| Field Name |
Field Type |
Description of field |
Origin of data |
| 7 Day Yield |
float |
A price field, the value from a Money Market fund over the last seven days. |
Provided
by the exchange or 3rd party data provider. |
| Ask |
float |
The lowest price a market maker or broker is willing to accept for a security |
Provided
by the exchange or 3rd party data provider |
| Ask Change |
float |
Change in Ask since last offer |
Calculated by IQConnect.exe |
| Ask Market Center |
integer |
The Market Center that sent the ask information.
See Listed Market Codes for possible values. |
Provided by the exchange or 3rd party data provider. |
| Ask Size |
integer |
The share size available for the ask price in a given security |
Provided by the exchange or 3rd party data provider |
| Ask Time |
HH:MM:SS.ffffff |
The time of the last ask. |
Provided by the exchange or 3rd party data provider. |
| Available Regions |
dash '-' delimited string |
String containing a list of all regional exchanges
for which there is data available. See Listed Market Codes for
possible values. |
String built by IQConnect.exe based upon which regions are available |
| Average Maturity |
float |
The average number of days until maturity of a Money Market Fund�s assets |
Provided by the exchange or 3rd party data provider. |
| Bid |
float |
The highest price a market maker or broker is willing to pay for a security |
Provided by the exchange or 3rd party data provider |
| Bid Change |
float |
Change in Bid since last offer |
Calculated by IQConnect.exe |
| Bid Market Center |
integer |
The Market Center that sent the bid information.
See Listed Market Codes for possible values. |
Provided by the exchange or 3rd party data provider. |
| Bid Size |
integer |
The share size available for the bid price in a given security |
Provided by the exchange or 3rd party data provider |
| Bid Time |
HH:MM:SS.ffffff |
The time of the last bid. |
Provided by the exchange or 3rd party data provider. |
| Change |
float |
Today's change (Last - Close) |
Calculated by IQConnect.exe |
| Change From Open |
float |
Change in last since open |
calculated by IQConnect.exe |
| Close |
float |
The closing price of the day. For commodities this will be the last TRADE of the session |
Provided by the exchange or 3rd party data provider. |
| Close Range 1 |
float |
For commodities only. Range value for closing trades that aren�t reported individually. |
Provided by the exchange or 3rd party data provider. |
| Close Range 2 |
float |
For commodities only. Range value for closing trades that aren�t reported
individually. |
Provided by the exchange or 3rd party data provider. |
| Days to Expiration |
string |
Number
of days to contract expiration |
Calculated by IQConnect.exe |
| Decimal Precision |
string |
Last Precision used |
Provided by DTN |
| Delay |
integer |
The number of minutes a quote is delayed when not authorized for real-time data |
Provided by the exchange or 3rd party data provider. |
| Exchange ID |
hexadecimal |
This is the Exchange Group ID. Convert to decimal and use the Listed Markets lookup to decode this value. |
|
| Extended Trade |
float |
Price of the most recent extended trade (last qualified trades + Form T trades). |
Provided by the exchange or 3rd party data provider |
| Extended Trade Date |
MM/DD/CCYY |
Date
of the extended trade. |
Provided
by the exchange or 3rd party data provider |
| Extended Trade Market Center |
integer |
Market Center of the most recent extended trade (last qualified trades + Form T trades). |
Provided by the exchange or 3rd party data provider |
| Extended Trade Size |
integer |
Size of the most recent extended trade (last qualified trades + Form T trades). |
Provided by the exchange or 3rd party data provider |
| Extended Trade Time |
HH:MM:SS.ffffff |
Time (including microseconds) of the most recent extended trade (last qualified
trades + Form T trades). |
Provided by the exchange or 3rd party data provider |
| Extended Trading Change |
float |
Extended Trade minus Yesterday's close |
Calculated by IQConnect.exe |
| Extended Trading Difference |
float |
Extended Trade minus Last |
Calculated by IQConnect.exe |
| Financial Status Indicator |
char |
Denotes if an issuer has failed to submit its regulatory
filings on a timely basis, has failed to meet the exchange's continuing
listing standards, and/or has filed for bankruptcy. See Financial Status
Indicator Codes |
Provided by the
exchange or 3rd party data provider. |
| Fraction Display Code |
string |
Display formatting code see Price Format Codes |
Provided by DTN |
| High |
float |
Today's highest trade price |
Provided by the exchange or 3rd party data provider |
| Last |
float |
Last trade price from the regular trading session |
Provided by the exchange or 3rd party data provider |
| Last Date |
MM/DD/CCYY |
Date of the last qualified trade. |
Provided by the exchange or 3rd party data provider |
| Last Market Center |
integer |
Market Center of most recent last qualified trade. |
Provided by the exchange or 3rd party data provider |
| Last Size |
integer |
Size of the most recent last qualified trade. |
Provided by the exchange or 3rd party data provider |
| Last Time |
HH:MM:SS.ffffff |
Time (including microseconds) of most recent last qualified trade. |
Provided by the exchange or 3rd party data provider |
| Last Trade Date |
MM/DD/YYYY |
Date of last trade |
Provided by the exchange or 3rd party data provider. |
| Low |
float |
Today's lowest trade price |
Provided by the exchange or 3rd party data provider |
| Market Capitalization |
float |
Real-time calculated market cap (Last * Common Shares Outstanding) |
Calculated by IQConnect.exe |
| Market Open |
integer |
1 = market open, 0 = market closed NOTE: This field is
valid for Futures and Future Options only. |
Provided by DTN |
| Message Contents |
non-delimited string of single character message identification codes |
Possible single character values include:
C - Last Qualified Trade.
E - Extended Trade = Form T trade.
O - Other Trade = Any trade not accounted for by C or E.
b - A bid update occurred.
a - An ask update occurred.
o - An Open occurred.
h - A High occurred.
l - A Low occurred.
c - A Close occurred.
s - A Settlement occurred.
v - A volume update occurred.
NOTE: you can get multiple codes in a single message but you will only get
one trade identifier per message. NOTE: It is also possible to receive no
codes in a message if the fields that updated were not trade or quote
related. |
Provided by IQConnect |
| Most Recent Trade |
float |
Price of the most recent trade (including all non-last-qualified trades). |
Provided by the exchange or 3rd party data provider |
| Most Recent Trade Conditions |
non-delimited string of 2digit hex numbers. |
Conditions that identify the type of trade that occurred. |
Provided by the exchange or 3rd party data provider |
| Most Recent Trade Date |
MM/DD/CCYY |
Date of the most recent trade |
Provided by the exchange or 3rd party data provider |
| Most Recent Trade Market Center |
integer |
Market Center of the most recent trade (including all non-last-qualified trades). |
Provided by the exchange or 3rd party data provider |
| Most Recent Trade Size |
integer |
Size of the most recent trade (including all non-last-qualified trades). |
Provided by the exchange or 3rd party data provider |
| Most Recent Trade Time |
HH:MM:SS.ffffff |
Time (including microseconds) of the most recent trade (including all non-last-qualified trades). |
Provided by the exchange or 3rd party data provider |
| Net Asset Value |
float |
Mutual Funds only. The market value of a mutual fund share equal to the net asset of
a fund divided by the total number of shares outstanding. NOTE: this field is the same as the
Bid field for Mutual Funds. |
Provided by the exchange or 3rd party data provider. |
| Number of Trades Today |
Integer |
The number of trades for the current day |
Calculated by IQConnect.exe if not sent from the server |
| Open |
float |
The opening price of the day. For commodities this will be the first TRADE of the
session. |
Provided by the exchange or 3rd party data provider. |
| Open Interest |
integer |
IEOptions, Futures, FutureOptions, and SSFutures only |
Provided by the exchange or 3rd party data provider. |
| Open Range 1 |
float |
For commodities only. Range value for opening trades that aren�t reported
individually. |
Provided by the exchange or 3rd party data provider. |
| Open Range 2 |
float |
For commodities only. Range value for opening trades that aren�t reported
individually. |
Provided by the exchange or 3rd party data provider. |
| Percent Change |
float |
(Change / Close) |
Calculated by IQConnect.exe |
| Percent Off Average Volume |
float |
Current Total Volume divided by Average
Volume (from fundamental message). |
Calculated by IQConnect.exe |
| Previous Day Volume |
Integer |
Previous Day's Volume |
Provided by the exchange or 3rd party data provider. |
| Price-Earnings Ratio |
float |
Real-time calculated PE (Today's Last / Earnings Per Share) |
Calculated by IQConnect.exe |
| Range |
float |
Trading range for the current day (high - low) |
Calculated by IQConnect.exe |
| Restricted Code |
string |
Short Sale Restricted flag - "N" for Not restricted or "R" for
Restricted |
Provided by the exchange or 3rd party data provider. |
| Settle |
float |
Futures or FutureOptions only |
Provided by the exchange or 3rd party data provider. |
| Settlement Date |
MM/DD/YYYY |
The date that the Settle is valid for |
Provided by the exchange or 3rd party data provider. |
| Spread |
float |
The difference between Bid and Ask prices |
Calculated by IQConnect.exe |
| Symbol |
string |
The Symbol ID to match with watch request |
|
| Tick |
integer |
"173"=Up,
"175"=Down, "183"=No Change. Only valid for Last
qualified trades. |
Calculated by IQConnect.exe based upon previous trade. |
| TickID |
Integer |
Identifier for tick |
Provided by DTN |
| Total Volume |
Double |
Today's cumulative volume in number of shares |
Calculated by IQConnect when not sent from servers (or provided by the exchange) |
| Type |
string |
Valid values are Q or P. The character Q indicates an Update message, and the character P
indicates a Summary Message. |
|
| Volatility |
float |
Real-time calculated volatility (Today's High - Today's Low) / Last |
Calculated by IQConnect.exe |
| VWAP |
Price |
Volume Weighted Average Price |
Calculated by IQConnect.exe when not sent by the server |
about
