Daily Data Points
Date Data Points
date
Date the security was traded.
Time Data Points
Regular Hours
time_high
Time of the highest price during regular trading hours.
time_low
Time of the lowest price during regular trading hours.
Pre-Market
time_pre_high
Time of the highest price during pre-market trading.
time_pre_low
Time of the lowest price during pre-market trading.
After-Hours
time_post_high
Time of the highest price during after-hours trading.
time_post_low
Time of the lowest price during after-hours trading.
Price Data Points
Regular Hours
price_open_adj
Adjusted opening price during regular trading hours.
price_high_adj
Highest adjusted price during regular trading hours.
price_low_adj
Lowest adjusted price during regular trading hours.
price_close_adj
Adjusted closing price during regular trading hours.
price_open_unadj
Unadjusted opening price during regular trading hours.
price_high_unadj
Highest unadjusted price during regular trading hours.
price_low_unadj
Lowest unadjusted price during regular trading hours.
price_close_unadj
Unadjusted closing price during regular trading hours.
Pre-Market
price_pre_open_adj
Adjusted opening price during pre-market trading.
price_pre_high_adj
Highest adjusted price during pre-market trading.
price_pre_low_adj
Lowest adjusted price during pre-market trading.
price_pre_close_adj
Adjusted closing price during pre-market trading.
price_pre_open_unadj
Unadjusted opening price during pre-market trading.
price_pre_high_unadj
Highest unadjusted price during pre-market trading.
price_pre_low_unadj
Lowest unadjusted price during pre-market trading hours.
price_pre_close_unadj
Unadjusted closing price during pre-market trading hours.
After-Hours
price_post_open_adj
Adjusted opening price during after-hours trading.
price_post_high_adj
Highest adjusted price during after-hours trading.
price_post_low_adj
Lowest adjusted price during after-hours trading.
price_post_close_adj
Adjusted closing price during after-hours trading.
price_post_open_unadj
Unadjusted opening price during after-hours trading.
price_post_high_unadj
Highest unadjusted price during after-hours trading.
price_post_low_unadj
Lowest unadjusted price during after-hours trading.
price_post_close_unadj
Unadjusted closing price during after-hours trading.
VWAP
vwap_adj
Adjusted volume weighted average price (VWAP) for the day.
vwap_unadj
Unadjusted volume weighted average price (VWAP) for the day.
Volume Data Points
Total
volume_adj
Total adjusted volume for the trading day.
volume_unadj
Total unadjusted volume for the trading day.
Regular Hours
volume_reg_adj
Total adjusted volume during regular trading hours.
volume_reg_unadj
Total unadjusted volume during regular trading hours.
Pre-Market
volume_pre_adj
Total adjusted volume during pre-market trading.
volume_pre_unadj
Total unadjusted volume during pre-market trading.
After-Hours
volume_post_adj
Total adjusted volume during after-hours trading.
volume_post_unadj
Total unadjusted volume during after-hours trading.
Dollar Volume
dollar_volume
Total dollar amount traded for the trading day.
dollar_volume_reg
Total dollar amount traded during regular trading hours.
dollar_volume_pre
Total dollar amount traded during pre-market trading.
dollar_volume_post
Total dollar amount traded during after-hours trading.
Relative Volume
relative_volume
Relative volume, calculated by dividing the total volume by the 10-day volume average.
Percentage Data Points
Regular Hours
percent_change
Percent difference between close and previous close during regular trading hours.
percent_change_from_open
Percent difference between close and open during regular trading hours.
percent_gap
Percent difference between open and previous close during regular trading hours.
percent_range
Percent difference between high and low during regular trading hours.
percent_high
Percent difference between high and previous close during regular trading hours.
percent_high_from_open
Percent difference between high and open during regular trading hours.
percent_low_from_high
Percent decline after reaching the day’s high during regular trading hours.
percent_change_from_high
Percent difference between close and high during regular trading hours.
percent_low
Percent difference between low and previous close during regular trading hours.
percent_low_from_open
Percent difference between low and open during regular trading hours.
percent_high_from_low
Percent gain after reaching the day's low during regular trading hours.
percent_change_from_low
Percent difference between close and low during regular trading hours.
Pre-Market
percent_pre_change_from_open
Percent difference between close and open during pre-market trading.
percent_pre_gap
Percent difference between pre-market open and previous day's regular hours close.
percent_pre_range
Percent difference between high and low during pre-market trading.
percent_pre_high
Percent difference between pre-market high and previous day's regular hours close.
percent_pre_high_from_open
Percent difference between high and open during pre-market trading.
percent_pre_low_from_high
Percent decline after reaching the high during pre-market trading.
percent_pre_change_from_high
Percent difference between close and high during pre-market trading.
percent_pre_low
Percent difference between pre-market low and previous day's regular hours close.
percent_pre_low_from_open
Percent difference between low and open during pre-market trading.
percent_pre_high_from_low
Percent gain after reaching the low during pre-market trading.
percent_pre_change_from_low
Percent difference between close and low during pre-market trading.
After-Hours
percent_post_change_from_open
Percent difference between close and open during after-hours trading.
percent_post_range
Percent difference between high and low during after-hours trading.
percent_post_high_from_open
Percent difference between high and open during after-hours trading.
percent_post_low_from_high
Percent decline after reaching the high during after-hours trading.
percent_post_change_from_high
Percent difference between close and high during after-hours trading.
percent_post_low_from_open
Percent difference between low and open during after-hours trading.
percent_post_high_from_low
Percent gain after reaching the low during after-hours trading.
percent_post_change_from_low
Percent difference between close and low during after-hours trading.
Ownership Data Points
shares_adj
Adjusted shares outstanding, representing the total number of adjusted shares held by all shareholders.
shares_unadj
Unadjusted shares outstanding, representing the total number of unadjusted shares held by all shareholders.
float_adj
Adjusted float shares (Free Float), representing the total number of adjusted shares available for public trading.
float_unadj
Unadjusted float shares (Free Float), representing the total number of unadjusted shares available for public trading.
float_percent
Float percentage, representing the percentage of total shares that are available for public trading.
io_total
Total number of institutional owners.
io_percent
Institutional ownership percentage, representing the percentage of total shares held by institutional owners.
io_percent_diff
Change in institutional ownership percentage from previous quarter.
Short Interest Data Points
short_adj
Adjusted short interest, representing the total number of adjusted shares held in open short positions.
short_unadj
Unadjusted short interest, representing the total number of unadjusted shares held in open short positions.
short_percent
Short interest percentage, representing the percentage of total shares held in open short positions.
short_percent_diff
Difference in short interest percentage since previous reporting.
short_float_percent
Short float percentage, representing the percentage of float shares held in open short positions.
short_float_percent_diff
Difference in short float percentage since previous reporting.
dtc
Days to Cover (DTC) or short interest ratio, representing the number of days it would take short sellers to cover their positions.
dtc_change_percent
Percent change in days to cover since previous reporting.
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