Prices
Instructions
| Column Name | Description |
|---|---|
| 13 Week HV Percentile |
Indicates the percentage of days with historical volatility closing below the current historical volatility over the 13 week period. Percentile ranges from 0% to 100%. For example, if the last 4 days of historical volatility were 1.41%, 1.61%, 2.01%, 3.12% and the current is 1.91% then the latest is the 3rd highest out of 5 days or 60%. The observation period for the historical volatility calculation is 30 days. |
| 13 Week HV Rank |
Indicates the rank of the historical volatility between the 13 week period high and low. HV Rank allows to determine if the current level is high or low within the period. HV Rank ranges from 0 to 100 where 0 rank indicates the current historical volatility is the lowest within the period and 100 indicates it is the highest within the period. HV Rank is calculated as ((Current HV - N-Week HV Low) / (N-Week HV High- N-Week HV Low))*100 where N is the number of weeks as defined by the column (e.g. 13 weeks). The observation period for the historical volatility calculation is 30 days. |
| 26 Week HV High |
Maximum closing value of the 30-day historical volatility over the last 26 weeks. |
| 26 Week HV Low |
Minimum closing value of the 30-day historical volatility over the last 26 weeks. |
| 26 Week HV Percentile |
Indicates the percentage of days with historical volatility closing below the current historical volatility over the 26 week period. Percentile ranges from 0% to 100%. For example, if the last 4 days of historical volatility were 1.41%, 1.61%, 2.01%, 3.12% and the current is 1.91% then the latest is the 3rd highest out of 5 days or 60%. The observation period for the historical volatility calculation is 30 days. |
| 26 Week HV Rank |
Indicates the rank of the historical volatility between the 26 week period high and low. HV Rank allows to determine if the current level is high or low within the period. HV Rank ranges from 0 to 100 where 0 rank indicates the current historical volatility is the lowest within the period and 100 indicates it is the highest within the period. HV Rank is calculated as ((Current HV - N-Week HV Low) / (N-Week HV High- N-Week HV Low))*100 where N is the number of weeks as defined by the column (e.g. 26 weeks). The observation period for the historical volatility calculation is 30 days. |
| 30 Day Average Close Price |
The average closing price of the last 30 days |
| 52 Week HV High |
Maximum closing value of the 30-day historical volatility over the last 52 weeks. |
| 52 Week HV Low |
Minimum closing value of the 30-day historical volatility over the last 52 weeks. |
| 52 Week HV Percentile |
Indicates the percentage of days with historical volatility closing below the current historical volatility over the 52 week period. Percentile ranges from 0% to 100%. For example, if the last 4 days of historical volatility were 1.41%, 1.61%, 2.01%, 3.12% and the current is 1.91% then the latest is the 3rd highest out of 5 days or 60%. The observation period for the historical volatility calculation is 30 days. |
| 52 Week HV Rank |
Indicates the rank of the historical volatility between the 52 week period high and low. HV Rank allows to determine if the current level is high or low within the period. HV Rank ranges from 0 to 100 where 0 rank indicates the current historical volatility is the lowest within the period and 100 indicates it is the highest within the period. HV Rank is calculated as ((Current HV - N-Week HV Low) / (N-Week HV High- N-Week HV Low))*100 where N is the number of weeks as defined by the column (e.g. 52 weeks). The observation period for the historical volatility calculation is 30 days. |
| ASK LMT PRC |
Limit price for the ask-side order |
| ASK QTY |
Total size for the ask-size order |
| After Hour Change |
Price change after regular trading hours. |
| After Hour Change % |
Price change after regular trading hours, displayed as a percentage. |
| Ask |
The best ask price for a contract. This is the best price at which you could currently BUY. |
| Ask Exch |
Displays the exchange(s) offering the SMART price. |
| Ask Size |
The approximate depth of the current offer. |
| BID LMT PRC |
Limit price for the bid-side order |
| BID QTY |
Total size for the bid-size order |
| Bid |
The best bid price for a contract. This is the best price at which you could currently SELL. |
| Bid Exch |
Displays the exchange(s) offering the SMART price. |
| Bid Size |
The approximate depth of the current bid. |
| Change |
How much the current price has risen or declined from the previous day's closing price. If the price has declined, the background is red. If the price has risen, the background is blue. To toggle between dollar change and percent change, click the column title. |
| Change (%) |
The percentage that the current price has risen or declined from the previous day's closing price. If the price has declined, the background is red. If the price has risen, the background is blue. To toggle between percent change and dollar change, click the column title. |
| Change Since Open |
The change in price (by dollar value or percent) since the day's opening price. If the price has declined, the background is red. If the price has risen, the background is blue. To toggle between percent change and dollar change, click the column title. |
| Close |
Displays the last available closing price for the asset. For US equities, we use corporate action processing to get the closing price. This means the close price is adjusted to reflect forward and reverse splits, and cash and stock dividends. |
| EXT |
Requires a subscription to eSignal market data. The exchange where the contract has traded. |
| Gap |
Displays the difference between the previous night's closing price and the day's opening price. You can toggle this display between showing the gap in currency units or percentage points (100% x Gap / Today's Open). To toggle the display, right-click the column title and select Toggle Display. |
| Halted |
If trading for a contract has been halted, the field displays an exclamation point. Otherwise, the field remains blank. |
| Historical Volatility % |
Shows the 30-day real-time historical volatility as a percentage. |
| Historical Volatility Change |
The difference between the historical volatility as of yesterday's close, an the current historical volatility, shown as an absolute value and as a percentage. |
| Historical Volatility Close % |
Hows the historical volatility based on the previous day's closing price, as a percentage. |
| Last |
The last price at which the contract traded. A "C" in front of the last price indicates that this is the previous day's closing price. For forex and commodities and , the "midpoint" value is displayed instead of the last. |
| Last ($) |
The last price at which the contract traded, converted to US dollars. A "C" in front of the last price indicates that this is the previous day's closing price. |
| Last Exch |
Displays the exchange(s) offering the SMART price. |
| Last Quote Time |
The time at which the contract was last quoted. |
| Last RTH Trade |
Shows the last price at which the contract traded during regular trading hours. |
| Last Size |
The number of units traded at the last size. If the last size is larger than the previous last size, the font is green. If it's smaller, the font is red. |
| Mark Price |
The mark price is equal to the LAST price unless: Ask < Last - the mark price is equal to the ASK price. Bid > Last - the mark price is equal to the BID price. |
| Mid |
The midpoint between the current bid and ask. |
| Month to Date Change |
The difference between the current last price, and the closing price of the last day of the previous month. |
| Month to Date Change % |
The difference between the current last price, and the closing price of the last day of the previous month, shown as a percentage. |
| Open |
The opening price for the day. |
| Prior Close |
The previous trading day's closing price. |
| Prior Month Close |
The closing price of the last trading day of the previous month. This value is adjusted for corporate actions. |
| Prior Year Close |
The closing price of the last trading day of the prior year. This value is adjusted for corporate actions. |
| RSI Colorful |
Requires a subscription to eSignal market data. The Relative Strength Index compares the magnitude of recent losses to recent gains and relays that comparison in the form of a number that ranges from 0 to 100 where 0 indicates weaker performance. For quick reference, the background color is red if the RSI is less than 20, and green if the RSI is higher than 80. |
| RSI Numeric |
Requires a subscription to eSignal market data. The Relative Strength Index compares the magnitude of recent losses to recent gains and relays that comparison in the form of a number that ranges from 0 to 100 where 0 indicates weaker performance. |
| Short Sale Restriction |
If a short sale restriction is in effect for the contract, a special icon is displayed. Otherwise, the field is blank. |
| Spread |
The difference between the current ask and bid. |
| Trade Time |
Time of the last trade. The background color indicates the relative activity of a security compared with all other active contracts on your trading pages. The lighter background indicates more activity for the contract. Darker indicates that other securities are trading more actively. |
| Underlying Price |
Displays the price of the underlying. |
| VWAP |
The volume-weighted average price. |
| Y Close |
The last trade price of the previous trading day. |
| Year to Date Change |
The difference between the current Last price, and the last closing price of the previous year. |
| Year to Date Change % |
The difference between the current Last price, and the last closing price of the previous year, shown as a percentage. |