Field/Column Descriptions

Field Label

Definition

Comments

%Return

Percent gain or loss since opening the position

Annualized Investment Rate

The APR (Annual Percentage Rate) of the fixed rate account

Capital Gain/Loss

Capital gain/loss is calculating based on equation (Exit price – Purch price) * Quantity

Cost

Dollar gain or loss since opening the position

Entry Date

Date on which the position was entered.  (Only one entry date supported currently)

Exit Date

Date on which the position was exited.  (Only one entry date supported currently)

Exit Price

Average Selling Price of position at time of exit

Gain

Dollar gain in share price of the positions security from through the holding period

Gain/Loss

Dollar gain or loss since opening the position

Gain/Loss w Div

(Exit price * Total shares) – (Entry price * Quantity)

Market Value

Value of position

Purch Price

Position entry price

Quantity

Number of shares or contracts

Reinvestment Income

The total dollar amount paid in dividends through the holding period of the position only for positions not being reinvested in shares.

Return w Div

Percentage return on investment including dividend payments

Shares Purchased w Div

The number of shares purchased with dividend proceeds through the holding period of the position.

Today’s % Change

The percentage change between the previous sessions’s closing price and the current price. 

Today’s Change

The dollar change between the previous sessions’s closing per share price, and its current price.

Total Dividends

The total dollar amount paid in dividends through the holding period of the position.

Total Shares

Shares of the original position + any shares acquired through dividend reinvestment.

Value at Position Close

The Value of the position when closed (or if it were to be closed at the present moment)

% Change

Percentage price change for current session

% Change Month

% Price change over a one month period.

% Change Week

% Price change over a one week period.

12Mo % Return

Percent difference between last night's close and the close 52 week's ago.

12Mo %Tot Return

Percent difference between last night's close and the close 52 week's ago, plus any dividends received.

12Mo Begin Pr

The closing price 52 weeks ago.

12Mo Div Hist

All dividends paid in the last 52 weeks.

12Mo Div Pd

Value of dividends paid per share over 12 month period.

12Mo Prev Close

A security’s 12 months prior closing price on the most recent previous business day

1Mo %Ret Adj

% return over 1 month

1Mo %Tot Ret Adj

% return over 1 month with the addition of any dividends paid out over 1 month.

1Mo Cash Div Pd

Sum of dividends paid for 1 share over the past 1 month

1Mo Spinoff

·         Returns the following values of which are applied to return calculations based on a spinoff corporate action.

o   S = The return has been zeroed out due to a spinoff

o   N = The return is zero for other reasons (likely, no price on one of the two dates)

o   Y = the return is present!

3Mo %Ret Adj

% return over 3 month

3Mo %Tot Ret Adj

% return over 3 months with the addition of any dividends paid out over 3 months.

3Mo Cash Div Pd

Sum of dividends paid for 1 share over the past 3 months

3Mo Spinoff

·         Returns the following values of which are applied to return calculations based on a spinoff corporate action.

o   S = The return has been zeroed out due to a spinoff

o   N = The return is zero for other reasons (likely, no price on one of the two dates)

o   Y = the return is present!

52Wk H Date

Date the maximum price was reached in the previous 52 weeks

Updated end of day for next day trading

52Wk High

Maximum price for the last 52 weeks

Updated end of day for next day trading

52Wk L Date

Date the minimum price was reached in the previous 52 weeks

Updated end of day for next day trading

52Wk Low

Minimum price for the last 52 weeks

Updated end of day for next day trading

6Mo %Ret Adj

% return over 6 months

6Mo %Tot Ret Adj

% return over 6 months with the addition of any dividends paid out over 6 months.

6Mo Cash Div Pd

Sum of dividends paid for 1 share over the past 6 months

6Mo Spinoff

·         Returns the following values of which are applied to return calculations based on a spinoff corporate action.

o   S = The return has been zeroed out due to a spinoff

o   N = The return is zero for other reasons (likely, no price on one of the two dates)

o   Y = the return is present!

Annual Dividend

If regularly paid (ie, quarterly, monthly), this is the total dividends expected to be paid over the next 12 months. In some cases, the amount and timing of dividends are irregular, and therefore impossible to forecast - in those cases, we sum up dividends paid over the last 12 months.

Annual Revenue

Annual Revenue in millions

Ask

Ask price (lowest available selling price)

Ask Exchange

Exchange of ask price

Ask Size

Quantity available to sell at ask price

Ask Yield

Current yield, based on ask price

Treasuries only

*Asset Class

Primary Sector: Equity, Fixed Income, Global Equity, Commodity or Currency.

Average Volume

Average volume for previous 20 days

Basecode

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

*Benchmark

Benchmark Index tracked by ETF

BETA

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.

Bid

Bid price (highest available buying price)

Bid Exchange

Exchange of bid price

Bid Size

Quantity available to buy at bid price

Bid Yield

Current yield, based on bid price

Treasuries only

Bid-Ask

 The bid and ask price (side-by-side in same cell, eg, Watch List, Detailed Quote)

Bid/Ask Size

  The bid and ask's size (side-by-side in same cell, eg, Watch List, Detailed Quote)

BlockTrade1

Number of trades between 1 and 49,999 shares

BlockTrade2

Number of trades between 50,000 and 99,999 shares

BlockTrade3

Number of trades over 100,000 shares

BlockTradeTotalCount

Aggregate number of block trades

BlockTradeTotalVol

Aggregate volume of block trades

BlockTradeVolume1

Aggregate volume of shares traded in trades between 1 and 49,999 shares

BlockTradeVolume2

Aggregate volume of shares traded in trades between 50,000 and 99,999 shares

BlockTradeVolume3

Aggregate volume of shares traded over 100,000 shares

Book Value

The book value of a company, in millions.

Book Value Per Share

Common Equity / Common Shares Outstanding

**BuyerID

The TSX assigned ID number for the broker on the buy-side of a trade

Close

Futures: High of closing range

Close2

Futures: Low of closing range for futures

Comment

Allows users to enter brief notation in each row. To enter text, double-left-click on desired cell, enter text in “User Comment” dialog box.

Contract Deliverable

Number of shares represented by an option contract

Contract High

The High over the life of the Contract

Contract High Date

The Date that the Contract High was set

Contract High Volume

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

Contract Low

The Low over the life of the Contract

Contract Low Date

The Date that the Contract Low was set

Contract Low Volume

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

Coupon

Treasuries only (ie, GovPx & Cantor)

Cumulative Volume

Futures: Electronic volume

Currency Code

Currency the security trades in (eg, RIM-TC = CAD)

Current Ratio

(TTM) - Total Current Assets / Total Current Liabilities, on a trailing 12-month basis

Current Trading Date

It’s the Date of the current trading session.

CUSIP

The 9-character identifier for North American securities

Date

Date of last update - can be trade or quote update

Delivery

For futures only

DeliveryDate

For futures only

***Delta

The neutral hedge ratio, or the expected change in the option premium given a one point change in the price of the underlying Instrument (Measure of the options sensitivity to changes in the Underlying Instrument)

Description

Equities, Indices, futures: Name. ETFs, ETNs & Mutual Funds: Issuer. Currency: Base Currency. Options: Underlying, Month, Strike, Type.

Description2

For mutual funds, the name of the fund (ie, the "issue"). Equities with SEDOLs will display SEDOL

Div, Date Annc

Date the dividend was announced

Div, Pay Date

Date the dividend was/will be paid

Div, Prev XDate

Date the dividend went ex-dividend

Div, Rec Date

Date the dividend was announced

Dividend

The dividend farthest out in the future - almost always the most recently paid or announced dividend. Confirm by referencing Research -> Corp Actions.

Dividend Interval

Number of days between dividend payments

Dividend Yield

Dividend Yield = (indicated annual dividend / current price) * 100

DTE

Days to Expiration. For futures only.

EBITDA (TTM)

(TTM) - EBITDA on a trailing 12-month basis

EPS

Earnings per share (Total Earnings most recently reported divided by Outstanding Shares) Calculated daily.

EPS, Exp NextQ

Estimated Amount of Upcoming Earnings

EPS, Next FY

Estimated earnings per share for the fiscal year

EPS, Next FYDT

Estimated date for the release of the fiscal year’s earnings per share

EPS, NextQDt

Estimated Announcement Date for Upcoming Quarterly Earnings

EPS, PrevQ

Most Recently Reported Quarterly Earnings

EPS, PrevQDt

Announcements Date of Most Recently Reported Quarterly Earnings

Exchange

Exchange security is listed

Expiration

Options and futures: Date of expiration.

*Exp Ratio

Management Fee reported by Fund Sponsor

ExtHours

Extended hours trade

Ext Hours % Change

Ext Hours Percentage Change Value

Ext Hours Net Change

Ext hours change Value

Flags

Flags

Float

Shares outstanding, less restricted shares

***Gamma

Measure the expected change in Delta, given a one point change in the value of the underlying Instrument (Measures the stability of the options Delta)

Headline Count

Number of headlines available

High

Highest trading price for the current session

***Implied Volatility

The volatility of the market as implied by a given option price and given underlying price.

Industry

Equities: Industry (sub section of Sector)

ISIN

International Securities Identification Number. A unique international code which identifies a securities issue.

Issue Description

ETFs: Part of Instrument's name.

Last News Update

Timestamp of the last news update

Last

Last price the asset has traded

Last Trade Time

Date and Time of Last Trade

Last+Change

Combination of the Last and the Change between the Last traded price, and the previous session's close

Last+Settle

Last settlement

*Leverage

Leverage Ratio for leveraged products (2X = 200% = 2.0)

Low

Lowest price traded in the current session

Margin Code

Y = Marginable, N = Not marginable

Market

The Average of the Bid & Ask. If Bid=0 it will be Ask. If Ask=0 it will be Bid. If neither are present than Market will equal Recent.

Market Cap

Market capitalization - outstanding, non-diluted number of shares, multiplied by the current share price

Maturity Date

Treasuries only (ie, GovPx & Cantor)

Midpoint

Mid price between session's High and Low prices

Minutes Delayed

Reports number of minutes a quote is delayed.

Month Prev Close

The price as of the last workday of the previous month

Mov Avg 150

The average trade price over the most recent 150 business days, U.S. holidays and weekends excluded

Mov Avg 200

The average trade price over the most recent 200 business days, U.S. holidays and weekends excluded

Mov Avg 50

The average trade price over the most recent 50 business days, U.S. holidays and weekends excluded

MTD % Change

Percentage Change since the 1^st of the Current Month

MTD Div Paid

The MTD dividend will be the sum of the cash dividends which have gone ex in the current month.

MTD%RetAdj

Percentage change between current price and last price of previous month - [(current price / previous month's end price) – 1] * 100

MTD%TotRetAdj

Percentage price change between current price and last price of previous month, plus any dividends received for that period [(current price + MTD cash dividends) / previous price] * 100

Nav

Net asset value

Net Change

Difference between the Last traded price, and the previous session's close

NewSettlement

The last price paid, or the value of today’s settlement, available at the end of the trading day and posted until all prices is cleared for the next day’s trading. Settlement prices are used to determine both margin calls and invoice prices for deliveries.

Old Set IV

Implied volatility of old settlement

OldSettlement

Previous close

Open

Opening price

Open Interest

Options: Open interest

Open2

Doesn't Return Data - Pending Removal

Option Type

For options only, either Put or Call

Option Type (S/NS)

For options only, either Put or Call

Payout Ratio

(TTM) - Common and Preferred Stock Dividends Paid / Net Income, on a trailing 12-month basis

PE

Price per Share / Earnings per Share

Previous

Last price the asset traded in the previous session

Pre Net Change

Net change in price during pre-market hours

Price to Book

(TTM) - Stock Price / (Total Assets – Intangible Assets and Liabilities), for the most recent reported quarter.

Price to Sales

(TTM) - Stock Price / Revenue per Share, on a trailing 12-month basis

Psi

Change in option price based on changes in dividend of underlying

QTD Div Paid

The sum of the cash dividends which have gone ex in the current quarter.

QTD%RetAdj

Percentage change between current price and last price of previous quarter - [(current price / previous quarter's end price) – 1] * 100

QTD%TotRetAdj

Percentage price change between current price and last price of previous quarter, plus any dividends received for that period [(current price + QTD cash dividends) / previous price] * 100

Qtr Prev Close

The price as of the last workday of the previous quarter

Quick Ratio

(TTM) - (Total Cash and Short Term Investments + Accounts Receivables + Other Receivables) / Total Current Liabilities, on a trailing 12-month basis

Recent

Last Trade or Settlement, whichever is more current.

Return On Assets

(TTM) - (EBIT * 0.625) / ((Total Assets (t) + Total Assets (t-1)) /2), on a trailing 12-month basis

Return On Equity

(TTM) - Earnings From Continuing Operations / ((Total Equity (t) + Total Equity (t-1)) /2), on a trailing 12-month basis

***Rho

Measures the expected change in the option Premium, given a 1% change in the Domestic Interest Rate.

Root

The root symbol for Options (MSQ = MSQ), Futures. The extension for non-US stocks (eg, -TC for RIM-TC)

Sales

(TTM) – Total Revenue on a trailing 12-month basis

Sector

Highest level of economic sectors (see industry)

SEDOL

The Stock Exchange Daily Official List number, a code used by the London Stock Exchange to identify foreign stocks, especially those that aren't actively traded in the U.S. and don't have a CUSIP number.

**SellerID

The TSX assigned ID number for the broker on the sell-side of a trade

Settlement

Same values as Tick below. "Tick/Close/Settlement. Either + or - to representing the change from the 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

Shares

Number of outstanding shares

Shares Outstanding

Issued shares of stock held by shareholders

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.

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

Short Int Ratio

Latest reported short interest divided by the shares outstanding

Short Int YTD % Chg

The percent change between latest reported short interest and the last short interest reported the previous year.

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.

Short Interest

Latest exchange reported short interest (mid-monthly periocidity)

Short Volume

Short Volume is a daily value, derived from short sale activity occurring in the US markets. We currently support the composite volume occurring on Nasdaq and its Boston Stock Exchange for trades of NYSE and Nasdaq-listings.

Split Date

Date of Split (“Ex-Date”)

Split Ratio

(TTM) – Total Current Assets / Total Current Liabilities, on a trailing 12-month basis

Strike

Options: Strike price

*Structure

ETF or ETN

*Sub Asset

Secondary Sector within the Primary Sector (over 60 Possible Sectors)

SV Date

Is an end of day value, so its date is always the previous trading session’s date

Symbol2

Doesn't Return Data - Pending Removal

***Theoretical Value

The value of an option as calculated by the option pricing model using the previous sessions closing implied volatility.

***Theta

Reflects expected change in the option Premium, over one day (Measure of time value decay).

Tick

Same values as Settlement above. "Tick/Close/Settlement. Either + or - to representing the change from the 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

Time

Time of the last update (Includes Bids / Asks)

Total Debt to Equity

(TTM) – Total Debt / Total Equity on a trailing 12-month basis

Trade Days

Futures. Number of days until contract expires.

Trade Exchange

Exchange, market center, where last trade occurred

Trade Size

Quantity of last trade

*Type

Possible Types: Passive, Passive Quant, Active, Active Quant, Leveraged or Short

Underlying symbol

Options: Complete symbol of the underlying asset (ie, MSQ = MSFT)

***Vega

Measures the expected change in the option Premium, given a 1% change in the Implied Volatility of the option (Measures sensitivity to shifting volatility levels).

Vol Avg 10D

The average volume over the most recent 10 business days, U.S. holidays and weekends excluded.

Vol Avg 25D

The average volume over the most recent 25 business days, U.S. holidays and weekends excluded.

Vol Avg 3Mo

The average volume over the most recent 90 business days, U.S. holidays and weekends excluded.

Vol Avg 50D

The average volume over the most recent 50 business days, U.S. holidays and weekends excluded.

Vol Avg MTD

The average month-to-date volume for the business days in the current month

Volume

The total number of shares sold short from the exchanges currently supported

VWAP

Volume weighted average price

XDiv Date

The ex-dividend date of the most recently announced or paid dividend

Yield

Indicated annual dividend divided by the last trade

Yr. Prev Close

A security’s prior closing price one year ago on the most recent previous business day

YTD % Change

Percentage Change since Jan 1 of Current Year

YTD Div Pd

Dividends paid per security for the year to date

YTD%RetAdj

Percentage change between previous closing price and last price of previous year - [(current price / year-end price) – 1] * 100

YTD%TotRetAdj

Percentage price change between previous closing price and last price of previous year, plus any dividends received for that period - [(current price + YTD cash dividends) / year-end price] * 100