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. |
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 |