Data Points
Daily Data Points
Security Info Data Points
Symbol
Symbol of the security.
Name
Name of the security.
Security Class
Class of the security (e.g. Common stock, ADR, ETF).
Exchange
Exchange where the security is traded.
Sector
Sector of the security.
Industry
Industry of the security.
IPO Date
IPO date of the security.
Market Capitalization
Market capitalization of the security.
Price Data Points
Regular Hours Open
Opening price during regular trading hours.
Regular Hours High
Highest price during regular trading hours.
Regular Hours Low
Lowest price during regular trading hours.
Regular Hours Close
Closing price during regular trading hours.
Pre-Market Open
Opening price during pre-market trading.
Pre-Market High
Highest price during pre-market trading.
Pre-Market Low
Lowest price during pre-market trading.
Pre-Market Close
Closing price during pre-market trading.
After-Hours Open
Opening price during after-hours trading.
After-Hours High
Highest price during after-hours trading.
After-Hours Low
Lowest price during after-hours trading.
After-Hours Close
Closing price during after-hours trading.
VWAP
Volume weighted average price (VWAP) for the scan date.
Volume Data Points
Total Volume
Total volume for the trading day.
Regular Hours Volume
Total volume during regular trading hours.
Pre-Market Volume
Total volume during pre-market trading.
After-Hours Volume
Total volume during after-hours trading.
Dollar Volume Data Points
Total Dollar Volume
Total dollar amount traded for the trading day.
Regular Hours Dollar Volume
Total dollar amount traded during regular trading hours.
Pre-Market Dollar Volume
Total dollar amount traded during pre-market trading.
After-Hours Dollar Volume
Total dollar amount traded during after-hours trading.
Relative Volume Data Points
Relative Volume
Total volume divided by the 10-day average volume.
Percentage Data Points
Change %
Percent difference between close and previous close during regular trading hours.
Change from Open %
Percent difference between close and open during regular trading hours.
Gap %
Percent difference between open and previous close during regular trading hours.
Range %
Percent difference between high and low during regular trading hours.
High from Prev Close %
Percent difference between high and previous close during regular trading hours.
High from Open %
Percent difference between high and open during regular trading hours.
Low from High %
Percent decline after reaching the day’s high during regular trading hours.
Change from High %
Percent difference between close and high during regular trading hours.
Low from Prev Close %
Percent difference between low and previous close during regular trading hours.
Low from Open %
Percent difference between low and open during regular trading hours.
High from Low %
Percent gain after reaching the day's low during regular trading hours.
Change from Low %
Percent difference between close and low during regular trading hours.
Pre-Market - Change from Open %
Percent difference between close and open during pre-market trading.
Pre-Market - Gap %
Percent difference between pre-market open and previous day's regular hours close.
Pre-Market - Range %
Percent difference between high and low during pre-market trading.
Pre-Market - High from Prev Close %
Percent difference between pre-market high and previous day's regular hours close.
Pre-Market - High from Open %
Percent difference between high and open during pre-market trading.
Pre-Market - Low from High %
Percent decline after reaching the high during pre-market trading.
Pre-Market - Change from High %
Percent difference between close and high during pre-market trading.
Pre-Market - Low from Prev Close %
Percent difference between pre-market low and previous day's regular hours close.
Pre-Market - Low from Open %
Percent difference between low and open during pre-market trading.
Pre-Market - High from Low %
Percent gain after reaching the low during pre-market trading.
Pre-Market - Change from Low %
Percent difference between close and low during pre-market trading.
After-Hours - Change from Open %
Percent difference between close and open during after-hours trading.
After-Hours - High from Open %
Percent difference between high and open during after-hours trading.
After-Hours - Low from High %
Percent decline after reaching the high during after-hours trading.
After-Hours - Change from High %
Percent difference between close and high during after-hours trading.
After-Hours - Low from Open %
Percent difference between low and open during after-hours trading.
After-Hours - High from Low %
Percent gain after reaching the low during after-hours trading.
After-Hours - Change from Low %
Percent difference between close and low during after-hours trading.
Date Data Points
Date
Date the security was traded.
Time Data Points
Regular Hours High
Time of the highest price during regular trading hours.
Regular Hours Low
Time of the lowest price during regular trading hours.
Pre-Market High
Time of the highest price during pre-market trading.
Pre-Market Low
Time of the lowest price during pre-market trading.
After-Hours High
Time of the highest price during after-hours trading.
After-Hours Low
Time of the lowest price during after-hours trading.
Ownership Data Points
Shares Outstanding
Total number of shares held by all shareholders.
Float Shares
Total number of shares available for public trading. Also referred to as free float.
Float Shares %
Percentage of total shares that are available for public trading.
Institutional Owners
Total number of institutional owners.
Institutional Ownership %
Percentage of total shares held by institutional owners.
Institutional Ownership % Delta
Change in institutional ownership percentage from previous quarter.
Short Interest Data Points
Short Interest
Total number of shares held in open short positions.
Short Interest %
Percentage of total shares held in open short positions.
Short Interest % Delta
Difference in short interest percentage since previous reporting.
Short Float %
Percentage of float shares held in open short positions.
Short Float % Delta
Difference in short float percentage since previous reporting.
Days to Cover
Number of days it would take short sellers to cover their positions. Also referred to as short interest ratio.
Days to Cover Change %
Percent change in days to cover since previous reporting.
Intraday Data Points
Price Data Points
Open Price
Opening price.
High Price
Highest price.
Low Price
Lowest price.
Close Price
Closing price.
Volume Data Points
Volume
Total shares traded.
Dollar Volume Data Points
Dollar Volume
Volume multiplied by VWAP.
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