Display Field Descriptions
Many of Neovest's windows contain several headings (e.g., “Symbol,” “Last,” “Net,” “Trend,” etc.) that are referred to in Neovest as “display fields.”
Neovest's display fields are designed to display data on individual symbols and may be used when setting alerts.
The following list provides descriptions of many of the display fields provided by Neovest that you may choose to add to various Neovest windows:
1MoHigh — One-month high as of the previous day's close.
1MoLow — One-month low as of the previous day's close.
1WeekHigh — One-week high as of the previous day's close.
1WeekLow — One-week low as of the previous day's close.
52WkHigh — 52-week high as of the previous day's close.
52WkLow — 52-week low as of the previous day's close.
ASize — Current ask size (1 = 100 shares).
Ask — Current ask price.
AskMktCtr — Market center from which the current ask price was sent. Each market center in connection with this display field is represented by a single letter. To view the complete list of letters that represent the market centers that are associated with this display field, refer to the table immediately following this list of display fields.
Avg20DayRng — Average of the daily high-low range for the past 20 days.
Beta — Relative movement of a symbol verses the movement of the S&P 500 index.
Bid — Current bid price.
BidMktCtr — Market center from which the current bid price was sent. Each market center in connection with this display field is represented by a single letter. To view the complete list of letters that represent the market centers associated with this display field, refer to the table immediately following this list of display fields.
BSize — Current bid size (1 = 100 shares).
BSxAS — Bid size by ask size in truncated display format (1 = 100 shares).
Capital — Price of a symbol multiplied by the outstanding shares.
CAsk — Previous trading day's closing ask price.
CBid — Previous trading day's closing bid price.
Change% — Percentage change in price between the current price (last) and the previous day's close.
ChangeOp% — Percentage change in price between the current price (last) and the open.
CMid — Previous trading day's closing mid price.
Note: "Mid price" is defined as the current midpoint price between the bid and ask prices.
Cost — Overall cost of purchasing an equity or options order, excluding commissions and fees.
Currency — Standard currency (USD or Canadian) that has been selected in the "Order Entry Preferences" box to normalize position profit and loss values in all Neovest Order Entry windows. For information regarding how you may select a different standard currency, refer to the "General Tab" in the "Menu" chapter of Neovest's Help documentation.
CUSIP — CUSIP (Committee on Uniform Security Identification Procedures) number of a symbol's company.
Delta — Greek value representing the market sensitivity of an option to price, specifically the rate of change between an option's price and its underlying asset's price. For example, with respect to call options, a delta of 0.5 signifies that for every $1 the underlying symbol increases, the call option will increase by $0.50. Conversely, put option deltas will be negative, because as the underlying symbol increases, the value of the option will decrease. Thus, a put option with a delta of -0.5 will decrease by $0.50 for every $1 the underlying symbol increases in price. As an in-the-money call option nears expiration, it will approach a delta of 1.00, and as an in-the-money put option nears expiration, it will approach a delta of -1.00.
Div’d — Quarterly dividend payment per share.
EarnM — Annual earnings for a given symbol.
ECNSize — Size of the last trade executed by the INET ECN.
ECNTrade — Price of the last trade executed by the INET ECN.
ECNVol — Current volume traded on the INET ECN.
EPSq — Quarterly earnings per share.
EPSy — Annual earnings per share.
Exchange — Abbreviation of the exchange upon which an equity, future, or option is being traded.
ExpVol — Expected total volume expected for the current day at any given time on a specific instrument.
EZBorrow — "Yes" or "No" depending on whether the instrument is easy-to-borrow. Contact your Account Manager to learn if your sponsoring broker has made this feature available to you.
FiveYr — Five-year growth of a symbol as transmitted by your data provider.
Gamma — Greek value representing the market sensitivity of an option to second-order time-price sensitivity, specifically the rate of change for delta with respect to the underlying asset's price. Mathematically, gamma is the first derivative of delta and is used when trying to gauge the price of an option relative to the amount it is in or out of the money. When the option being measured is deep in or out of the money, gamma is small; when the option is near the money, gamma is largest.
High — High price of the current day.
InstHeld — Percentage of shares being held by institutional brokerages.
ISIN — The International Securities Identification Number, which is a unique international code used to identify a securities issue. Each country has a national numbering agency that assigns ISIN numbers for securities in that country.
Last — Last traded price.
Last+ — Last traded price including all Form-T trades.
Note: Form-T trades occur during pre- and post-market trading hours.
LastSize — Current last trade size (100 = 100 shares).
Low — Low price of the current day.
LSize — Current last trade size (1 = 100 shares).
LSize+ — Current last trade size including all Form-T trade sizes.
Note: Form-T trade sizes occur during pre- and post-market trading hours.
Mean — Midpoint between the current high and low.
Mid — Current midpoint price between the bid and ask.
MinSinceOpen — Number of minutes since market open.
Net — Net change between the current price (last) and the previous day's close.
NetOp — Difference between the current price (last) and the open.
News — Number of news stories for the current day.
NewsTime — Time that the latest news story was received.
Open — Opening price of the current day.
OpenInt — Number of futures or options contracts outstanding at a particular time.
PClose — Previous close (close as of the last trading day).
P2Close — Second previous close (close as of two days ago).
P2High — Second previous high (high as of two days ago).
P2Low — Second previous low (low as of two days ago).
P2Open — Second previous open (open as of two days ago).
P2Volume — Second previous volume (volume as of two days ago).
P_ADX_14 — 14-day Wilders Directional Movement indicator's ADX value as of the previous day's close.
P_BBBot_20 — 20-day bottom Bollinger Band value as of the previous day's close.
P_BBTop_20 — 20-day top Bollinger Band value as of the previous day's close.
P_EMA_[4-200] — Exponential moving average of closing prices as of the previous day's close. Exponential moving average values span from a four-day exponential moving average to a 200-day exponential moving average.
P_MAV_[4-200] — Moving average of closing prices as of the previous day's close. Moving average values span from a four-day moving average to a 200-day moving average.
P_RSI_14 — 14-day Relative Strength Index indicator value as of the previous day's close.
P_RSI_8 — Eight-day Relative Strength Index indicator value as of the previous day's close.
PClose — Previous day's closing price.
PE — Price to earnings ratio.
Peg Type — Pegging type selected during the setup process of a particular order that is used to determine how the order will be displayed in the market. Each Neovest supported destination provides its own unique pegging types. For descriptions of the pegging types that each Neovest supported destination provides, refer to the "Order Entry Destinations" section in the "Orders" chapter of Neovest's Help documentation.
PHigh — Previous day's high.
PLow — Previous day's low.
POpen — Previous day's open.
prevEPSq — Previous quarter's earnings per share.
projEPSy — Projected next year's earnings per share estimate.
PVolume — Previous day's volume (yesterday's volume).
Range% — Percentage of the last price in relation to today's high-low range.
Rho — Greek value representing the rate at which the price of an option changes relative to a change in the risk-free rate of interest. Rho measures the sensitivity of an option to a change in interest rate. For example, if an option has a rho of 12.124, then for every percentage point increase in interest rates, the value of the option increases 12.124%.
SalesM — Annual sales or revenue of a company, quoted in millions.
SAM — Stealth Accumulation Monitor value as of the previous day's close. SAM is a technical indicator that attempts to uncover imbalances in the current supply versus demand relationship of a stock and its price pattern. Volume accumulation indicators are compared to recent price activity, and divergences are assigned a score. The higher the SAM score, the greater the divergence. SAM scores range from 0 to 1, and scores greater than 0.30 are considered significant indications of accumulation.
SEDOL — The Stock Exchange Daily Official List number, which is the code used by the London Stock Exchange to identify foreign stocks, especially those that aren't actively traded in the U.S. and that don't have a CUSIP number.
SharesM — Outstanding shares of a company, quoted in millions.
Stop Price — Price that must be reached or bettered in order for an automatic market or limit order to be generated. A Stop Price should be entered below the current price if the order is a sell order and above the current price if the order is a buy order. Stop Price sell orders are generally used to limit potential losses on long stock positions in falling markets, and Stop Price buy orders are generally used to protect against an upside risk if a stock has been shorted. "STOP" or "SLMT" must be selected as the order type and a "Stop Price" value must be entered during the setup process of an order for this display field to show a value. For descriptions of the order types that Neovest supports, refer to the "Stock Order Ticket Descriptions" section in the "Orders" chapter of Neovest's Help documentation.
Symbol — Ticker symbol of a company.
Theta — Greek value representing the measure of the rate of decline in the value of an option due to the passage of time. Theta can also be referred to as the time decay on the value of an option. If everything is held constant, then the option will lose value as time moves closer to the maturity of the option. For example, if the strike price of an option is $1,150 and theta is 53.80, then in theory the value of the option will drop $53.80 per day.
Vega — Greek value representing the amount that the price of an option changes compared to a 1% change in volatility. Vega changes when there are large price movements in the underlying asset, and vega falls as the option gets closer to maturity. Vega can change even if there is no change in the price of the underlying asset as a result of a change in expected volatility. For example, if the vega of an option is -96.94 and if implied volatility were to rise by 1%, then the option value would fall by $96.94.
TicVol — Total number of trades for the current day.
TotalDFlow — Total amount of money traded during the current day.
TotalVol — Total amount of volume traded during the current day.
Trend — Current direction of the last trade.
VolAve% — Ratio of volume vs. the 20-day average volume (VolAvg20). The field is scaled as a function of time (i.e., the number of minutes since the open vs. the number of minutes in a trading day).
VolAve%W — Ratio of volume vs. the 20-day average volume (VolAvg20). The field is scaled as a function of time (i.e., the number of minutes since the open vs. the number of minutes in a trading day). The difference between VolAve% and VolAve%W is that the VolAve%W takes into account that most of the volume happens during the morning and the late afternoon of the market.
VolAvg20 — 20-day average volume as of the previous day's close.
VolAvg60 — 60-day average volume as of the previous day's close.
VolHi60 — Highest daily volume of the past 60 days as of the previous day's close.
VolProfile — Volume profile of a security over the past 21 days.
Volt_CC — 50-period Historic Volatility CC value, smoothed by 20 periods, as of the previous day's close.
Volume — Total amount of volume traded during the current day.
VWAP — Volume Weighted Average Price, which is calculated by dividing the sum of the dollars traded for every transaction (price multiplied by the number of shares traded) by the total number of shares traded for the day.
xDivDate — Displays the date when dividends will be paid to all shareholders.
Yield — Annual dividend per share divided by the previous day's closing price, as a percentage (multiplied by 100).
YrHigh — High of the current year or life of the contract.
YrLow — Low of the current year or life of the contract.
Note: The following table contains the market center letters that are associated with the "AskMktCtr" and "BidMktCtr" display fields.
| Market Center | Exchange |
| a | American Stock Exchange |
| b | Boston Stock Exchange |
| c | Cincinnati Stock Exchange |
| m | Chicago Stock Exchange (Mid American) |
| n | New York Stock Exchange |
| p | Pacific Stock Exchange |
| s | NASDAQ Small Caps |
| t | NASDAQ |
| x | Philadelphia Stock Exchange |
| w | Chicago Board of Options Exchange |