QuoteFields Class
Contains a list of quote field names that can be used to read a Quote["Name"] value from a Quotes or QuotesProvider collection of fields.
Prices are typically referenced as a .DoubleValue, size values (including Volume and Trades) as an .IntegerValue, Date and Time as a .DateValue, and names/descriptions as a .StringValue. Refer to Value Type below to identify the type of property needed to read a specific Quote["Name"] value. These value types are also shown in the Example section of the EL Dictionary Description pane for a specific field name.
Value1 = QuotesProvider1.Quote["Ask"].DoubleValue; // gets the numeric value of the current ask (offer)
Value2 = QuotesProvider1.Quote["AskSize"].IntegerValue // gets the number of shares/contracts of the last ask (offer)
Plot1(QuotesProvider1.Quote["AskDate"].DateValue) // plots the last ask (offer) date
Plot1(QuotesProvider1.Quote["AskExchange"].StringValue) // plots the exchange name of the last ask (offer)
Quote
fields do not reference history. In Chart Analysis, they will only
plot a value from the current bar forward.
Namespace: tsdata.marketdata
Properties
Additional properties, methods, and events are described in the classes listed under Inheritance Hierarchy (see below).
| Name | Summary | Value Type |
| Ask | The price at which a security, futures, or other financial instrument is offered for sale. | double |
| AskConditions | Conditions associated with the Ask. | string |
| AskDate | The date of the most recently available ask price. | date |
| AskExchange | The exchange from which the last ask was sent. | string |
| AskSize | The number of trading units a dealer is prepared to sell for a symbol. | int |
| AskTime | The time of the most recently available ask price. | date |
| Bid | The highest price a prospective buyer is prepared to pay at a particular time for a trading unit of a given symbol. | double |
| BidConditions | Conditions associated with the Bid. | string |
| BidDate | The date of the most recently available bid price. | date |
| BidExchange | The exchange from which the last bid was sent. | string |
| BidSize | The number of trading units a prospective buyer is prepared to purchase for a symbol. | int |
| BidTime | The time of the most recently available bid price. | date |
| BigPointValue | The dollar value represented by a full point of price movement. | double |
| CallOpenInterest | The daily total Call option open interest of all the options for an underlying stock, index, or future. | int |
| CallVolume | The daily total Call option volume of the options for an underlying stock, index, or future. | int |
| Category | A number representing the SecurityType enum value. | int |
| Count | The number of named items in the QuoteFields list. | int |
| CurrentOpenInterest | The last know open interest for the symbol. | int |
| CurrentTurnover | The current turnover value. | int |
| DailyClose | The closing price for the trading day. | double |
| DailyHigh | The high price for the trading day. | double |
| DailyLimit | The number of price increments that a futures symbol can move (from the previous days settlement) before trading is halted. | int |
| DailyLow | The low price for the trading day. | double |
| DailyOpen | The opening price for the trading day. | double |
| DailyTrades | The total number of trades for the trading day. | int |
| DailyTradesDown | The number of down trades (price less than previous) for the trading day. | int |
| DailyTradesUnchanged | The number of unchanged trades (price same as previous) for the trading day. | int |
| DailyTradesUp | The number of up trades (price greater than previous) for the trading day. | int |
| DailyVolume | The total trade volume for the trading day. | int |
| DailyVolumeDown | The down trade volume (price less than previous) for the trading day. | int |
| DailyVolumeUnchanged | The unchanged trade volume (price same as previous) for the trading day. | int |
| DailyVolumeUp | The up trade volume (price greater than previous) for the trading day. | int |
|
|
The full name of the symbol. | string |
| ExchangeListed | The exchange under which the symbol is listed. | string |
| ExpirationDate | The expiration date of the future or option symbol. | date |
| Field[idx] | The collection of QuotesFields item names. An Item is accessed using idx. | string |
| FirstNoticeDate | The first notice of the futures contract. | date |
| High52Week | The highest price of the last 52 weeks. | double |
| ImpliedVolatility | The calculated value of the implied volatility. | string |
| Last | The last price at which the symbol was traded. | double |
| LastConditions | Conditions associated with the Last price. | string |
| LastTradingDate | The date of the last day an option, future, position leg or an asset was traded. | date |
| Low52Week | The lowest price of the last 52 weeks. | double |
| Margin | The amount that you are borrowing when trading on a margin account. | double |
| MinMove | The minimum price movement. | double |
| OptionType | The type of option. A value of 2 for the Quote returned when this field is used indicates that the symbol is a put option. A value of 1 indicates that the option is a call option. A value of 0 indicates that the symbol is not an option's symbol. | int |
| PreviousClose | The closing price of the previous day. | double |
| PreviousOpenInterest | The open Interest of the previous trading day. | int |
| PreviousVolume | The volume of shares or contracts traded from the previous session. | int |
| PutOpenInterest | The open interest for all Put options trading for the underlying asset. | int |
| PutVolume | The total Put volume. | int |
| Settlement | The specified value from the data feed. | double |
| StrikePrice | The stated price per share or per contract for which the underlying asset may be purchased (in the case of a call), or sold (in the case of a put), by the option holder upon exercise of the option contract. | double |
| SymbolRoot | The string expression containing the symbol root. | string |
| SymbolConditions | Conditions associated with the Symbol. | string |
| TradeDate | The date of the current trade. | date |
| TradeExchanged | The exchange from which the last trade was sent. | string |
| TradeTime | The time of the current trade. | date |
| TradeVolume | The volume of the current trade. | int |
| TradingSymbol | The symbol that can be traded is association with the quoted symbol. In some cases, particularly futures, the symbol on the chart cannot be traded as is (e.g., a continuous futures symbol like @ESM18), but there is a "trading symbol" that can be used to trade the symbol on the chart (for this example, it is ESM18). | string |
| Underlying | The specified value from the data feed. | string |
| VWAP | The volume weighted average daily price. | double |