Data Definitions

These values are used with Custom QuoteBoards, QSS, and EQSS.

There are two main tables below. The second tables details the definition for the Trade Clear period.

Value

Heading

Definition

Alias

Alias

Symbol alias.

Ask

Ask

Most recent offer price today.

AverageVolatility

AV

Average volatility based on preferences when options column is selected.

Bid

Bid

Most recent bid price today.

BidAskorTradeTiMe

BATTM

Time of most recent bid, ask, or last trade.

BidAskTiMe

BATM

Time of most recent bid or ask.

Buy Market

Buy

Displays MKT button used to place buy market orders. For FIT contracts, displays TAKE button.

CloseRangeHi

CRH

High price for closing range.

CloseRangeLo

CRL

Low price for closing range.

COI

COI

Contract’s last known open interest.

ContractMonth

CM

Month contract expires.

Coupon Rate Fraction

CRF

Coupon rate for bond as fraction.

CouponRate

Coupon/CR

Coupon rate for bond.

CouponsPerYear

CPY

Bond’s coupons per year.

DeliveryDate

Delivery

Bond’s delivery date.

DElta

Delta

Current Delta of option based on preferences.

DEltaNetChange

DENC

Change in Delta value from prior day.

DTLastAsk

DTLA

Date and time of last ask quote.

DTLastBid

DTLB

Date and time of last bid.

DTLastQuote

DTLQ

Date and time of most recent Bid, Ask, or Trade.

DTLastTrade

DTLT

Change in last trade from prior day's close.

DTPriorAsk_1

DTPA1

Date and time of previous offering price.

DTPriorAsk_2

DTPA2

Date and time of third most recent offer.

DTPriorAsk_3

DTPA3

Date and time of fourth most recent offering price.

DTPriorBid_1

DTPB1

Date and time of second-to-last last bid.

DTPriorBid_2

DTPB2

Date and time of third-to-last last bid.

DTPriorBid_3

DTPB3

Date and time of fourth-to-last last bid.

DTPriorQuote_1

DTPQ1

Date and time of second-to-last Bid, Ask, or Trade.

DTPriorQuote_2

DTPQ2

Date and time of third-most-recent Bid, Ask, or Trade.

DTPriorQuote_3

DTPQ3

Date and time of fourth-most-recent Bid, Ask, or Trade.

DTPriorTrade_1

DTPT1

Date and time of second-to-last trade.

DTPriorTrade_2

DTPT2

Date and time of third-to-last trade.

DTPriorTrade_3

DTPT3

Date and time of fourth-to-last trade.

ExpirationDate

ED

Expiration date for selected instrument.

FilledBuyOrders

FillB

Sum of volume of filled buy orders for selected symbol and account.

FilledSellOrders

Fills

Sum of volume of filled sell orders for selected symbol and account.

GAmma

Gamma

Current Gamma of option based on preferences.

GAmmaNetChange

GANC

Change in Gamma value from prior day.

HedgeType

Hedge

Displays hedge type used for placing orders.

Introduced in response to MiFID regulations. It is displayed only if Speculation Type applies to the instrument or leg instrument (in the case of strategies) in use.

HIgh

High

Current day's high price.

HIghTime

HIT

Time of intraday high.

HIT

HIT

Sales Condition for Last trade. Possible values are HIT or blank, if Sales Condition is not HIT or if trades are not available for this contract. Applies to bond contracts only. Values are based only on today's prices.

HitorTaKe

HTK

Value of Sales Condition for last trade. Possible values are: HIT, TAK, or blank, which means Sales Condition is neither a Hit nor a Take, or trades are not available for this contract. Applies to bond contracts only. Values are based only on today's prices.

ImpliedAsk

IA

Most recent ask price for implied orders (based on spread orders).

ImpliedBid

IB

Most recent bid price for implied orders (based on spread orders).

ImpliedUndPrice

IUP

Implied price of underlying instrument.

ImpliedVolatility

IV

Implied volatility of an options contract using selected options model.

ImpVolNetChange

IVNC

Change in Implied Volatility from prior day's close.

IncompleteOrders

 

Sum of volume of incomplete (hung) orders for selected symbol and account. Used for spread trading.

IndicativeOpenPrice

IOP

Reflects the price that would be the case if pre-open orders were executed. Both outrights and spreads are included in the calculation.

IndicativeOpenVolume

IOV

Reflects the volume that would be the case if pre-open orders were executed. Both outrights and spreads are included in the calculation.

InitialMargin

IM

Minimum exchange required margin to trade specific contract.

LastAsk

LA

Most recent ask, even if not current day's trading.

LastBid

LB

Last bid price.

LastCorrTime

LCT

Time of last correction, either from an exchange or from CQG.

LastQuote

LQ

Most recent Bid, Ask, or Trade.

LastQuoteToday

LQT

Last bid, offer, or trade for current day.

LastTrade

LT

Last trade price (not limited to current day).

LastTradeorSettle

LTS

Last trade or settlement price.

LastTradeToday

LTT

Last trade price of the current day.

LastWorkUpVolume

LWUV

Last non-zero volume received from a new trade, or blank if trades not available for contract. Applies to bond contracts only. Values based only on today's prices.

LongDescription

LD

Long description of instrument, that is, how it would appear on title bar of a chart.

LOw

Low

Current day's low price.

LOwTime

LOT

Time of intraday low.

MaintenanceMargin

MM

Minimum exchange-required maintenance margin.

MarkerPrice

MP

Most recent valid marker contract price.

MarkerPriceToday

MPT

Marker contract price today.

Market Direction

Dir

Up or down arrow based on last best bid or best ask price change.

Market State

 

The Trading Day proceeds through distinct periods, known as market states. For more information please visit the CME as an example.

MaturityDate

MD

Maturity date for a bond.

MT_LastAskVolume

MTLAV

Volume of last ask.

MT_LastBidVolume

MTLBV

Volume of last bid.

MT_LastTradeOrSettlementVolume

MTLTOSV

Volume of last trade or settlement.

NetLastAsk

NetA

Change in last ask from yesterday's close.

NetLastBid

NetB

Change in last bid compared to yesterday's close.

NetLastQuote

NetQ

Change in last bid, ask or trade from prior day's close.

NetLastQuoteToday

NC

Change in today's bid, offer or trade from prior day's close.

NetLastTrade

NetT

Change of last trade from prior day’s close.

NetLastTradeToday

NLTT

Change of last trade from prior day's close.

NetPriorAsk_1

NPA1

Change in previous offer price compared to yesterday's closing price.

NetPriorAsk_2

NPA2

Change in third most recent offer compared to yesterday's closing price.

NetPriorAsk_3

NPA3

Change in fourth most recent offer compared to yesterday's closing price.

NetPriorBid_1

NPB1

Change in second-to-last offer compared to yesterday's close.

NetPriorBid_2

NPB2

Change in third-to-last offer compared to yesterday's close.

NetPriorBid_3

NPB3

Change in fourth-to-last offer compared to yesterday's close.

NetPriorQuote_1

NPQ1

Change in second-most-recent Bid, Ask, or Trade from prior day's last Bid, Ask, or Trade.

NetPriorQuote_2

NPQ3

Change in third-most-recent Bid, Ask, or Trade from prior day's last Bid, Ask, or Trade.

NetPriorQuote_3

NPQ3

Change in fourth-most-recent Bid, Ask, or Trade from prior day's last Bid, Ask, or Trade.

NetPriorTrade_1

NPT1

Change in second-to-last trade from prior day's close.

NetPriorTrade_2

NPT2

Change in third-to-last trade from prior day's close.

NetPriorTrade_3

NPT3

Change in fourth-to-last trade from prior day's close.

NumDnTicks

NDT

Number of down ticks.

NumTicks

NT

Total of up and down ticks.

NumUpTicks

NUT

Number of up ticks.

OPen

Open

Current day's opening price.

Open Trade Equity

OTE

OTE+P/L

Displays value for selected symbol and account based on OTE Trading Preferences.

OpenPosition

Pos

Displays open position for selected symbol and account.

OpenRangeHi

ORH

High price for opening range.

OpenRangeLo

ORL

Low price for opening range.

OptDayBefYestClose

ODBYC

Day before yesterday's option close price.

OptDayBefYestSettlement

ODBYS

Day before yesterday's option settlement price.

OptionAskTiMe

OATM

Time of last option offer.

OptionBidTiMe

OBTM

Time of last option bid.

OptionCohUndPrice

OCUP

Option coherent underlying price.

OptionDaysToExp

ODTE

Number of days until expiration for options contract.

OptionIntRate

OIR

Interest rate associated with currency option trades in.

OptionNetChange

ONC

Change in Option Price from prior day.

OptionPrice

OP

Option price.

OptionPriceTmDate

OPTD

Time and date of option trade.

OptionUndSymbol

OUS

Symbol for underlying instrument.

OptionVolCurve

OVC

Volatility designated in Volatility Workshop.

Order Size

Size

Displays order quantity used for placing orders.

OutrightAsk

OA

Most recent ask price for outright orders (based on futures orders).

OutrightBid

OB

Most recent bid price for outright orders (based on futures orders).

P_OI

POI

Previous contract open interest.

P_TOI

PTOI

Previous total open interest

PerCentNetLastQuote

PCNetQ

Today's change divided by yesterday's last quote stated as a percent.

PerCentNetLastTrade

PCNetT

Today's change divided by yesterday's last trade stated as a percent.

PriceMinusTheoVal

PTV

Theoretical value subtracted from current options price.

PriorAsk_1

PA1

Previous offer price.

PriorAsk_2

PA2

Third most recent offering price.

PriorAsk_3

PA3

Fourth most recent offering price.

PriorBid_1

PB1

Second-to-last bid.

PriorBid_2

PB2

Third-to-last bid.

PriorBid_3

PB3

Fourth-to-last bid.

PriorQuote_1

PQ1

Second-most-recent bid, ask, or trade.

PriorQuote_2

PQ2

Third-most-recent bid, ask, or trade.

PriorQuote_3

PQ3

Fourth-most-recent bid, ask, or trade.

PriorTrade_1

PT1

Second-most-recent trade price.

PriorTrade_2

PT2

Third-most-recent trade price.

PriorTrade_3

PT3

Fourth-most-recent trade price.

RHo

Rho

Current Rho of option based on preferences.

RHoNetChange

RHNC

Change in Rho value from prior day.

Sell Market

Sell

Displays MKT button used to place sell market orders. For FIT contracts, displays HIT button.

Session1_High

S1H

Session 1 high.

Session1_Low

S1L

Session 1 low.

Session1_Volume

S1V

Session 1 volume.

Session2_High

S2H

Session 2 high.

Session2_Low

S2L

Session 2 low.

Session2_Volume

S2V

Session 2 volume.

Session3_High

S3H

Session 3 high.

Session3_Low

S3L

Session 3 low.

Session3_Volume

S3V

Session 3 volume.

Session4_High

S4H

Session 4 high.

Session4_Low

S4L

Session 4 low.

Session4_Volume

S4V

Session 4 volume.

Session5_High

S5H

Session 5 high.

Session5_Low

S5L

Session 5 low.

Session5_Volume

S5V

Session 5 volume.

Session6_High

S6H

Session 6 high.

Session6_Low

S6L

Session 6 low.

Session6_Volume

S6V

Session 6 volume.

Session7_High

S7H

Session 7 high.

Session7_Low

S7L

Session 7 low.

Session7_Volume

S7V

Session 7 volume.

Session8_High

S8H

Session 8 high.

Session8_Low

S8L

Session 8 low.

Session8_Volume

S8V

Session 8 volume.

Settlement

S

Most recent settlement price. If not available, then yesterday’s close price used.

T_CVol

TCV

Today's contract volume.

T_Date

D Td

Today’s business date.

T_DateC

 

The label value contains the date of the last Primary session; it keeps the value until the Trade Clear, effectively indicating the date daily values belong to.

T_High

TH

Today’s session high.

T_Low

TL

Today’s session low.

T_OI

TOI

Today’s open interest.

T_Settlement

TS

Today’s settlement price.

T_TOI

TTOI

Today's contract total open interest.

T_TTickVol

TTTV

Today's total tick volume.

T_TVol

TTV

Today's total volume.

TAKe

TAK

Sales Condition for Last trade. Possible values are TAK or blank, if Sales Condition is not TAK or if trades are not available for this contract. Applies to bond contracts only. Values are based only on today's prices.

TheoreticalValue

TV

Theoretical Value for an options contract based on preferences

TheoValueNetChange

TVNC

Change, from prior day, in Theoretical Value.

THeta

Theta

Current Theta of option based on preferences.

THetaNetChange

THNC

Change in Theta value from prior day.

TME LastQuote

TMELQ

Time between last Bid, Ask, or Trade and present time.

TMELastAsk

TMELA

Time between last ask quote and present time.

TMELastBid

TMELB

Time between last bid and current time.

TMELastTrade

TMELT

Time between last trade and current time.

TMEPriorAsk_1

TMEPA1

Time between most recent offer and current time.

TMEPriorAsk_2

TMEPA2

Time between third most recent offer and present.

TMEPriorAsk_3

TMEPA3

Time between fourth most recent offering price and current price.

TMEPriorBid_1

TMEPB1

Time between second-to-last bid and current time.

TMEPriorBid_2

TMEPB2

Time between third-to-last bid and current time.

TMEPriorBid_3

TMEPB3

Time between fourth-to-last bid and current time.

TMEPriorQuote_1

TMEPQ1

Time between second-to-last Bid, Ask or Trade and current time.

TMEPriorQuote_2

TMEPQ2

Time between third-most-recent Bid, Ask or Trade and current time.

TMEPriorQuote_3

TMEPQ3

Time between fourth-most-recent Bid, Ask or Trade and current time.

TMEPriorTrade_1

TMEPT1

Time between second-to-last trade and current time.

TMEPriorTrade_2

TMEPT2

Time between third-to-last trade and current time.

TMEPriorTrade_3

TMEPT3

Time between fourth-to-last trade and current time.

TMLastAsk

TMLA

Time of last ask quote.

TMLastBid

TMLB

Time of last bid.

TMLastQuote

TMLQ

Time of most recent Bid, Ask, or Trade.

TMLastTrade

TMLT

Time of last trade.

TMLastTradeToday

TMLTT

Time of last trade for current day.

TMPriorAsk_1

TMPA1

Time of previous offering price.

TMPriorAsk_2

TMPA2

Time of third most recent offer

TMPriorAsk_3

TMPA3

Time of fourth most recent offering price.

TMPriorBid_1

TMPB1

Time of second-to-last last bid.

TMPriorBid_2

TMPB2

Time of third-to-last last bid.

TMPriorBid_3

TMPB3

Time of fourth-to-last last bid.

TMPriorQuote_1

TMPQ1

Time of second-most-recent Bid, Ask, or Trade.

TMPriorQuote_2

TPMQ2

Time of third-most-recent Bid, Ask, or Trade.

TMPriorQuote_3

TMPQ3

Time of fourth-most-recent Bid, Ask, or Trade.

TMPriorTrade_1

TMPT1

Time of second-to-last trade.

TMPriorTrade_2

TMPT2

Time of third-to-last trade.

TMPriorTrade_3

TMPT3

Time of fourth-to-last trade.

TOI

TOI

Last known total open interest.

UnderlyingPrice

UP

Underlying price for an options contract.

VEga

Vega

Current Vega of option based on preferences.

VEgaNetChange

VENC

Change in Vega value from prior day.

VolumeImpliedAsk

VIA

Volume of Implied Ask orders.

VolumeImpliedBestAsk

VIBA

Best ask volume of implied orders (based on spread orders).

VolumeImpliedBestBid

VIBB

Best bid volume of implied orders (based on spread orders).

VolumeImpliedBid

VIB

Volume of Implied Bid orders.

VolumeLastAsk

VLA

Sum of Volume Outright Ask and Volume Implied Ask.

VolumeLastBid

VLB

Sum of Volume Outright Bid and Volume Implied Bid.

VolumeLastQuote

VLQ

Size of most recent Bid, Ask or Trade.

VolumeLastTrade

VLT

Number of contracts or shares in last trade.

VolumeOutrightAsk

VOA

Volume of Outright Ask orders.

VolumeOutrightBestAsk

VOBA

Best ask volume for outright orders.

VolumeOutrightBestBid

VOBB

Best bid volume for outright orders.

VolumeOutrightBid

VOB

Volume of Outright Bid orders.

VolumePriorAsk_1

VA1

Size of prior offer.

VolumePriorAsk_2

VPA2

Size of third most recent offer.

VolumePriorAsk_3

VPA3

Size of fourth most recent offering price.

VolumePriorBid_1

VPB1

Size of second-to-last last bid.

VolumePriorBid_2

VPB2

Size of third-to-last last bid.

VolumePriorBid_3

VPB3

Size of fourth-to-last last bid.

VolumePriorQuote_1

VPQ1

Size of second-most-recent Bid, Ask or Trade.

VolumePriorQuote_2

VPQ2

Size of third-most-recent Bid, Ask or Trade.

VolumePriorQuote_3

VPQ3

Size of fourth-most-recent Bid, Ask or Trade.

VolumePriorTrade_1

VPT1

Number of contracts or shares in second-to-last trade.

VolumePriorTrade_2

VPT2

Number of contracts or shares in third-to-last trade.

VolumePriorTrade_3

VPT3

Number of contracts or shares in fourth-to-last trade.

WorkingBuyOrders

WKGB

Displays sum of volume of unfilled buy orders for selected symbol and account.

WorkingSellOrders

WKGS

Displays sum of volume of unfilled sell orders for selected symbol and account.

Y_CLose

YCL

Yesterday's closing price.

Y_COI

YCOI

Yesterday's open interest for contract.

Y_CVol

YCV

Yesterday's volume for contract.

Y_Date

YD

Yesterday’s business date.

Y_HIgh

YHI

Yesterday’s high price.

Y_LOw

YLO

Yesterday's low price.

Y_OPen

YOP

Yesterday's opening price.

Y_Settlement

YS

Yesterday's settlement price. If not available, then yesterday’s close used.

Y_Tickvol

YTV

Yesterday’s tick volume.

Y_TOI

YTOI

Yesterday’s total open interest

Y_TTickvol

YTTV

Yesterday’s total tick volume.

Y_TVol

YV

Yesterday's total volume.

YieLD_Ask

YLDA

Yield calculated from ask price.

YieLD_Bid

YLDB

Yield calculated from bid price.

YieLD_CLose

YLDCL

Yield calculated from closing price.

YieLD_CloseRangeHi

YLDCRH

Yield calculated from high of closing range.

YieLD_CloseRangeLo

YLDCRL

Yield calculated from low of closing range.

YieLD_HIgh

YLDHI

Highest yield, calculated from low price.

YieLD_LastAsk

YLDLA

Yield calculated from last quoted offer.

YieLD_LastBid

YLDLB

Yield calculated from last quoted bid.

YieLD_LastQuote

YLDLQ

Yield based on most recent bid, offer or trade.

YieLD_LastTrade

YLDLT

Yield calculated from last trade.

YieLD_LastTradeorSettle

YLDLTS

Yield calculated from last trade or settlement.

YieLD_LastTradeToday

YLDLTT

Yield calculated from last trade of current day's trading.

YieLD_LOw

YLDLO

Lowest yield, calculated from highest price.

YieLD_NetLastQuote

YLDNLQ

Change in yield calculated by using latest bid, offer or trade.

YieLD_NetLastTrade

YLDNLT

Change in yield calculated by using last trade.

YieLD_OPen

YDLOP

Yield calculated from opening price.

YieLD_OpenRangeHi

YLDORH

Yield calculated from high of opening range.

YieLD_OpenRangeLo

YLDORL

Yield calculated from low of opening range.

YieLD_PriorAsk_1

YLDPA1

Yield calculated from second-to-last quoted offer.

YieLD_PriorAsk_2

YLDPA2

Yield calculated from third-to-last quoted offer.

YieLD_PriorAsk_3

YLDPA3

Yield calculated from fourth-to-last quoted offer.

YieLD_PriorBid_1

YLDPB1

Yield calculated from second-to-last quoted bid.

YieLD_PriorBid_2

YLDPB2

Yield calculated from third-to-last quoted bid.

YieLD_PriorBid_3

YLDPB3

Yield calculated from fourth-to-last quoted bid.

YieLD_PriorQuote_1

YLDPQ1

Yield based on second-most-recent bid, offer, or trade.

YieLD_PriorQuote_2

YLDPQ2

Yield based on third-most-recent bid, offer, or trade.

YieLD_PriorQuote_3

YLDPQ3

Yield based on fourth-most-recent bid, offer, or trade.

YieLD_PriorTrade_1

YLDPT1

Yield calculated from second-to-last trade.

YieLD_PriorTrade_2

YLDPT2

Yield calculated from third-to-last trade.

YieLD_PriorTrade_3

YLDPT3

Yield calculated from fourth-to-last trade.

YieLD_Y_ CLose

YLDYCL

Yield calculated from yesterday's closing price.

YieLD_Y_ Settlement

YLDYS

Yield calculated from yesterday's settlement price.

YieLD_Y_HIgh

YLDHI

Yesterday's highest yield calculated from yesterday's lowest price.

YieLD_Y_LOw

YLDYLO

Yesterday's lowest yield calculated from yesterday's highest price.

YieLD_Y_OPen

YLDOP

Yield calculated from yesterday's opening price.

 

Here is a list of Labels that were and were not affected during pre-open (Trade Clear):

 

Label

Notes

Open

Shows value from previous Business day

High

Shows value from previous Business day

Low

Shows value from previous Business day

LastTradeOrSettle

Shows value from previous Business day

T_TickVol

Shows value from previous Business day

T_High

Shows value from previous Business day

T_Low

Shows value from previous Business day

OPenNoSettlement

Shows value from previous Business day

HighNoSettlement

Shows value from previous Business day

LowNoSettlement

Shows value from previous Business day

LastNoSettlement

Shows value from previous Business day

T_SettlementCompositeSession

Shows value from previous Business day

Y_TTickVol

Shows value from previous Business day

T_Cvol

Shows value from previous Business day

HighTime

Shows value from previous Business day

LowTime

Shows value from previous Business day

 

 

YesterdayOpen

Not affected by the project, displays same value

YesterdayHigh

Not affected by the project, displays same value

YesterdayLow

Not affected by the project, displays same value

YesterdayClose

Not affected by the project, displays same value

T_Settlement

Not affected by the project, displays same value

Y_Settlement

Not affected by the project, displays same value

Y_SettlementCompositeSession

Not affected by the project, displays same value

 

 

LastTradeToday

Not affected by the project, stays empty

PercentNetLastTrade

Not changed by the project, stays empty

 

 

NetLastTradeToday

Calculated based on previous Business day’s Settlement or Last Trade

NetLastQuoteToday

Calculated based on previous Business day’s Settlement or Last Trade

NetLastQuote

Calculated based on previous Business day’s Settlement or Last Trade

NetPriorQuote_1

Calculated based on previous Business day’s Settlement or Last Trade

NetPriorQuote_2

Calculated based on previous Business day’s Settlement or Last Trade

NetPriorQuote_3

Calculated based on previous Business day’s Settlement or Last Trade

NetLastTrade

Calculated based on previous Business day’s Settlement or Last Trade

NetPriorTrade_1

Calculated based on previous Business day’s Settlement or Last Trade

NetPriorTrade_2

Calculated based on previous Business day’s Settlement or Last Trade

NetPriorTrade_3

Calculated based on previous Business day’s Settlement or Last Trade

NetLastAsk

Calculated based on previous Business day’s Settlement or Last Trade

NetPriorAsk_1

Calculated based on previous Business day’s Settlement or Last Trade

NetPriorAsk_2

Calculated based on previous Business day’s Settlement or Last Trade

NetPriorAsk_3

Calculated based on previous Business day’s Settlement or Last Trade

NetLastBid

Calculated based on previous Business day’s Settlement or Last Trade

NetPriorBid_1

Calculated based on previous Business day’s Settlement or Last Trade

NetPriorBid_2

Calculated based on previous Business day’s Settlement or Last Trade

NetPriorBid_3

Calculated based on previous Business day’s Settlement or Last Trade

 

Please note that besides QSS, these labels can be accessed via RTD, Custom Studies, etc.

 

Here is a list of Quote Spreadsheet 2 Labels, that are affected during pre-open (QSS 2 uses different notations):

 

Open

Shows value from previous Business day

High

Shows value from previous Business day

Low

Shows value from previous Business day

Trade/Settle

Shows value from previous Business day

Ticks Up/Down

Shows value from previous Business day

Trade No Settle

Shows value from previous Business day

Hi Session

Shows value from previous Business day

Low Session

Shows value from previous Business day

Vol Contract

Shows value from previous Business day

Ticks Total Today

Shows value from previous Business day

Time Low

Shows value from previous Business day

Time High

Shows value from previous Business day

High No Settle

Shows value from previous Business day

Low No Settle

Shows value from previous Business day

Open No Settle

Shows value from previous Business day