
 Float  Total number of shares publicly available for trading.  Float may change intra-weekly.     Weekly
 Financials Date  Date the last Financial records were released  
 Gap  Price difference between yesterday's closing price and today's open.  
 GapPct  Percentage difference between yesterday's closing price and today's open.  
 GapUnFld%  The part of the opening gap that has not been filled yet, expressed as %  
 GIDX-Gagnon Index  An indicator used to measure the strength of a market trend at any given time during market hours. Calculation: ( ( |Open - High| / Open) - ( |Open - Low| / Open) )* 100  
 GKOD-Gagnon Key of Day  A simple combination of the Gagnon Index (GIDX) and the Key of the Day Index (KOD). Calculation: GIDX + KOD  

High

Highest Price of the current trading day

 RT
 Hotllist Rank   Indicates where a stock ranks in the hotlist  
 Hotlist Value   Corresponds with the value of the hotlist category    
 Index  The row number in the quote sheet.  
 Industry  Displays industry group for selected symbol  Daily
 IsOpen  Indicates if a instrument is open   
 InPreMkt  Indicates if a instrument is in Premarket  
 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
 KOD-Key of Day  An indicator used to measure the strength of a market trend at any given time during market hours. Calculation: Last - (Open + High + Low) / 3  

Last Trade Price

Most recent trade price during a Regular Trading Session

 RT

Last/ExtHrs

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

 RT

Low

Lowest Price of the current trading day

 RT
 LT debt/cap  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
 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  [(Current Price - End of Month ) / End of Month Price] * 100  Daily
 MTD % Total Return Adj  [(Current Price - End of Month Price + Cash Dividends) / End of Month Price] * 100  Daily
 Net  Price difference between the Last price and Yesterday's closing price.  
 Net %  Percentage difference between yesterday's closing price and the current Last price.  
 Net Profit Margin %  Total net income divided by the total sales over the last trailing twelve months  Daily
 Net Since Open  Price difference between the Last price and Today's Opening price  
 Net Since Open %  Percentage difference between Today's Opening price and the current Last price.  

Open Interest

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

 RT

Opening Price

First recorded price of the most recent Regular Trading Session

 RT
 OpenTime  Indicates what time the instrument opens   

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 Ernings per Share (EPS).

 RT
 PE Ratio, 5 Year High  Highest Price / Earnings Ratio in the last 5 years  Daily
 PE Ratio, 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
 Pos Date  Date on which the position was entered  
 Price / Book Value  The price of the stock divided by the book value per share of the company  Daily

Price / Book

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

 Daily
 Price Type  Internal Software Format Code  
 Profit / Loss  Current net profit or loss on the position  
 P/L %  The P/L% is the percentage of risk capital that is gained or lost from a given transaction  
 P/L Today  This field exhibits the total dollar volatility that a position has experienced during the trading session  
 QTD Div Paid  The sum of the cash dividends which have gone ex in the current quarter.  Daily
 QTD % Price Return Adj  [(Current Price - End of Quarter Price) / End of Quarter Price] * 100  
 QTD % Total Return Adj  [(Current Price - End of Quarter Price + Cash Dividends) / End of Quarter Price] * 100  
 Range  Price difference between today's high and low.  
 Range % Yest  Range as a percent of yesterday's close. Gives a price-independent measure of volatility. Can be used to find volatile stocks in a quote sheet.  
 Return on Assets  The Return on Assets is the Income After Taxes divided by Average Total Assets and is expressed as a percentage.  
 Return On Equity  This is the total Net Income divided by the total Shareholder's Equity  
 Revenue Growth Rate  The Revenue Growth Rate is the compound annual growth rate of Revenue Per Share.  
 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
 Risk ($)  The amount of money at risk between the Last Price and the Stop amount entered into the Position Entry dialog box  
 Risk (%)  The is the percentage of capital risked between the Last Price and the stop price entered into the Position Entry dialog box  
 Risk (Points)  The point difference between the Last Price and the Stop amount entered into the Position Entry dialog box  
 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 Price

Previous session's closing price (Futures data only)

 Daily

Shares Outstanding

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

 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  Latest reported short interest divided by the shares outstanding  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 ,Current Month  Latest exchange reported short interest (mid-monthly periocidity)  Daily
 Short Interest, Previous Month  The total amount of shares sold short in the previous month (in millions.)  Daily
 SizeBid x Ask  The Bid / Ask field is used primarily to display large blocks of shares that are up to be bought and sold. For example, when there are 500 shares of a stock on the bid and 1200 shares of stock on the ask, then the displayed format will read 5 x 12.  
 Stop  This field is incorporated into the Position Entry Dialog box. This is the stop point at which clients may wish to make a decision about the current position. This field is point based, not percentage based  
 Symbol  Displays the underlying equity for a specific option.  
 Yest  Closing price of the previous Regular Trading Session   Daily

Tick

Displays a string of 16 characters showing the direction of the last 16 trades (recent on the right)
(+) trade was an up tick (cell background color turns green).
(-) trade was a down tick (cell background color turns red).
(=) traded at the same price (cell background color is white).

 RT
 Tick Magnitude  Direction and net change of the last trade.  
 Tick Volume  The number of trades recorded today.  
 Trade 2  Shows the price of the previous-to-last trade  
 Trade 3  Displays the price of trade three trades ago  
 Trade 4  Displays the price of the trade four trades ago  
 Trade 5  Displays the price of the trade five trades ago  
 Trade Exchange  Exchange on which the last trade was executed.  
 Trade Date  Date of most recent quote or trade update  

Trade Time

Time of most recent quote or trade update

 RT

Trade Size

Number of shares traded in the most recent trade

 RT
 TrueRange  Similar to Range calculation, except that Yest is used in place of High or Low when more extreme.  
 TrueRange % Yest  TrueRange as a percent of yesterday's close. Gives a price-independent measure of volatility. Can be used to find volatile stocks in a quote sheet.  
 Title  Name on record for each instrument  
 Value  This field represents the total value of the position. This position value includes the cost of the trade + any profits or losses that are incurred  
 Unusual Volume  The Unusual Volume field calculates unusual volume spikes. This is calculated as,   Current Volume / 65-day Average Volume  
 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

 RT
 VWAP  Volume-weighted average price of the day (the institutional "center of gravity" for the day).  
 Yr Begin Pr Adj  Price as of the last day of the previous year  Daily
 YTD % Price Return Adj  [(Current Price - End of Year Price) / End of Year Price] * 100  Daily
 YTD % Total Return Adj   [(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