Daily Data Point Functions

Daily Data Point Functions provide access to specific daily market metrics such as prices, volumes, and percentages that you can use in formulas for the Advanced Scanner. These functions return values for a given trading day and can be adjusted to target past or future trading days. Each function name indicates the type of data it returns and can be used to build precise conditions or display columns in your scan results.

Security Info Functions

SYMBOL

Returns the security's symbol.

[SYMBOL]

NAME

Returns the security's name.

[NAME]

CLASS

Returns the security's class.

[CLASS]

EXCHANGE

Returns the exchange on which the security is traded.

SECTOR

Returns the security's sector.

INDUSTRY

Returns the security's industry.

IPODATE

Returns the security's IPO date.

MARKETCAP

Returns the security's market cap.

Date Functions

DATE

Returns the date the security was traded.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the date value of the scan date.

The scan date is the reference trading day used to evaluate all conditions and calculations in the scan. Functions and offsets are applied relative to this date to retrieve historical or forward-looking data points. It represents the specific day the system is scanning against.

Time Functions

Regular Hours

DAILY_TIME_HIGH

Returns the time of the highest price during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the time of the highest price during regular trading hours of the scan date.

DAILY_TIME_LOW

Returns the time of the lowest price during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the time of the lowest price during regular trading hours of the scan date.

Pre-Market

DAILY_TIME_PRE_HIGH

Returns the time of the highest price during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the time of the highest price during pre-market trading on the scan date.

DAILY_TIME_PRE_LOW

Returns the time of the lowest price during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the time of the lowest price during pre-market trading on the scan date.

After-Hours

DAILY_TIME_POST_HIGH

Returns the time of the highest price during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the time of the highest price during after-hours trading on the scan date.

DAILY_TIME_POST_LOW

Returns the time of the lowest price during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the time of the lowest price during after-hours trading on the scan date.

Price Functions

Regular Hours

DAILY_PRICE_OPEN_ADJ

Returns the adjusted opening price during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the adjusted opening price during regular trading hours of the scan date.

DAILY_PRICE_HIGH_ADJ

Returns the highest adjusted price during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the highest adjusted price during regular trading hours of the scan date.

DAILY_PRICE_LOW_ADJ

Returns the lowest adjusted price during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the lowest adjusted price during regular trading hours of the scan date.

DAILY_PRICE_CLOSE_ADJ

Returns the adjusted closing price during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the adjusted closing price during regular trading hours of the scan date.

DAILY_PRICE_OPEN_UNADJ

Returns the unadjusted opening price during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the unadjusted opening price during regular trading hours of the scan date.

DAILY_PRICE_HIGH_UNADJ

Returns the highest unadjusted price during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the highest unadjusted price during regular trading hours of the scan date.

DAILY_PRICE_LOW_UNADJ

Returns the lowest unadjusted price during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the lowest unadjusted price during regular trading hours of the scan date.

DAILY_PRICE_CLOSE_UNADJ

Returns the unadjusted closing price during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the unadjusted closing price during regular trading hours of the scan date.

Pre-Market

DAILY_PRICE_PRE_OPEN_ADJ

Returns the adjusted opening price during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the adjusted opening price during pre-market trading on the scan date.

DAILY_PRICE_PRE_HIGH_ADJ

Returns the highest adjusted price during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the highest adjusted price during pre-market trading on the scan date.

DAILY_PRICE_PRE_LOW_ADJ

Returns the lowest adjusted price during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the lowest adjusted price during pre-market trading on the scan date.

DAILY_PRICE_PRE_CLOSE_ADJ

Returns the adjusted closing price during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the adjusted closing price during pre-market trading on the scan date.

DAILY_PRICE_PRE_OPEN_UNADJ

Returns the unadjusted opening price during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the unadjusted opening price during pre-market trading on the scan date.

DAILY_PRICE_PRE_HIGH_UNADJ

Returns the highest unadjusted price during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the highest unadjusted price during pre-market trading on the scan date.

DAILY_PRICE_PRE_LOW_UNADJ

Returns the lowest unadjusted price during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the lowest unadjusted price during pre-market trading on the scan date.

DAILY_PRICE_PRE_CLOSE_UNADJ

Returns the unadjusted closing price during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the unadjusted closing price during pre-market trading on the scan date.

After-Hours

DAILY_PRICE_POST_OPEN_ADJ

Returns the adjusted opening price during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the adjusted opening price during after-hours trading on the scan date.

DAILY_PRICE_POST_HIGH_ADJ

Returns the highest adjusted price during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the highest adjusted price during after-hours trading on the scan date.

DAILY_PRICE_POST_LOW_ADJ

Returns the lowest adjusted price during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the lowest adjusted price during after-hours trading on the scan date.

DAILY_PRICE_POST_CLOSE_ADJ

Returns the adjusted closing price during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the adjusted closing price during after-hours trading on the scan date.

DAILY_PRICE_POST_OPEN_UNADJ

Returns the unadjusted opening price during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the unadjusted opening price during after-hours trading on the scan date.

DAILY_PRICE_POST_HIGH_UNADJ

Returns the highest unadjusted price during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the highest unadjusted price during after-hours trading on the scan date.

DAILY_PRICE_POST_LOW_UNADJ

Returns the lowest unadjusted price during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the lowest unadjusted price during after-hours trading on the scan date.

DAILY_PRICE_POST_CLOSE_UNADJ

Returns the unadjusted closing price during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the unadjusted closing price during after-hours trading on the scan date.

VWAP

DAILY_VWAP_ADJ

Returns the adjusted volume weighted average price (VWAP) for the scan date.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the adjusted VWAP for the scan date.

DAILY_VWAP_UNADJ

Returns the unadjusted volume weighted average price (VWAP) for the scan date.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the unadjusted VWAP for the scan date.

Volume Functions

Total

DAILY_VOLUME_ADJ

Returns the total adjusted volume for the trading day.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the total adjusted volume for the scan date.

DAILY_VOLUME_UNADJ

Returns the total unadjusted volume for the trading day.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the total unadjusted volume for the scan date.

Regular Hours

DAILY_VOLUME_REG_ADJ

Returns the total adjusted volume during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the total adjusted volume during regular trading hours of the scan date.

DAILY_VOLUME_REG_UNADJ

Returns the total unadjusted volume during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the total unadjusted volume during regular trading hours of the scan date.

Pre-Market

DAILY_VOLUME_PRE_ADJ

Returns the total adjusted volume during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the total adjusted volume during pre-market trading on the scan date.

DAILY_VOLUME_PRE_UNADJ

Returns the total unadjusted volume during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the total unadjusted volume during pre-market trading on the scan date.

After-Hours

DAILY_VOLUME_POST_ADJ

Returns the total adjusted volume during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the total adjusted volume during after-hours trading on the scan date.

DAILY_VOLUME_POST_UNADJ

Returns the total unadjusted volume during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the total unadjusted volume during after-hours trading on the scan date.

Dollar Volume

DAILY_DOLLAR_VOLUME

Returns the total dollar amount traded for the trading day.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the total dollar amount traded for the scan date.

DAILY_DOLLAR_VOLUME_REG

Returns the total dollar amount traded during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the total dollar amount traded during regular trading hours of the scan date.

DAILY_DOLLAR_VOLUME_PRE

Returns the total dollar amount traded during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the total dollar amount traded during pre-market trading on the scan date.

DAILY_DOLLAR_VOLUME_POST

Returns the total dollar amount traded during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the total dollar amount traded during after-hours trading on the scan date.

Relative Volume

DAILY_RELATIVE_VOLUME

Returns relative volume by dividing the total volume by the 10-day average volume.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the relative volume for the scan date.

Percentage Functions

Regular Hours

PERCENT_CHANGE

Returns the percent difference between the close and the previous close during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the close and previous close during regular trading hours of the scan date.

PERCENT_CHANGE_FROM_OPEN

Returns the percent difference between the close and open during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the close and open during regular trading hours of the scan date.

PERCENT_GAP

Returns the gap percentage by calculating the percent difference between the open and the previous close during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the gap percentage of the scan date.

PERCENT_RANGE

Returns the percent difference between the high and low during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the high and low during regular trading hours of the scan date.

PERCENT_HIGH

Returns the percent difference between the high and the previous close during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the high and the previous close during regular trading hours of the scan date.

PERCENT_HIGH_FROM_OPEN

Returns the percent difference between the high and open during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the high and open during regular trading hours of the scan date.

PERCENT_LOW_FROM_HIGH

Returns the largest percent decline after the day’s high during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the largest percent decline after the day’s high during regular trading hours of the scan date.

PERCENT_CHANGE_FROM_HIGH

Returns the percent difference between the close and high during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the close and high during regular trading hours of the scan date.

PERCENT_LOW

Returns the percent difference between the low and the previous close during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the low and previous close during regular trading hours of the scan date.

PERCENT_LOW_FROM_OPEN

Returns the percent difference between the low and open during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the low and open during regular trading hours of the scan date.

PERCENT_HIGH_FROM_LOW

Returns the highest percent gain after the day’s low during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the highest percent gain after the day’s low during regular trading hours of the scan date.

PERCENT_CHANGE_FROM_LOW

Returns the percent difference between the close and low during regular trading hours.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the close and low during regular trading hours of the scan date.

Pre-Market

PERCENT_PRE_CHANGE_FROM_OPEN

Returns the percent difference between the close and open during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the close and open during pre-market trading on the scan date.

PERCENT_PRE_GAP

Returns the pre-market gap percentage by calculating the percent difference between the pre-market open and the previous day's regular hours close.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the pre-market gap percentage for the scan date.

PERCENT_PRE_RANGE

Returns the percent difference between the high and low during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the high and low during pre-market trading on the scan date.

PERCENT_PRE_HIGH

Returns the percent difference between the pre-market high and the previous day's regular hours close.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the scan date’s pre-market high and the previous regular hours close.

PERCENT_PRE_HIGH_FROM_OPEN

Returns the percent difference between the high and open during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the high and open during pre-market trading on the scan date.

PERCENT_PRE_LOW_FROM_HIGH

Returns the largest percent decline after the high during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the largest percent decline after the high during pre-market trading on the scan date.

PERCENT_PRE_CHANGE_FROM_HIGH

Returns the percent difference between the close and high during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the close and high during pre-market trading on the scan date.

PERCENT_PRE_LOW

Returns the percent difference between the pre-market low and the previous day's regular hours close.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the scan date's pre-market low and the previous regular hours close.

PERCENT_PRE_LOW_FROM_OPEN

Returns the percent difference between the low and open during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the low and open during pre-market trading on the scan date.

PERCENT_PRE_HIGH_FROM_LOW

Returns the highest percent gain after the low during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the highest percent gain after the low during pre-market trading on the scan date.

PERCENT_PRE_CHANGE_FROM_LOW

Returns the percent difference between the close and low during pre-market trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the close and low during pre-market trading on the scan date.

After-Hours

PERCENT_POST_CHANGE_FROM_OPEN

Returns the percent difference between the close and open during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the close and open during after-hours trading on the scan date.

PERCENT_POST_RANGE

Returns the percent difference between the high and low during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the high and low during after-hours trading on the scan date.

PERCENT_POST_HIGH_FROM_OPEN

Returns the percent difference between the high and open during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the high and open during after-hours trading on the scan date.

PERCENT_POST_LOW_FROM_HIGH

Returns the largest percent decline after the high during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the largest percent decline after the high during after-hours trading on the scan date.

PERCENT_POST_CHANGE_FROM_HIGH

Returns the percent difference between the close and high during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the close and high during after-hours trading on the scan date.

PERCENT_POST_LOW_FROM_OPEN

Returns the percent difference between the low and open during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the low and open during after-hours trading on the scan date.

PERCENT_POST_HIGH_FROM_LOW

Returns the highest percent gain after the low during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the highest percent gain after the low during after-hours trading on the scan date.

PERCENT_POST_CHANGE_FROM_LOW

Returns the percent difference between the close and low during after-hours trading.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percent difference between the close and low during after-hours trading on the scan date.

Ownership Functions

SHARES_ADJ

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

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the adjusted shares outstanding for the scan date.

SHARES_UNADJ

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

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the unadjusted shares outstanding for the scan date.

FLOAT_ADJ

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

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the adjusted float shares for the scan date.

FLOAT_UNADJ

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

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the unadjusted float shares for the scan date.

FLOAT_PERCENT

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

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the float percentage for the scan date.

IO_TOTAL

Returns the total number of institutional owners.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the total number of institutional owners for the scan date.

IO_PERCENT

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

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the institutional ownership percentage for the scan date.

IO_PERCENT_DIFF

Returns the change in institutional ownership percentage from the previous quarter.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the difference in institutional ownership percentage from the previous quarter for the scan date.

Short Interest Functions

SHORT_ADJ

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

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the adjusted short interest for the scan date.

SHORT_UNADJ

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

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the unadjusted short interest for the scan date.

SHORT_PERCENT

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

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the short interest percentage for the scan date.

SHORT_PERCENT_DIFF

Returns the difference in short interest percentage since previous reporting.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the difference in short interest percentage since previous reporting for the scan date.

SHORT_FLOAT_PERCENT

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

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the short float percentage for the scan date.

SHORT_FLOAT_PERCENT_DIFF

Returns the difference in short float percentage since previous reporting.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the difference in short float percentage since previous reporting for the scan date.

DTC

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

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the days to cover for the scan date.

DTC_CHANGE_PERCENT

Returns the percentage change in days to cover (DTC) since previous reporting.

Parameters

  • offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

This example returns the percentage change in days to cover (DTC) since previous reporting for the scan date.

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