Level1Fields
Level1 fields of market-data.
Campos
AccruedCouponIncome : Level1Fields
Accrued coupon income (ACI).
AfterSplit : Level1Fields
Price after split.
AsksCount : Level1Fields
Number of asks.
AsksVolume : Level1Fields
Ask volume.
AveragePrice : Level1Fields
Average price per session.
AverageTrueRange : Level1Fields
ATR.
BeforeSplit : Level1Fields
Price before split.
BestAsk : Level1Fields
Best ask.
BestAskPrice : Level1Fields
Best ask price.
BestAskTime : Level1Fields
Best ask time.
BestAskVolume : Level1Fields
Best sell volume.
BestBid : Level1Fields
Best bid.
BestBidPrice : Level1Fields
Best bid price.
BestBidTime : Level1Fields
Best bid time.
BestBidVolume : Level1Fields
Best buy volume.
Beta : Level1Fields
Beta.
BidsCount : Level1Fields
Number of bids.
BidsVolume : Level1Fields
Bids volume.
BuyBackDate : Level1Fields
BuyBack date.
BuyBackPrice : Level1Fields
BuyBack price.
Change : Level1Fields
Change,%.
ClosePrice : Level1Fields
Closing price.
CommissionMaker : Level1Fields
Commission (maker).
CommissionTaker : Level1Fields
Commission (taker).
CouponDate : Level1Fields
Coupon date.
CouponPeriod : Level1Fields
Coupon period.
CouponValue : Level1Fields
Coupon value.
CurrentRatio : Level1Fields
Liquidity (current).
Decimals : Level1Fields
Number of digits in price after coma.
Delta : Level1Fields
Delta.
Dividend : Level1Fields
The dividend amount on shares.
Duration : Level1Fields
Duration.
ExtensionInfo : Level1Fields
Extended information.
FloatShort : Level1Fields
Float Short.
ForwardPriceEarnings : Level1Fields
Price target/profit.
Gamma : Level1Fields
Gamma.
GrossMargin : Level1Fields
Assets margin (gross).
HighAskPrice : Level1Fields
Highest ask during the session.
HighAskVolume : Level1Fields
Volume of the highest ask.
HighBidPrice : Level1Fields
Maximum bid during the session.
HighPrice : Level1Fields
Highest price.
HighPrice52Week : Level1Fields
The highest price for 52 weeks.
HistoricalVolatility : Level1Fields
Volatility (historical).
HistoricalVolatilityMonth : Level1Fields
Volatility (month).
HistoricalVolatilityWeek : Level1Fields
Volatility (week).
Imbalance : Level1Fields
Imbalance.
ImpliedVolatility : Level1Fields
Volatility (implied).
Index : Level1Fields
Index.
IssueSize : Level1Fields
Number of issued contracts.
IsSystem : Level1Fields
System info.
LastTrade : Level1Fields
Last trade.
LastTradeId : Level1Fields
Last trade ID.
LastTradeOrigin : Level1Fields
Initiator of the last trade (buyer or seller).
LastTradePrice : Level1Fields
Last trade price.
LastTradeStringId : Level1Fields
Last trade ID (string).
LastTradeTime : Level1Fields
Time of last trade.
LastTradeUpDown : Level1Fields
Is tick ascending or descending in price.
LastTradeVolume : Level1Fields
Last trade volume.
LastTradeVolumeHigh : Level1Fields
Highest last trade volume.
LastTradeVolumeLow : Level1Fields
Lowest last trade volume.
LongTermDebtEquity : Level1Fields
Capital (long-term debt).
LowAskPrice : Level1Fields
Minimum ask during the session.
LowBidPrice : Level1Fields
Lowest bid during the session.
LowBidVolume : Level1Fields
Volume of the lowest bid.
LowPrice : Level1Fields
Lowest price.
LowPrice52Week : Level1Fields
The lowest price for 52 weeks.
MarginBuy : Level1Fields
Initial margin to buy.
MarginSell : Level1Fields
Initial margin to sell.
MarketPriceToday : Level1Fields
Market price (today).
MarketPriceYesterday : Level1Fields
Market price (yesterday).
MaxPrice : Level1Fields
Price (max).
MaxVolume : Level1Fields
Maximum volume allowed in order.
MedianPrice : Level1Fields
Median price.
MinPrice : Level1Fields
Price (min).
MinVolume : Level1Fields
Minimum volume allowed in order.
Multiplier : Level1Fields
Lot multiplier.
OpenInterest : Level1Fields
Open interest.
OpenPrice : Level1Fields
Opening price.
OperatingMargin : Level1Fields
Assets margin.
OptionMargin : Level1Fields
Option margin leverage.
OptionSyntheticMargin : Level1Fields
Synthetic option position margin leverage.
Payout : Level1Fields
Payments.
PriceBook : Level1Fields
Price/sell.
PriceCash : Level1Fields
Price/amount.
PriceEarnings : Level1Fields
Price/profit.
PriceEarningsGrowth : Level1Fields
Price/profit (increase).
PriceFreeCash : Level1Fields
Price/amount (free).
PriceSales : Level1Fields
Price/buy.
PriceStep : Level1Fields
Minimum price step.
ProfitMargin : Level1Fields
Profit margin.
QuickRatio : Level1Fields
Liquidity (instantaneous).
ReturnOnAssets : Level1Fields
Return on assets.
ReturnOnEquity : Level1Fields
Return on equity.
ReturnOnInvestment : Level1Fields
Return on investment.
Rho : Level1Fields
Rho.
SettlementPrice : Level1Fields
Settlement price.
ShortRatio : Level1Fields
Short.
SpreadMiddle : Level1Fields
The middle of spread.
State : Level1Fields
State.
StepPrice : Level1Fields
Step price.
TheorPrice : Level1Fields
Theoretical price.
Theta : Level1Fields
Theta.
TotalDebtEquity : Level1Fields
Capital (debt).
TradesCount : Level1Fields
Number of trades.
Turnover : Level1Fields
Turnover.
UnderlyingBestAskPrice : Level1Fields
Underlying asset best ask price.
UnderlyingBestBidPrice : Level1Fields
Underlying asset best bid price.
UnderlyingMinVolume : Level1Fields
Minimum volume allowed in order for underlying security.
UnderlyingPrice : Level1Fields
Underlying price.
Vega : Level1Fields
Vega.
Volume : Level1Fields
Volume per session.
VolumeStep : Level1Fields
Minimum volume step.
VWAP : Level1Fields
VWAP.
VWAPPrev : Level1Fields
VWAP (prev).
Yield : Level1Fields
Yield.
YieldVWAP : Level1Fields
Yield by VWAP.
YieldVWAPPrev : Level1Fields
Yield by VWAP (prev).