SecurityData

Field Name Data Type Accepted Values/Examples
Adx14d1d google.protobuf.DoubleValue ADX 14d
Beta Price Calculated using data from the S&P 500 portfolio for 12 months prior to the current month
BloombergCode string Bloomberg symbol code associated with order
BloombergCodeComposite string Bloomberg code composite
BollingerLower21d1d google.protobuf.DoubleValue Bollinger lower 21d
BollingerUpper21d1d google.protobuf.DoubleValue 21-day upper envelope
Close5davg1d google.protobuf.DoubleValue 5-day average price
Close10davg1d google.protobuf.DoubleValue 10-day average price
Close20davg1d google.protobuf.DoubleValue 20-day average price
Close50davg1d google.protobuf.DoubleValue 50-day average price
Close200davg1d google.protobuf.DoubleValue 200-day average price
CompanyName string Company name represented by symbol
Country string Country of exchange where stock is listed
Cusip string ID assigned to all North American stocks and registered bonds
DispName string 'IBM' (Symbol formats are datafeed-specific. Check your feed handler help file for the correct format.)
Dividend Price Last reported dividend to be paid to shareholders (per share)
DividendFreqN google.protobuf.Int32Value Dividend frequency (per year)
DividendRate Price Indicated annual dividend rate based on latest payment
DividendYield Price Dividend paid per share vs. share price
Divpaydate google.protobuf.Timestamp Date on which dividend is paid
Earnings Price Net income for the company represented by the selected symbol
Exdivdate google.protobuf.Timestamp Ex-div date
GicsIndustry string Industry code as specified by Global Industry Classification Standard (GICS)
GicsSector string Sector code as specified by Global Industry Classification Standard (GICS)
GicsSubindustry string Sub-industry code as specified by Global Industry Classification Standard (GICS)
High15dmax1d google.protobuf.DoubleValue 15-day high
High52 Price Highest traded price for a share in the last 52 weeks
High52Date google.protobuf.Timestamp Date on which 52-week high was reached
Hlvolatility10d1d google.protobuf.DoubleValue 10-day high/low volatility
IsinNo string International ID assigned to all securities foreign or domestic
IssuersSectorStr string Indicates the market sector to which the security belongs, in relation to type
Low15dmin1d google.protobuf.DoubleValue 15-day low
Low52 Price Lowest traded price for a share in the last 52 weeks
Low52Date google.protobuf.Timestamp Date on which 52-week low was reached
MgSicm Price Short interest for current month
MIC string Segmented market identification code
Minusdi14d1d google.protobuf.DoubleValue 14-day minus directional indicator
MktCap Price Market capitalization
Peratio Price A ratio which calculates current share price vs. per-share earnings
Plusdi14d1d google.protobuf.DoubleValue 14-day plus directional indicator
PrimaryExchange string Primary exchange
ProcDate google.protobuf.Timestamp Process date
RicCode string Reuters instrument code
Rsi9d1d google.protobuf.DoubleValue Value of 9-day relative strength index
Rsi14d1d google.protobuf.DoubleValue Value of 14-day relative strength index
Rsi25d1d google.protobuf.DoubleValue Value of 25-day relative strength index
SecurityCategory google.protobuf.Int32Value SIC code
Sedol string (Stock Exchange Daily Official List) 7-digit ID assigned to all securities trading on LSE and other smaller UK exchanges
SharesOut google.protobuf.Int32Value Shares outstanding
SplitDate1 google.protobuf.Timestamp Date of first split
SplitFactor1 google.protobuf.DoubleValue Factor of most recent split for symbol
Volume5davg1d google.protobuf.DoubleValue 5-day average volume
Volume10davg1d google.protobuf.DoubleValue 10-day average volume
Volume20davg1d google.protobuf.DoubleValue 20-day average volume
Volume50davg1d google.protobuf.DoubleValue 50-day average volume
Volume200davg1d google.protobuf.DoubleValue 200-day average volume