Daily Data Points

Date Data Points

date

Date the security was traded.

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Time Data Points

Regular Hours

time_high

Time of the highest price during regular trading hours.

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time_low

Time of the lowest price during regular trading hours.

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Pre-Market

time_pre_high

Time of the highest price during pre-market trading.

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time_pre_low

Time of the lowest price during pre-market trading.

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After-Hours

time_post_high

Time of the highest price during after-hours trading.

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time_post_low

Time of the lowest price during after-hours trading.

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Price Data Points

Regular Hours

price_open_adj

Adjusted opening price during regular trading hours.

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price_high_adj

Highest adjusted price during regular trading hours.

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price_low_adj

Lowest adjusted price during regular trading hours.

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price_close_adj

Adjusted closing price during regular trading hours.

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price_open_unadj

Unadjusted opening price during regular trading hours.

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price_high_unadj

Highest unadjusted price during regular trading hours.

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price_low_unadj

Lowest unadjusted price during regular trading hours.

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price_close_unadj

Unadjusted closing price during regular trading hours.

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Pre-Market

price_pre_open_adj

Adjusted opening price during pre-market trading.

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price_pre_high_adj

Highest adjusted price during pre-market trading.

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price_pre_low_adj

Lowest adjusted price during pre-market trading.

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price_pre_close_adj

Adjusted closing price during pre-market trading.

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price_pre_open_unadj

Unadjusted opening price during pre-market trading.

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price_pre_high_unadj

Highest unadjusted price during pre-market trading.

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price_pre_low_unadj

Lowest unadjusted price during pre-market trading hours.

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price_pre_close_unadj

Unadjusted closing price during pre-market trading hours.

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After-Hours

price_post_open_adj

Adjusted opening price during after-hours trading.

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price_post_high_adj

Highest adjusted price during after-hours trading.

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price_post_low_adj

Lowest adjusted price during after-hours trading.

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price_post_close_adj

Adjusted closing price during after-hours trading.

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price_post_open_unadj

Unadjusted opening price during after-hours trading.

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price_post_high_unadj

Highest unadjusted price during after-hours trading.

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price_post_low_unadj

Lowest unadjusted price during after-hours trading.

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price_post_close_unadj

Unadjusted closing price during after-hours trading.

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VWAP

vwap_adj

Adjusted volume weighted average price (VWAP) for the day.

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vwap_unadj

Unadjusted volume weighted average price (VWAP) for the day.

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Volume Data Points

Total

volume_adj

Total adjusted volume for the trading day.

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volume_unadj

Total unadjusted volume for the trading day.

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Regular Hours

volume_reg_adj

Total adjusted volume during regular trading hours.

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volume_reg_unadj

Total unadjusted volume during regular trading hours.

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Pre-Market

volume_pre_adj

Total adjusted volume during pre-market trading.

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volume_pre_unadj

Total unadjusted volume during pre-market trading.

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After-Hours

volume_post_adj

Total adjusted volume during after-hours trading.

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volume_post_unadj

Total unadjusted volume during after-hours trading.

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Dollar Volume

dollar_volume

Total dollar amount traded for the trading day.

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dollar_volume_reg

Total dollar amount traded during regular trading hours.

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dollar_volume_pre

Total dollar amount traded during pre-market trading.

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dollar_volume_post

Total dollar amount traded during after-hours trading.

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Relative Volume

relative_volume

Relative volume, calculated by dividing the total volume by the 10-day volume average.

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Percentage Data Points

Regular Hours

percent_change

Percent difference between close and previous close during regular trading hours.

= (Close - Previous Close) / Previous Close * 100

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percent_change_from_open

Percent difference between close and open during regular trading hours.

= (Close - Open) / Open * 100

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percent_gap

Percent difference between open and previous close during regular trading hours.

= (Open - Previous Close) / Previous Close * 100

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percent_range

Percent difference between high and low during regular trading hours.

= (High - Low) / Low * 100

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percent_high

Percent difference between high and previous close during regular trading hours.

= (High - Previous Close) / Previous Close * 100

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percent_high_from_open

Percent difference between high and open during regular trading hours.

= (High - Open) / Open * 100

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percent_low_from_high

Percent decline after reaching the day’s high during regular trading hours.

= (Low after High - High) / High * 100

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percent_change_from_high

Percent difference between close and high during regular trading hours.

= (Close - High) / High * 100

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percent_low

Percent difference between low and previous close during regular trading hours.

= (Low - Previous Close) / Previous Close * 100

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percent_low_from_open

Percent difference between low and open during regular trading hours.

= (Low - Open) / Open * 100

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percent_high_from_low

Percent gain after reaching the day's low during regular trading hours.

= (High after Low - Low) / Low * 100

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percent_change_from_low

Percent difference between close and low during regular trading hours.

= (Close - Low) / Low * 100

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Pre-Market

percent_pre_change_from_open

Percent difference between close and open during pre-market trading.

= (Pre-Market Close - Pre-Market Open) / Pre-Market Open * 100

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percent_pre_gap

Percent difference between pre-market open and previous day's regular hours close.

= (Pre-Market Open - Previous Close) / Previous Close * 100

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percent_pre_range

Percent difference between high and low during pre-market trading.

= (Pre-Market High - Pre-Market Low) / Pre-Market Low * 100

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percent_pre_high

Percent difference between pre-market high and previous day's regular hours close.

= (Pre-Market High - Previous Close) / Previous Close * 100

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percent_pre_high_from_open

Percent difference between high and open during pre-market trading.

= (Pre-Market High - Pre-Market Open) / Pre-Market Open * 100

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percent_pre_low_from_high

Percent decline after reaching the high during pre-market trading.

= (Pre-Market Low after High - Pre-Market High) / Pre-Market High * 100

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percent_pre_change_from_high

Percent difference between close and high during pre-market trading.

= (Pre-Market Close - Pre-Market High) / Pre-Market High * 100

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percent_pre_low

Percent difference between pre-market low and previous day's regular hours close.

= (Pre-Market Low - Previous Close) / Previous Close * 100

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percent_pre_low_from_open

Percent difference between low and open during pre-market trading.

= (Pre-Market Low - Pre-Market Open) / Pre-Market Open * 100

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percent_pre_high_from_low

Percent gain after reaching the low during pre-market trading.

= (Pre-Market High after Low - Pre-Market Low) / Pre-Market Low * 100

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percent_pre_change_from_low

Percent difference between close and low during pre-market trading.

= (Pre-Market Close - Pre-Market Low) / Pre-Market Low * 100

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After-Hours

percent_post_change_from_open

Percent difference between close and open during after-hours trading.

= (After-Hours Close - After-Hours Open) / After-Hours Open * 100

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percent_post_range

Percent difference between high and low during after-hours trading.

= (After-Hours High - After-Hours Low) / After-Hours Low * 100

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percent_post_high_from_open

Percent difference between high and open during after-hours trading.

= (After-Hours High - After-Hours Open) / After-Hours Open * 100

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percent_post_low_from_high

Percent decline after reaching the high during after-hours trading.

= (After-Hours Low after High - After-Hours High) / After-Hours High * 100

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percent_post_change_from_high

Percent difference between close and high during after-hours trading.

= (After-Hours Close - After-Hours High) / After-Hours High * 100

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percent_post_low_from_open

Percent difference between low and open during after-hours trading.

= (After-Hours Low - After-Hours Open) / After-Hours Open * 100

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percent_post_high_from_low

Percent gain after reaching the low during after-hours trading.

= (After-Hours High after Low - After-Hours Low) / After-Hours Low * 100

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percent_post_change_from_low

Percent difference between close and low during after-hours trading.

= (After-Hours Close - After-Hours Low) / After-Hours Low * 100

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Ownership Data Points

shares_adj

Adjusted shares outstanding, representing the total number of adjusted shares held by all shareholders.

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shares_unadj

Unadjusted shares outstanding, representing the total number of unadjusted shares held by all shareholders.

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float_adj

Adjusted float shares (Free Float), representing the total number of adjusted shares available for public trading.

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float_unadj

Unadjusted float shares (Free Float), representing the total number of unadjusted shares available for public trading.

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float_percent

Float percentage, representing the percentage of total shares that are available for public trading.

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io_total

Total number of institutional owners.

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io_percent

Institutional ownership percentage, representing the percentage of total shares held by institutional owners.

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io_percent_diff

Change in institutional ownership percentage from previous quarter.

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Short Interest Data Points

short_adj

Adjusted short interest, representing the total number of adjusted shares held in open short positions.

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short_unadj

Unadjusted short interest, representing the total number of unadjusted shares held in open short positions.

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short_percent

Short interest percentage, representing the percentage of total shares held in open short positions.

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short_percent_diff

Difference in short interest percentage since previous reporting.

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short_float_percent

Short float percentage, representing the percentage of float shares held in open short positions.

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short_float_percent_diff

Difference in short float percentage since previous reporting.

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dtc

Days to Cover (DTC) or short interest ratio, representing the number of days it would take short sellers to cover their positions.

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dtc_change_percent

Percent change in days to cover since previous reporting.