| Name |
Description |
Always Present |
| Array of ExtendedRealTimeQuote |
Returns an array of extended real time quotes. |
Yes |
| Instance of ExtendedRealTimeQuote |
Each instance represents an extended real time quote for a security. |
Yes |
| Symbol |
The symbol for the security. |
Yes |
| CUSIP |
The CUSIP for the security. |
Yes |
| CIK |
The CIK for the security. |
Yes |
| Name |
The name of the security. |
Yes |
| LastPrice |
The price of the last trade for the security. |
Yes |
| LastQuantity |
The last quantity the security was traded for. |
Yes |
| LastTradeType |
The type of the last trade for the security (Buy, Sell). |
Yes |
| LastTradeDirection |
The type of the last trade for the security (Up, Down). |
Yes |
| Date |
The date for the quote. |
Yes |
| Time |
The time for the quote. |
Yes |
| Volume |
The total volume of trades for the day (all exchanges). |
Yes |
| ECNVolume |
The total volume of trades for the day (only for trades executed on INET). |
Yes |
| LastMarketClosePrice |
The price of the last market close. |
Yes |
| ChangeFromLastMarketClose |
The difference between the last price and the price of the last market close. |
Yes |
| PercentChangeFromLastMarketClose |
The percent difference between the last price and the price of the last market close. |
Yes |
| LastClosePrice |
The price of the last after-market close. |
Yes |
| ChangeFromLastClose |
The difference between the last price and the price of the last after-market close. |
Yes |
| PercentChangeFromLastClose |
The percent difference between the last price and the price of the last after-market close. |
Yes |
| OpenPrice |
The price of the first before-market trade. |
Yes |
| ChangeFromOpen |
The difference between the last price and the price of the first before-market trade. |
Yes |
| PercentChangeFromOpen |
The percent difference between the last price and the first before-market trade. |
Yes |
| MarketOpenPrice |
The open of market price. |
Yes |
| ChangeFromMarketOpen |
The difference between the last price and the open of market price. |
Yes |
| PercentChangeFromMarketOpen |
The percent difference between the last price and the open of market price. |
Yes |
| MarketClosePrice |
The close of market price (end-of-day price). |
Yes |
| ChangeFromMarketClose |
The difference between the last price and the close of market price. |
Yes |
| PercentChangeFromMarketClose |
The percent difference between the last price and the close of market price. |
Yes |
| PreviousTradePrice |
The price of the previous trade (previous execution). |
Yes |
| ChangeFromPreviousTrade |
The difference between the last price and the previous trade price. |
Yes |
| PercentChangeFromPreviousTrade |
The percent difference between the last price and the previous trade price. |
Yes |
| BidPrice |
The highest bid price for the security (offer to buy). |
Yes |
| BidQuantity |
The total quantity offered at the bid price. |
Yes |
| BidTime |
The time of the highest open bid. |
Yes |
| Bids |
The total number of open bids. |
Yes |
| BidVolume |
The total number of shares available for purchase in the open bids. |
Yes |
| AverageBid |
The weighted average price of the open bids. |
Yes |
| AskPrice |
The lowest ask price for the security (offer to sell). |
Yes |
| AskQuantity |
The total quantity offered at the ask price. |
Yes |
| AskTime |
The time of the highest open ask. |
Yes |
| Asks |
The total number of open asks. |
Yes |
| AverageAsks |
The weighted average price of the open asks. |
Yes |
| AskVolume |
The total number of shares available for sale in the open asks. |
Yes |
| Spread |
The difference between the bid and ask prices. |
Yes |
| Highest |
The highest price for the day (INET only). |
Yes |
| HighestTime |
The time of highest price for the day (INET only). |
Yes |
| Lowest |
The lowest price for the day. |
Yes |
| LowestTime |
The time of lowest price for the day. |
Yes |
| TotalOrders |
The total number of orders placed for the security for the day (INET only). |
Yes |
| TotalCancellations |
The total numbers of orders cancelled for the security for the day (INET only). |
Yes |
| TotalExecutions |
The total numbers of order executions (partials or full) for the security for the day (INET only). |
Yes |
| TotalQuantityOrdered |
The total number of shares ordered for the security for the day (INET only). |
Yes |
| TotalQuantityExecuted |
The total numbers of shares executed (partials or full) for the security for the day (INET only). |
Yes |
| TotalQuantityCancelled |
The total numbers of shares cancelled for the security for the day (INET only). |
Yes |
| AverageOrderSize |
The average size of all orders (INET only). |
Yes |
| AverageExecutionSize |
The average size of all executions (INET only). |
Yes |
| SharesOustanding |
The total number of shares outstanding for the security. |
Yes |
| MarketCap |
The market capitalization for the security. |
Yes |