# Daily Data Points

## Date Data Points

#### date

Date the security was traded.

***

## Time Data Points

### <mark style="color:$info;">Regular Hours</mark>

#### time\_high

Time of the highest price during regular trading hours.

***

#### time\_low

Time of the lowest price during regular trading hours.

***

### <mark style="color:$info;">Pre-Market</mark>

#### time\_pre\_high

Time of the highest price during pre-market trading.

***

#### time\_pre\_low

Time of the lowest price during pre-market trading.

***

### <mark style="color:$info;">After-Hours</mark>

#### 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

### <mark style="color:$info;">Regular Hours</mark>

#### 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.

***

### <mark style="color:$info;">Pre-Market</mark>

#### 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.

***

### <mark style="color:$info;">After-Hours</mark>

#### 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.

***

### <mark style="color:$info;">VWAP</mark>

#### 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

### <mark style="color:$info;">Total</mark>

#### volume\_adj

Total adjusted volume for the trading day.

***

#### volume\_unadj

Total unadjusted volume for the trading day.

***

### <mark style="color:$info;">Regular Hours</mark>

#### volume\_reg\_adj

Total adjusted volume during regular trading hours.

***

#### volume\_reg\_unadj

Total unadjusted volume during regular trading hours.

***

### <mark style="color:$info;">Pre-Market</mark>

#### volume\_pre\_adj

Total adjusted volume during pre-market trading.

***

#### volume\_pre\_unadj

Total unadjusted volume during pre-market trading.

***

### <mark style="color:$info;">After-Hours</mark>

#### volume\_post\_adj

Total adjusted volume during after-hours trading.

***

#### volume\_post\_unadj

Total unadjusted volume during after-hours trading.

***

### <mark style="color:$info;">Dollar Volume</mark>

#### 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.

***

### <mark style="color:$info;">Relative Volume</mark>

#### relative\_volume

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

***

## Percentage Data Points

### <mark style="color:$info;">Regular Hours</mark>

#### percent\_change

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

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

***

#### percent\_change\_from\_open

Percent difference between close and open during regular trading hours.

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

***

#### percent\_gap

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

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

***

#### percent\_range

Percent difference between high and low during regular trading hours.&#x20;

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

***

#### percent\_high

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

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

***

#### percent\_high\_from\_open

Percent difference between high and open during regular trading hours.

```
= (High - Open) / Open * 100
```

***

#### percent\_low\_from\_high

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

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

***

#### percent\_change\_from\_high

Percent difference between close and high during regular trading hours.

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

***

#### percent\_low

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

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

***

#### percent\_low\_from\_open

Percent difference between low and open during regular trading hours.

```
= (Low - Open) / Open * 100
```

***

#### percent\_high\_from\_low

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

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

***

#### percent\_change\_from\_low

Percent difference between close and low during regular trading hours.

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

***

### <mark style="color:$info;">Pre-Market</mark>

#### percent\_pre\_change\_from\_open

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### percent\_pre\_gap

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### percent\_pre\_range

Percent difference between high and low during pre-market trading.&#x20;

{% code overflow="wrap" %}

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

{% endcode %}

***

#### percent\_pre\_high

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### percent\_pre\_high\_from\_open

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### percent\_pre\_low\_from\_high

Percent decline after reaching the high during pre-market trading.&#x20;

{% code overflow="wrap" %}

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

{% endcode %}

***

#### percent\_pre\_change\_from\_high

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### percent\_pre\_low

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### percent\_pre\_low\_from\_open

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### percent\_pre\_high\_from\_low

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### percent\_pre\_change\_from\_low

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

{% code overflow="wrap" %}

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

{% endcode %}

***

### <mark style="color:$info;">After-Hours</mark>

#### percent\_post\_change\_from\_open

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### percent\_post\_range

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

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

***

#### percent\_post\_high\_from\_open

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### percent\_post\_low\_from\_high

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### percent\_post\_change\_from\_high

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### percent\_post\_low\_from\_open

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### percent\_post\_high\_from\_low

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

{% code overflow="wrap" %}

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

{% endcode %}

***

#### percent\_post\_change\_from\_low

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

{% code overflow="wrap" %}

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

{% endcode %}

***

## 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.