Welcome to CloudQuant Event Driven Backtesting
- Cloudquant's backtester is an EVENT DRIVEN system.
- Unlike a typical computer program, your code does not run from start to finish. Your strategy, your algo will receive callbacks from a master control system every time a specific event occurs.
- You place your code in that event callback and make decisions based on that event and the data it passes your algo.
- Some of these events are exclusive to CloudQuant ELITE users. You can decide to disable events that you do not use (this can help to speed up your code).
- When your script is run, a unique version is instantiated for each symbol in our overall universe (as of early 2018 this is exclusively US Equities, over 8800 symbols).
- One of the first callbacks is is_symbol_qualified, it is called once for every symbol in this overall universe.
- If you return a True from is_symbol_qualified then the script will continue to run, if you return a False then it will be terminated for this current symbol.
- Place your universe selection criteria into is_symbol_qualified. The smaller your universe of symbols, the faster your tests will run.
- Don't use md.L1. data in is_symbol_qualified, Level 1 data is only available once the script starts.
- You can use md.stat. data (static fundamental) data, such as md.stat.prev_close, md.stat.atr, md.stat.avol etc. See md.stat
- You can also use lists in is_symbol_qualified to limit your universe.. See the documentation under Reference > ListsMariner Backtesting - Lists
| CloudQuant Language | Short Description |
|---|---|
| Symbol | Varies depending on which Callback you are in |
| symbol | use this in @classmethod callbacks ie is_symbol_qualified and backtesting_extra_symbols |
| self.symbol | use this in instance method (aka SYMBOL method) callbacks, ie everywhere else |
| md.symbol | |
| Event Callbacks | SYMBOL level Callbacks from the master system |
| def on_start(self, md, order, service, account): | called at the beginning of each instance |
| def on_finish(self, md, order, service, account): | called when an instance is terminated |
| def on_timer(self, event, md, order, service, account): | ELITE ONLY called when a timer event is received |
| def on_minute_bar(self, event, md, order, service, account, bar): | Callback every time a new minute bar is created for the symbol. Effectively it is called every minute before on_trade is called, or (if there has been no trading) 5 seconds after a new minute starts |
| def __init__(self): | initialization callback, use as def init(self, **params) if you wish to pass in external parameters, pass them in as a dictionary ie {"shares":100,"maxatr":2.5,"minrvol":2.0} |
| def on_trade(self, event, md, order, service, account): | ELITE ONLY Called when time and sales message is received |
| def on_nbbo_price( self, event, md, order, service, account ): | ELITE ONLY Called when national best bid offer (nbbo) prices change (not size) |
| def on_news(self, event, md, order, service, account): | ELITE ONLY News callback, see also market data md.news section below |
| def on_arca_imbalance(self, event, md, order, service, account): | ELITE ONLY Called when arca imbalance message is received (Open,Close,IPO,Halt) |
| def on_amer_imbalance(self, event, md, order, service, account): | ELITE ONLY Called when an American imbalance message is received (Open,Close,IPO,Halt) |
| def on_nasdaq_imbalance(self, event, md, order, service, account): | ELITE ONLY Called when nasdaq imbalance message is received (Open,Close,IPO,Halt) |
| def on_nyse_imbalance(self, event, md, order, service, account): | ELITE ONLY Called when nyse/amex/nsye mkt/openbook message is received (Open,Close,IPO,Halt) |
| Order Handling Event Callbacks CQ ELITE ONLY | SYMBOL level Order Handling Callbacks from the master system |
| def on_ack(self, event, md, order, service, account): | ELITE ONLY Called when order considered pending by the system |
| def on_reject(self, event, md, order, service, account): | ELITE ONLY Called when an order is rejected (locally or other parts of the order processes e.g. the market) |
| def on_fill(self, event, md, order, service, account): | ELITE ONLY Called when the position changes in this account and symbol (whether manually or automated) |
| def on_cancel(self, event, md, order, service, account): | ELITE ONLY Called when the market has confirmed an order has been canceled |
| def on_cancel_reject(self, event, md, order, service, account): | ELITE ONLY Called whenever an order cancellation is rejected for any reason. A cancellation may be rejected if the order has already been filled, or if the exchange does not allow the cancellation. |
| @classmethod Event Callbacks | CLASS level Callbacks from the master system |
| def on_strategy_start(cls, md, service, account): | Should be preceded by @classmethod - Called when the strategy starts (aka before anything else) |
| def on_strategy_finish(cls, md, service, account): | Should be preceded by @classmethod - Called when the strategy finish (aka after everything else has stopped) |
| def is_symbol_qualified(cls, symbol, md, service, account): | Should be preceded by @classmethod - Called once for every symbol in our system, return a true if you want that symbol to run in the model |
| def backtesting_extra_symbols(cls, symbol, md, service, account): | Should be preceded by @classmethod - Used to load other symbols data not in is_symbol_qualified(). Only used in backtesting |
| Time | Time Functions!** 86400000000μs in a day, 3600000000μs in an hour, 60000000μs in a minute |
| service.time(hours, minutes, seconds, milliseconds) | Create an Absolute Time used to compare with Timestamps, convert a human time to system time, you can submit service.time(15) or service.time(15,20) etc |
| service.time_interval(hours, minutes, seconds, milliseconds) | Convert to milliseconds for time math. Convert to hours mins secs millisecs into 1 millisec number to use for time math ie current time plus an hour... eg service.time_interval(0,0,1,1) 1 second and 1 millisecond will return the integer 1001000 |
| service.time_to_string(muts,format="%Y-%m-%d %H:%M:%S.%f") | Converts the internal machine integer value for time into Human readable DateTime ie event.timestamp or md.L1.timestamp into a string |
| service.time_to_string(md.L1.timestamp, '%Y-%m-%d') | gets the value from md.L1.timestamp and strips out the date |
| service.time_to_string(event.timestamp)[-15:-3] | gets the human readable date time from the event.timestamp (can be any timestamp) and pulls out the time |
| service.system_time | Returns the machine integer value for system time, the time in the backtest system, not the event time or the time of the market data which can be different |
| service.get_market_hours(date_offset=-1) | returns a tuple like (1455633000000000, 1455656400000000) so service.get_market_hours(date_offset=-2)[0] will give you the machine int for 2 trading days ago (First number is open datetime, second number is close datetime) |
| md.market_close_time | Try to use this rather than hard coding 16:00 as some trading days end earlier (ie 13:00 on half day trading) |
| md.market_open_time | As we increase the markets we trade in the market open time may vary, better to use this than hard coding the time. |
| md.market_close_time - service.time_interval(minutes=30) | 30 minutes before the close |
| md.market_open_time + service.time_interval(hour=1) | 1 hour after the open |
| Market Data | md. commands are used to access Market Data, by default this is the current symbol but you can access other symbols, see below |
| md.L1.last | Last price for the current symbol |
| md['SPY'].L1.last | Last price for SPY (or any other symbol you specify) regardless of which symbol has been called |
| Market Data - STATIC | Unchanging Market Data - for most of these you can use TA-LIB to create alternate timeframes |
| md.stat.atr | ATR - Average True Range (aka Average Trading Range), over 10 days based on an underlying 250 days of TR (True Range). |
| md.stat.avol | AVOL (21 day) - Average Volume over 21 days, or whatever smaller number of days is actually available. |
| md.stat.beta | Beta - Beta, computed over a 249 day time period (250 bars) by default, or as short as 20 days (21 bars) if more aren't available, or NaN if only fewer are available. |
| md.stat.dividend_amount | Dividend Amount - in dollars applied to the stock price |
| md.stat.dividend_comment | Dividend Comment - this may provide more details on the type of dividend. |
| md.stat.dividend_percent | Dividend Percent - ratio (dividend / prev_close) |
| md.stat.exchange | Primary Exchange N=NYSE, Q=Nasdaq, A=Amex, P=ARCA |
| md.stat.lot_size | Lot Size - Number of shares per lotfor this symbol (normally 100) |
| md.stat.prev_close | Previous Close - In backtesting this is the UNADJUSTED close price, for the adjusted close price use the bar data... md.bar.daily(start=-1).close[0] . In LIVE/FORWARD TESTING this variable is the ADJUSTED close, for the UNADJUSTED close in live you should use md.stat.unadjusted_prev_close |
| md.stat.unadjusted_prev_close | Live and Forward Testing Only The unadjusted closing price from previous day |
| md.stat.split_ratio | Split Ratio - The ratio of the stock split that was applied to the price. Only available in Forward/Live not backtesting |
| md.stat.prev_symbol | The previous days symbol. If there was a symbol name change, you can see what it was prior. If the name is the same, then the prev_symbol will match the current. |
| Market Data md.L1. | Level 1 Market Data |
| L1 data is most useful (and sometimes ONLY available) in on_nbbo and on_trade which are CQ ELITE callbacks. If it is available in on_minute it will either be the latest value or, but if it is a 'minute' value it will probably be a 0 or nan having just been reset with the start of the new minute. | |
| md.L1.abs_net_change_percent_atr | PC Net of ATR |
| md.L1.acc_volume | Accumulated Volume |
| md.L1.agr_ask_size | ELITE ONLY Sum of all ask participants in the SIP data. See md.L2 for live options |
| md.L1.agr_bid_size | ELITE ONLY Sum of all bid participants in the SIP data. See md.L2 for live options |
| md.L1.ask | Best Ask |
| md.L1.ask_change | Ask Change - Difference between previous and current ask. Positive for increase and negative for decrease. Originally simply the difference between the current and previous ask (i.e. 0 if no change) but now the difference between the current and previous different bid or ask (i.e. the value is carried forward and should never be zero) |
| md.L1.ask_exchange | Best Ask Exchange |
| md.L1.ask_size | Best Ask Size |
| md.L1.bid | Best Bid |
| md.L1.bid_change | Bid Change - Difference between previous and current bid. Positive for increase and negative for decrease. Originally simply the difference between the current and previous ask (i.e. 0 if no change) but now the difference between the current and previous different bid or ask (i.e. the value is carried forward and should never be zero) |
| md.L1.bid_exchange | Best Bid Exchange |
| md.L1.bid_size | Best Bid Size |
| md.L1.change_from_open | Change from Open |
| md.L1.close | Close Price - on day of trading, contains nan until close price is by the first print after at 16:00 regardless of the exchange |
| md.L1.closing_trade | Closing Trade Official End of Auction on Primary Exchange. The "6" print on the primary exchange - To locate the specific closing print at the time of the event, check for ("6" in md.L1.trade_condition and md.L1.exchange==md.stat.exchange) in on_trade. |
| md.L1.closing_trade_timestamp | Closing Time from the "6" print on the primary exchange. 0 until it is set. |
| md.L1.closing_trade_volume | Close Trade Volume from the "6" print on the primary exchange. |
| md.L1.core_acc_volume | Accumulated Volume During Market Hours |
| md.L1.daily_askvol | Daily Ask Volume |
| md.L1.daily_bidvol | Daily Bid Volume |
| md.L1.daily_count | Daily Count |
| md.L1.daily_high | Daily High |
| md.L1.daily_high_timestamp | Daily High Time |
| md.L1.daily_low | Daily Low |
| md.L1.daily_low_timestamp | Daily Low Time |
| md.L1.daily_spread | Daily Spread |
| md.L1.daily_vwap | Daily VWAP |
| md.L1.exchange | Last Trade Exchange |
| md.L1.gap | Open GAP |
| md.L1.halt_reason | Halt Reason - derived from quote data, only available in forward testing and live |
| md.L1.halt_time | Halt Time - derived from quote data, only available in forward testing and live |
| md.L1.is_halted | Is Halted - derived from quote data, only available in forward testing and live |
| md.L1.last | Last Trade |
| md.L1.last_in_range | LIR |
| md.L1.last_size | Last Trade Size |
| md.L1.lower_limit_price_band | Lower Limit Price Band (LULD) |
| md.L1.minute_askvol | Minute Ask Volume - Elite only - for use in on_trade ie intra minute, if checked in on_minute will be 0 |
| md.L1.minute_bidvol | Minute Bid Volume - Elite only - for use in on_trade ie intra minute, if checked in on_minute will be 0 |
| md.L1.minute_close | Minute Close - Elite only - for use in on_trade ie intra minute, if checked in on_minute will be nan |
| md.L1.minute_count | Minute Count - Elite only - for use in on_trade ie intra minute, if checked in on_minute will be 0 |
| md.L1.minute_high | Minute High - Elite only - for use in on_trade ie intra minute, if checked in on_minute will be nan |
| md.L1.minute_low | Minute Low - Elite only - for use in on_trade ie intra minute, if checked in on_minute will be nan |
| md.L1.minute_open | Minute Open - Elite only - for use in on_trade ie intra minute, if checked in on_minute will be nan |
| md.L1.minute_spread | Minute Spread - Elite only - for use in on_trade ie intra minute, if checked in on_minute will be nan |
| md.L1.minute_start_timestamp | Timestamp of the start of the minute (not the first event in the minute) - update 2020/1/12 |
| md.L1.minute_volume | Minute Volume - Elite only - for use in on_trade ie intra minute, if checked in on_minute will be 0 |
| md.L1.minute_vwap | Minute VWAP - Elite only - for use in on_trade ie intra minute, if checked in on_minute will be nan |
| md.L1.net_change | PC Net Change |
| md.L1.net_percent_change | Percent Net Change |
| md.L1.open | Not necessarily the open price, it is the first print after 9:30am regarless of the exchange - on the day of trading, contains nan until open price is set |
| md.L1.opening_trade | Opening Trade Official End of Auction on Primary exchange - To locate the specific opening print at the time of the event, check for ("O" in md.L1.trade_condition and md.L1.exchange==md.stat.exchange) in on_trade. |
| md.L1.opening_trade_timestamp | Opening Timestamp from the "O" print (md.L1.trade_condition) on the primary exchange. 0 until it is set. |
| md.L1.opening_trade_volume | Opening Trade Volume from the "O" print (md.L1.trade_condition) on the primary exchange. |
| md.L1.percent_change_from_open | Percent Change from Open |
| md.L1.primary_acc_volume | Accumulated Volume Primary Exchange |
| md.L1.rvol | RVOL |
| md.L1.sliding_gap | prior to open = last-prev_close, after open is GAP (open-prev_close) |
| md.L1.sliding_gap_percent | Sliding GAP Percent - value above divided by prev_close to give a percentage sliding gap |
| md.L1.ssr | Short Stock Restriction Code (SSR) - No data in Backtesting |
| md.L1.timestamp | Timestamp |
| md.L1.trade_condition | Last Trade Condition - A List containing up to 4 conditions associated with the last trade. Treat this as a Python list - '6' in md.L1.trade_condition would be True if it was in the list, code... ("O" in md.L1.trade_condition and md.L1.exchange==md.stat.exchange) to identify the opening print on the primary exchange. Use ("6" in md.L1.trade_condition and md.L1.exchange=md.stat.exchange) to identify the closing print. See List |
| md.L1.trade_direction | Trade Direction |
| md.L1.trade_position | Last Trade Position |
| md.L1.upper_limit_price_band | Upper Limit Price Band (LULD) |
| md.L2.get_best_asks_to_price(price) | best asks to price - Live and Forward only |
| md.L2.get_best_bids_to_price(price) | best bids to price - Live and Forward only |
| md.L2.get_exchange_best_ask(exchange) | exchange best ask - Live and Forward only |
| md.L2.get_exchange_best_bid(exchange) | exchange best bid - Live and Forward only |
| Bars | Access to historic Formed bar data Daily and Minute. For data from the forming bars (current incomplete "live" bar) see md.L1. above |
| md.bars. Data Passed in | This is the data you pass to the bar calls |
| start | An offset. Normally negative -10 = 10 days/minutes ago. Or a timestamp. |
| end | An offset. Optional. Normally negative -8 = 8 days/minutes ago. Or a timestamp. |
| include_empty | Returns bars for empty minutes, Empty bars contain NaN if no trades happened in bar (use .valid to check bar) |
| include_extended | MINUTE ONLY Include pre/post minute bars |
| bar_size | MINUTE ONLY Minute bar size. Based off 9:30 start time |
| today_only | MINUTE EXTENDED ONLY Limits the bars returned to today only |
| md.bars Data returned | This is the data returned by the bar call |
| askvol | the volume of trades that occurred at the ask during timeframe |
| avgdelta | Average change in price between trades during time period. |
| bidvol | the volume of trades that occurred at the bid during timeframe |
| bvwap | DAILY ONLY the vwap for the bar, see md.L1.minute_vwap for the vwap for the current minute |
| bwap | LIVE MINUTE ONLY the vwap for the minute bar but is only available on the live trading system |
| close | final, or closing price for the bar |
| closing_trade | DAILY ONLY closing price for the symbol's primary exchange (6 print, MOC print) |
| count | number of items contributing to the bar |
| high | highest price for the bar |
| length | time length for the bar (rolled bars - see bar_size above) |
| low | lowest price for the bar |
| open | first qualifying trade of the bar, so for daily bars this will be the first non odd-lot print after 9:30. Not necessarily the "Opening Print"/"O" print. See below. |
| opening_trade | DAILY BARS ONLY Opening price for the symbol's primary exchange (ie the "O" print, the MOO print). if it is 0.0 then use the value in open (see above) |
| spread | average difference between the ask and the bid for the bar |
| symbol | symbol for the bar |
| timestamp | timestamps for the beginning of each bar, use service.time_to_string(muts,format="%Y-%m-%d %H:%M:%S.%f") to pull the date/time |
| valid | whether or not bar is valid |
| volume | volume for the bar |
| vwap | volume weighted average price(vwap) of the bar, for minute bars this is the vwap for the day up to this point |
| md.bars Examples | Real world examples of bar fetch requests |
| md.bar.daily(start=-10) | Fetch the last 10 daily bars - This will always have a length of 16 because there are 16 different list contained in the returned list, an open list, a close list etc |
| md.bar.daily(start=-10).open | Fetch the last 10 daily bars open prices |
| md.bar.daily(start=-10).close | Fetch the last 10 daily bars close price |
| md.bar.daily(start=-10).low | Fetch the last 10 daily bars low prices |
| md.bar.daily(start=-10).high | Fetch the last 10 daily bars high prices |
| md.bar.daily(start=-10).volume | Fetch the last 10 daily bars volumes |
| md.bar.load_daily_bars(days=730) | Used in on_start to expand the number of daily bars from base of 1 year, use multiples of 365 (so 730 gets you 502/503 bars, 1095 gets you 755/756 bars). Caution, this WILL SLOW DOWN YOUR SCRIPT! |
| md.bar.minute(start=-5) | Fetch the last 5 minute bars - This will always have a length of 16 because there are 16 different list contained in the returned list, an open list, a close list etc |
| md.bar.minute(start=-5).open | Fetch the last 5 minute bars open prices |
| md.bar.minute(start=-5).close | Fetch the last 5 minute bars close price |
| md.bar.minute(start=-5).low | Fetch the last 5 minute bars low prices |
| md.bar.minute(start=-5).high | Fetch the last 5 minute bars high prices |
| md.bar.minute(start=-5).volume | Fetch the last 5 minute bars volumes |
| md.bar.daily_by_index(-10) | Will have up to 10 items no matter how many days it needs to go back |
| md.bar.minute_by_index(-10) | Will have up to 10 items no matter how many minutes it needs to go back (limited by the parameters of the method) |
| service.time_to_string(md.bar.daily(start=-1).timestamp[0], '%Y-%m-%d') | Gets the date of the bar for the most recent completed trading day |
| md.bar.minute(start=-1, bar_size=15) | Roll your own sized bars from the minute bars, caution on timing, best to do in on_minute_bar or on_timer |
| md.bar.minute(start=-300, today_only=False,include_extended=False) | Get the last 300 bars, go back into yesterday but dont include pre/post |
| md.bar.minute(start=-300, today_only=False,include_extended=True) | Get the last 300 minute bars, go back into yesterday, include pre and post |
| md.bar.minute(start=-100, bar_size=15,include_extended=True) | Get the last 100 bars, use pre and post, roll into 15m bars |
| md.bar.minute(start=-300, bar_size=10,today_only=False,include_extended=False) | Get the last 300 bars, do not use pre post but go back into yesterday if you need to, roll into 10 min bars |
| md.bar.minute(start=-300, bar_size=5,today_only=False) | Get 300 minute bars, go back into yesterday, not pre or post, roll into 5m bars |
| md.bar.minute(start=yestOpTime,end=yestClTime,today_only=False) | minute bars from yesterday, use yestOpTime,yestClTime = service.get_market_hours(-1) to get the open and close timestamps for the previous day |
| News | News Headline data |
| md.news.headline | Headline |
| md.news.hyperlink | Hyperlink |
| md.news.provider_name | Provider Name |
| md.news.source_instructions | Source Instructions |
| md.news.story_codes | Story Codes |
| md.news.symbols | Symbols |
| md.news.synopsis | Synopsis |
| md.news.timestamp | TimeStamp |
| md.news.wire_description | Wire Description |
| Service Functions | Input Output - Script input/output |
| service.account_notify() | |
| service.alert() | |
| service.info() | |
| service.read_file() | Read from a file in USER DATA, Advanced |
| service.write_file() | Writing to a File in USER DATA |
| Script Control | Controlling scripts |
| service.terminate() | Terminate a symbol at the end of this pass |
| service.hibernate() | |
| service.start_strategy() | |
| service.stop_strategy() | |
| Triggers | Managing System Methods/Callbacks |
| service.add_event_trigger() | ELITE ONLY Add a event trigger to the list of triggers. Should clear other event triggers first. It only works in on_start(). |
| service.add_time_trigger(timestamp,repeat_interval=None,timer_id=None) | ELITE ONLY add a time trigger that calls on_timer at the time you set with the id, repeat interval is integer time |
| service.clear_event_triggers() | ELITE ONLY Remove all event triggers from the list of triggers. |
| service.clear_time_triggers() | ELITE ONLY Remove all time triggers from the list of triggers. |
| General Overview of Timer Functions | |
| Account Functions | Getting account, risk, position and PnL information Main Documentation |
| account[self.symbol].position.entry_price | Entry Price for specific symbol |
| account[self.symbol].position.inventory | Dictionary containing position information including ENTRY TIME!! |
| account[self.symbol].position.mtm_price | MTM Price for specific symbol |
| account[self.symbol].position.shares | Position Shares for specific symbol |
| account.account_id | Account Id |
| account.buying_power | Buying Power |
| account.mtm_pl | MTM P&L |
| account.entry_pl | Entry P&L |
| account.open_capital_long | Open Capital Long |
| account.open_capital_short | Open Capital Short |
| account.open_symbols | useful for multi-day, add this to your is_symbol_qual - 'or symbol in account.open_symbols' |
| account.pending_capital_long | Capital Long |
| account.pending_capital_short | Capital Short |
| account.realized_entry_pl | Realized Entry P&L |
| account.realized_mtm_pl | Realized MTM P&L |
| account.unrealized_entry_pl | Unrealized Entry P&L |
| account.unrealized_mtm_pl | Unrealized MTM P&L |
| account.realized_entry_pl+account.unrealized_entry_pl | Total Entry PnL (calculated based on direction of trade and current bid/ask) |
| account.realized_mtm_pl+account.unrealized_mtm_pl | Total MTM PnL (calculated based on direction of trade and current bid/ask) |
| account[self.symbol].pending.capital_long | Pending capital Long for specific symbol |
| account[self.symbol].pending.capital_short | Pending capital Short for specific symbol |
| account[self.symbol].pending.count_long | Count of pending long orders for specific symbol |
| account[self.symbol].pending.count_short | Count of pending short orders for specific symbol |
| account[self.symbol].pending.shares_long | Pending shares Long for specific symbol |
| account[self.symbol].pending.shares_short | Pending shares Short for specific symbol |
| account[self.symbol].position.capital_long | Capital Long for specific symbol |
| account[self.symbol].position.capital_short | Capital Short for specific symbol |
| account[self.symbol].realized_pl.entry_pl | Realized Entry P&L for specific symbol |
| account[self.symbol].realized_pl.mtm_pl | Realized MTM P&L for specific symbol |
| account[self.symbol].unrealized_pl.entry_pl | Unrealized Entry P&L for specific symbol (calculated based on direction of trade and current bid/ask) |
| account[self.symbol].unrealized_pl.mtm_pl | Unrealized MTM P&L for specific symbol(calculated based on direction of trade and current bid/ask) |
| Profiling | Find out why your model is taking so long to run! |
| service.enable_profiling() | Enable the profiling process |
| service.disable_profiling() | Disable the profiling process |
| Imbalances | Imbalance Data NYSE AMEX NASDAQ |
| md.amer_imb.abs_price_diff_bid_ask | Price Diff abs Bid-Ask |
| md.amer_imb.abs_price_diff_from_pc | Price Delta PC |
| md.amer_imb.abs_price_diff_from_pc_percent_atr | Diff Match Price PC of ATR |
| md.amer_imb.clearing_price | Continuous Clear Price |
| md.amer_imb.closing_only_clearing_price | Close Clear Price |
| md.amer_imb.exchange | Exchange |
| md.amer_imb.flip_count | Flip Count (includes flips passing via a zero as of update 2020/1/12) |
| md.amer_imb.high_imbalance | Imbalance Shares High |
| md.amer_imb.high_imbalance_time | Imbalance Shares High Time |
| md.amer_imb.imbalance_quantity | Imbalance Shares |
| md.amer_imb.is_regulatory | Is Regulatory |
| md.amer_imb.last_flip_time | Flip Time (Last) |
| md.amer_imb.paired_quantity | Paired Quantity |
| md.amer_imb.price_diff_bid_ask | Price Diff Bid-Ask |
| md.amer_imb.price_diff_from_last | Price Diff from Last |
| md.amer_imb.price_percent_diff_last | Percent of Price |
| md.amer_imb.price_percent_pc | Price Diff Percent PC |
| md.amer_imb.reference_price | Reference Price |
| md.amer_imb.regulatory_quantity | Regulatory Imbalance Shares |
| md.amer_imb.shares_percent_primary_vol | Percent of NYSE Volume |
| md.amer_imb.shares_percent_vol | Percent of Volume |
| md.amer_imb.SSR_filling_price | SSR Filling Price |
| md.amer_imb.timestamp | Time |
| md.amer_imb.type | Nyse Imbalance Type |
| md.arca_imb.abs_price_diff_from_pc | Price Delta PC |
| md.arca_imb.abs_price_diff_from_pc_percent_atr | Diff Match Price PC of ATR |
| md.arca_imb.exchange | Exchange |
| md.arca_imb.flip_count | Flip Count (includes flips passing via a zero as of update 2020/1/12) |
| md.arca_imb.high_imbalance | Imbalance Shares High |
| md.arca_imb.high_imbalance_time | Imbalance Shares High Time |
| md.arca_imb.indicative_match_price | indicative_match_price |
| md.arca_imb.indicative_match_volume | indicative_match_volume |
| md.arca_imb.last_flip_time | Flip Time (Last) |
| md.arca_imb.market_imbalance | Market Imbalance |
| md.arca_imb.timestamp | Time |
| md.arca_imb.total_imbalance | Total Imbalance |
| md.arca_imb.type | Auction Type |
| md.nyse_imb.abs_price_diff_bid_ask | Price Diff abs Bid-Ask |
| md.nyse_imb.abs_price_diff_from_pc | Price Delta PC |
| md.nyse_imb.abs_price_diff_from_pc_percent_atr | Diff Match Price PC of ATR |
| md.nyse_imb.clearing_price | Continuous Clear Price |
| md.nyse_imb.closing_only_clearing_price | Close Clear Price |
| md.nyse_imb.exchange | Exchange |
| md.nyse_imb.flip_count | Flip Count |
| md.nyse_imb.high_imbalance | Imbalance Shares High |
| md.nyse_imb.high_imbalance_time | Imbalance Shares High Time |
| md.nyse_imb.imbalance_quantity | Imbalance Shares |
| md.nyse_imb.is_regulatory | Is Regulatory |
| md.nyse_imb.last_flip_time | Flip Time (Last) |
| md.nyse_imb.paired_quantity | Paired Quantity |
| md.nyse_imb.price_diff_bid_ask | Price Diff Bid-Ask |
| md.nyse_imb.price_diff_from_last | Price Diff from Last |
| md.nyse_imb.price_percent_diff_last | Percent of Price |
| md.nyse_imb.price_percent_pc | Price Diff Percent PC |
| md.nyse_imb.reference_price | Reference Price |
| md.nyse_imb.regulatory_quantity | Regulatory Imbalance Shares |
| md.nyse_imb.shares_percent_primary_vol | Percent of NYSE Volume |
| md.nyse_imb.shares_percent_vol | Percent of Volume |
| md.nyse_imb.SSR_filling_price | SSR Filling Price |
| md.nyse_imb.timestamp | Time |
| md.nyse_imb.type | Nyse Imbalance Type |
| md.nasdaq_imb.abs_price_diff_from_far | Far Price Diff abs |
| md.nasdaq_imb.abs_price_diff_from_far_percent_atr | Far Price Diff Percent Atr |
| md.nasdaq_imb.abs_price_diff_from_near | Near Price Diff abs |
| md.nasdaq_imb.abs_price_diff_from_near_percent_atr | Near Price Diff Percent Atr |
| md.nasdaq_imb.abs_price_diff_from_pc | Price Delta PC |
| md.nasdaq_imb.abs_price_diff_from_pc_percent_of_atr | Diff Match Price PC of ATR |
| md.nasdaq_imb.exchange | Exchange |
| md.nasdaq_imb.far_price | Far Price |
| md.nasdaq_imb.flip_count | Flip Count (includes flips passing via a zero as of update 2020/1/12) |
| md.nasdaq_imb.high_imbalance | Imbalance Shares High |
| md.nasdaq_imb.high_imbalance_time | Imbalance Shares High Time |
| md.nasdaq_imb.imbalance_quantity | Imbalance Shares |
| md.nasdaq_imb.last_flip_time | Flip Time (Last) |
| md.nasdaq_imb.near_price | Near Price |
| md.nasdaq_imb.paired_quantity | Paired Shares |
| md.nasdaq_imb.price_diff_from_far | Far Price Diff |
| md.nasdaq_imb.price_diff_from_near | Near Price Diff |
| md.nasdaq_imb.price_variation_indicator | Price Variation Indicator |
| md.nasdaq_imb.reference_price | Current Reference Price |
| md.nasdaq_imb.timestamp | Time |
| md.nasdaq_imb.type | Cross Type |
| md.market_close_time | Market Close Time |
| md.market_open_time | Market Open Time |
| Book Data | INTERNAL ONLY Depth of Book Data - ONLY IN AVAILABLE IN FORWARD TESTING AND LIVE - Very costly in CPU cycles to accumulate down the book! |
| md.book.get_all_ask_shares_to_price(price) | all ask shares to price |
| md.book.get_all_bid_shares_to_price(price) | all bid shares to price |
| md.book.get_ask_shares_at_price(exchange, price) | ask shares at price |
| md.book.get_ask_shares_to_price(exchange, price) | ask shares to price |
| md.book.get_ask_vwap_to_price(exchange, price) | ask vwap to price |
| md.book.get_bid_shares_at_price(exchange, price) | bid shares at price |
| md.book.get_bid_shares_to_price(exchange, price) | bid shares to price |
| md.book.get_bid_vwap_to_price(exchange, price) | bid vwap to price |
| md.book.get_top_price_of_all_book_asks() | top price of all book asks |
| md.book.get_top_price_of_all_book_bids() | top price of all book bids |
| md.book.get_top_price_of_book_asks(exchange) | top price of book asks |
| md.book.get_top_price_of_book_bids(exchange) | top price of book bids |
| Simple Order Placement | To be used when developing a model, these order type cannot be used in a LIVE trading environment |
| order.send(self.symbol, 'buy', 100, type='MKT') | Simple Market Order, use 'buy' or 'sell', shares, type defaults to MKT |
| order.send(self.symbol, 'buy', 100, type='LMT', price=1125) | Simple Limit Order, price is your Limit price, for a Buy it is the highest price you are willing to pay |
| order.send(self.symbol, 'sell', 100, type='LMT', price=1130) | Simple Limit Order, price is your Limit price, for a Sell it is the lowest price you are willing sell for |
| order.send(self.symbol, 'sell', 100, type='STP', stop=1125) | Simple Stop Market Order, use 'buy' or 'sell', stop price is the price at which the market order will be triggered |
| order.send(self.symbol, 'buy', 100, type='STL', stop=1130,price=1129.2) | Simple Stop Limit Order, use 'buy' or 'sell', stop price is the price at which the Limit order will be triggered, price is the Limit price (as above) |
| order.send(self.symbol, 'buy', 100, type='MOO') | Simple Market On Open Order, use 'buy' or 'sell', time restrictions apply, see docs |
| order.send(self.symbol, 'sell', 100, type='MOC') | Simple Market On Close Order, use 'buy' or 'sell', time restrictions apply, see docs |
| order.send(self.symbol, 'buy', 100, type='LOO', price=908.00) | Simple Limit On Open Order, use 'buy' or 'sell', price is the target limit price |
| order.send(self.symbol, 'sell', 100, type='LOC', price=908.00) | Simple Limit On Close Order, use 'buy' or 'sell', price is the target limit price |
| order.send(self.symbol, 'buy', 100, type='MIT', stop=1125) | Simple Market If Price is Touched. Send a Buy Market order if the price comes down to the (stop) price specified. |
| order.send(self.symbol, 'sell', 100, type='MIT', stop=1125) | Simple Market If Price is Touched. Send a Sell Market order if the price comes up to the (stop) price specified. |
| order.cancel(self.symbol, order_id=self.buy_handle) | Simple Order Cancel, capture the handle when placing the order and use to cancel - see documentation |
| Order Placement | You can use basic "limit" and "market" algos or more sophisticated algos, see below |
| order.algo_buy(self.symbol, algorithm="market", intent="init",order_quantity=100,collect=self.data_collection) | All orders must have an order_quantity except exits (intent='exit'). To collect data at the time of order use collect=, give it a dictionary and the data in the dictionary will be in your trades.csv file ie {'last': md.L1.last, 'bid': md.L1.bid, 'ask': md.L1.ask}. If you use the letters 'time' in a field name it will cause that field to be exported in TIME FORMAT!!! |
| order.algo_buy(self.symbol, algorithm="limit", intent="init",price=md.L1.bid -0.15,order_quantity=100,collect=self.data_collection) | A limit order must have a price |
| order.algo_sell(self.symbol, algorithm="market", intent="exit",collect=self.data_collection) | If it is an exit no need for quantity. collect= you can have a different dictionary for your exit! |
| order.cancel(symbol, order_id, criteria, user_key) | Complex function - see documentation |
| order.twap(self.symbol, 500, "buy", start_time=twap_start, end_time=twap_end, order_aggression=4) | TWAP - Time Weighted Average Price Order - See Documentation |
| order.twap_cancel(order_handle) | Capture handle when placing order and use to cancel - See Documentation |
| order.vwap(self.symbol, 5000, "buy", time_frame=10,order_aggression=3) | VWAP - Volume Weighted Average Price Order - See Documentation |
| order.vwap_cancel(order_handle) | Capture handle when placing order and use to cancel - See Documentation |
| Order Algos | A selection of order algos, for more options see Reference ... Order Algos |
| "market" | Simulation of basic market order |
| "limit" | Simulation of basic limit order, price must be passed, see above |
| For VWAP | Volume Weighted Average Price - has a unique order type, see above or documentation |
| For TWAP | Time Weighted Average Price - has a unique order type, see above or documentation |
| NYSE_MKT_BUY = "96c01190-bbcc-40c2-b3c1-d645e3dff215"# | NYSE market order BUY |
| NYSE_MKT_SELL = "a5a329d1-f81e-4d4b-99c3-dfff4053e09f"# | NYSE market order SELL |
| NASD_MKT_BUY = "1f9b553d-30bf-40a3-8868-ebe70b5079b2"# | NASDAQ market order BUY |
| NASD_MKT_SELL = "5fc61945-3498-47da-abf6-b5dabdc9f4ac"# | NASDAQ market order SELL |
| ARCA_MKT_BUY = "2b4fdc55-ff01-416e-a5ea-e1f1d4524c7d"# | ARCA market order BUY |
| ARCA_MKT_SELL = "8fdee8fe-b772-46bd-b411-5544f7a0d917"# | ARCA market order SELL |
| BATS_MKT_BUY = "103d9b43-937a-4590-9f54-1476f3545cf1"# | BATS market order BUY |
| BATS_MKT_SELL = "398a38ee-b614-4678-90a6-dbf40d2a54b9"# | BATS market order SELL |
| NYSE_LMT_BUY = "dc5c926b-077d-4446-a765-a11032925ffc"# | NYSE limit order BUY |
| NYSE_LMT_SELL = "8587f4f5-0301-4645-aa97-fc530eb9f0c2"# | NYSE limit order SELL |
| NASD_LMT_BUY = "4ad20d14-aacb-4850-9efe-cfa92d154304"# | NASDAQ limit order BUY |
| NASD_LMT_SELL = "09528d6b-7d4f-4cc2-8611-8bbecb33785c"# | NASDAQ limit order SELL |
| ARCA_LMT_BUY = "97a91492-1033-4a96-a546-9bff6df73b08"# | ARCA limit order BUY |
| ARCA_LMT_SELL = "c982d0cd-9be5-4a35-b89f-1f66b2495ec4"# | ARCA limit order SELL |
| NYSE_MOO_BUY = "7933f7c8-2561-4665-a51d-f67df4eb9fac"# | NYSE market on open MOO BUY |
| NYSE_MOO_SELL = "3b717b2a-509e-415a-ac43-3d8584d57db8"# | NYSE market on open MOO SELL |
| NASD_MOO_BUY = "38448f6d-2fa5-421b-945e-ca0f1ec6f4c4"# | NASDAQ market on open MOO BUY |
| NASD_MOO_SELL = "be6c7d04-0023-4874-adb2-f5aa9d5a67bd"# | NASDAQ market on open MOO SELL |
| ARCA_MOO_BUY = "48c76891-2d0b-424e-91de-480d15718761"# | ARCA market on open MOO BUY |
| ARCA_MOO_SELL = "b5729f26-67a8-4256-a9cc-9685a4614287"# | ARCA market on open MOO SELL |
| NYSE_LOO_BUY = "67ec1474-5fbe-421f-a5a1-083e36302f6f"# | NYSE limit on open LOO BUY |
| NYSE_LOO_SELL = "8b30e0f8-6fac-484f-8641-66716b54f701"# | NYSE limit on open LOO SELL |
| NASD_LOO_BUY = "8a8b1b72-8224-4a57-8e49-618e0e80bd01"# | NASDAQ limit on open LOO BUY |
| NASD_LOO_SELL = "a8f38ef2-85b4-461e-9ab7-49f9c84d59d2"# | NASDAQ limit on open LOO SELL |
| ARCA_LOO_BUY = "f629b2e1-2896-4b50-931c-e068b19e413f"# | ARCA limit on open LOO BUY |
| ARCA_LOO_SELL = "03d615b9-e74a-4831-a2b7-503c547662dd"# | ARCA limit on open LOO BUY |
| NYSE_MOC_BUY = "45fdb0b4-06b7-4845-ad2b-c4a9610d522e"# | NYSE market on close MOC BUY |
| NYSE_MOC_SELL = "3baa4e23-315a-4304-a852-bb476dfee9eb"# | NYSE market on close MOC SELL |
| NASD_MOC_BUY = "e8d1c66b-e8c7-4756-b29f-080b55fc58bb"# | NASDAQ market on close MOC BUY |
| NASD_MOC_SELL = "39f6e5fe-3782-4119-8c75-9b7e3558e5cb"# | NASDAQ market on close MOC SELL |
| ARCA_MOC_BUY = "df58779e-22f2-47a1-afa5-ce5ed0fc095d"# | ARCA market on close MOC BUY |
| ARCA_MOC_SELL = "28bfb89c-93f9-45b1-b414-f79aa16865c5"# | ARCA market on close MOC SELL |
| NYSE_LOC_BUY = "a4f5de75-1f6c-4bb5-bea5-c649c4515a8e"# | NYSE limit on close LOC BUY |
| NYSE_LOC_SELL = "8e15d90b-5842-4e6a-81ea-5d404400913c"# | NYSE limit on close LOC SELL |
| NASD_LOC_BUY = "a3d068a6-f2ba-4270-b029-57eb455decae"# | NASDAQ limit on close LOC BUY |
| NASD_LOC_BUY IO = "f7221ac9-7178-4e9e-baca-d68199c06c95"# | NASDAQ limit on close LOC BUY IO |
| NASD_LOC_SELL = "e1302f13-3c4b-4d07-b43d-b7b32f29700a"# | NASDAQ limit on close LOC SELL |
| NASD_LOC_SELL IO = "3120f982-e103-4175-8421-9966bf665c96"# | NASDAQ limit on close LOC SELL IO |
| ARCA_LOC_BUY = "a03c2644-0cad-42d6-9922-44f1e534ee11"# | ARCA limit on close LOC BUY |
| ARCA_LOC_SELL = "24c5a68c-dded-40b0-85a2-30482a333f35"# | ARCA limit on close LOC SELL |
| Symbol List GUIDs | Lists of symbols that can be different on different trading days, most lists start 2013/09/25 |
| service.symbol_list.in_list(service.symbol_list.get_handle(guidOfList),symbol) | This returns a 1 if symbol is in list and a zero if it is not. See link above for more info. |
| "072c1578-08c5-462a-a94e-325b2bf654b6"# | Dow 30 |
| "0ab4ba39-8b49-4c79-b062-998513608e91"# | MidCap |
| "cc3ab113-f1e0-46a6-9a5a-ee3615f7600f"# | Russell 3000 |
| "5af64352-6bc4-47cf-a73d-09925dab62bb"# | S&P 100 |
| "552dd08d-061d-49c9-a562-343e61fc0893"# | S&P 400 |
| "9a802d98-a2d7-4326-af64-cea18f8b5d61"# | S&P 500 |
| "5d414bb9-0154-46f8-8a12-f80430c7cbca"# | S&P 600 |
| "448cbb9e-cfde-4a55-bb7b-7521080e5a0b"# | Earnings Today After |
| "0774ba76-e53e-4293-9674-489e65c2581b"# | Earnings Today Before |
| "37149d13-14a6-4892-8cbb-234edfa038a8"# | Earnings Today During |
| "464e4997-ef15-4cb5-b047-b08962afd294"# | Earnings Today Undefined |
| "e2163676-d1fb-4253-9cb8-0ec3b739d459"# | Earnings Tomorrow After |
| "49ebe00b-a114-46c3-9c91-a80762bc948e"# | Earnings Tomorrow Before |
| "1ef4e286-0261-46b3-bbb8-d07f8e55026b"# | Earnings Tomorrow During |
| "d4a57084-60a6-4fd4-951e-55c02185cce3"# | Earnings Tomorrow Undefined |
| "288d5e0a-9ab2-4e52-9e10-420eaf2adc2b"# | Earnings Yesterday After |
| "5ece500b-7308-428b-ab6a-0255b1342f76"# | Earnings Yesterday Before |
| "20961a18-223f-4548-9112-f7f40e0dff40"# | Earnings Yesterday During |
| "9c914529-e398-437f-84d8-07f8d86349eb"# | Earnings Yesterday Undefined |
| "3595C7D8-69C4-479D-85DD-F70BB634F8C5" | Earnings 2 Days From Now Before |
| "6941F8B6-4F04-49BB-A733-AE7CFB967077" | Earnings 2 Days From Now During |
| "11D99EF9-9426-4628-9043-B7F04B9C8885" | Earnings 2 Days From Now After |
| "6561E46D-F8FA-4134-A1A3-3A884CBF684C" | Earnings 3 Days From Now Before |
| "C63A0C55-9937-4913-9767-2C51BB31602E" | Earnings 3 Days From Now During |
| "04CCFE59-6A0D-4718-81FB-AB19EC4A7E4B" | Earnings 3 Days From Now After |
| "69F9548D-3829-4B27-AB13-8ADCAA92B2FD" | Earnings 4 Days From Now Before |
| "902DB74B-5020-4957-9B1D-2DFAA7AF31DA" | Earnings 4 Days From Now During |
| "F4E03603-A376-4F74-9ADB-C7D6F4A47E46" | Earnings 4 Days From Now After |
| "B52E9E21-0101-45A7-8A08-C195E95D42BC" | Earnings 5 Days From Now Before |
| "4D4E326E-AA1E-455C-B4D8-5A4F42FEE744" | Earnings 5 Days From Now During |
| "08A7D5C5-9C46-40AF-B9E8-1A4B798C688E" | Earnings 5 Days From Now After |
| "FB4050A2-FE73-442B-B608-088F0909213D" | Earnings 2 Days Ago Before |
| "FB107A77-6B7C-4D19-B742-E056433099C6" | Earnings 2 Days Ago During |
| "D40830DD-688A-4E9D-B243-D5BCB17F8FC4" | Earnings 2 Days Ago After |
| "127ABB50-B9DD-436E-810C-33476858AC1E" | Earnings 3 Days Ago Before |
| "12054BE7-00B2-42D2-B8C2-B182B607FEC9" | Earnings 3 Days Ago During |
| "D088D753-D4D1-4E55-AABB-34F091698A09" | Earnings 3 Days Ago After |
| "B4FEEF3D-F05C-49BF-877F-0F5C78A79980" | Earnings 4 Days Ago Before |
| "33C97434-6D1C-4B96-9B23-ABA2D91E5746" | Earnings 4 Days Ago During |
| "696C3809-7709-4500-9E68-E3D4310C7ED3" | Earnings 4 Days Ago After |
| "2D2C2A3F-B9F1-4749-A861-00ADEDFA9FD2" | Earnings 5 Days Ago Before |
| "9B469E31-696A-418D-BC79-20E5F4BCAB70" | Earnings 5 Days Ago During |
| "856B6BB1-2920-495A-8879-DD74582D74B5" | Earnings 5 Days Ago After |
| "47313c31-cadf-4474-b015-cd51bd8321ae"# | 500K - 1M |
| "c5673334-de39-4ad2-b517-82b591cdb928"# | Over 1M |
| "5e0adb61-6315-44ef-9320-a767b5bee336"# | Under 500K |
| "6b2fc6d0-3f87-41c3-a8e2-1507f43cb36e"# | ADRs - follow this link for more |
| "5913eeee-45b5-44ad-9d5e-6c0aaf9950e8"# | Beta Negative |
| "783c8bd4-0e62-4edf-96e7-286b14ac8669"# | Beta Neutral |
| "0e788f9d-4c44-4724-8581-21ef7e5dad09"# | Beta Positive |
| "ed87cac1-eefa-4b80-9208-8ebe24fdf902"# | AMEX Listed |
| "834da53d-e31c-4693-b97a-4e27479cf0b0"# | ARCA Listed |
| "18305bb4-9bf4-4032-835c-1c9e0dd203c3"# | NASDAQ |
| "98d1556d-6593-48f7-b405-dc272e5b8296"# | NASDAQ Capital Market |
| "702e4aef-aefa-4507-b610-97ae6f8b102b"# | NASDAQ Global Market |
| "84d0f39d-81ff-4989-867e-d63c1d438afc"# | NYSE Listed |
| "c3544f64-41f2-4744-bde6-dd742384c844"# | NYSE/AMEX combined |
| "4c88e1c3-d007-481f-a410-092cf9a23743"# | 8080 |
| "06f421d1-e704-48a7-9ef8-89505ffab962"# | CANSLIM |
| "70b04c90-7fe6-4e7d-b3bc-747f16862fcf"# | Imbalance Close Buy |
| "7472d8a9-d277-4be1-8a30-9913ce1b79e9"# | Imbalance Close Sell |
| "cca18f91-c32a-4bcf-9bf8-c1cf30967cde"# | Imbalance Open Buy |
| "7a8d9b16-5560-46bb-8a43-10fe24aaf0b6"# | Imbalance Open Sell |
| Industry Lists | Follow the link for the guids |
| "38bac7d0-3405-4cc9-a2df-926d5661429e"# | News 1 Hour, Primary Symbol |
| "cd76bab7-5f8f-41f7-972b-7ef147e13a91"# | News 1 Hour, Secondary Symbols |
| "f756a741-8de9-415b-83c3-408439272056"# | News 1 Hours, Related Symbols |
| "5d7bf4a5-d016-480c-bd3c-c850470f139a"# | News 12 Hour, Secondary Symbols |
| "9e7e633e-1005-4944-aa93-06efa58d73e0"# | News 12 Hours, Primary Symbol |
| "91780408-532e-4731-aa91-1c721fe79be9"# | News 12 Hours, Related Symbols |
| "067f84fb-c7f2-4570-a83f-b90ae0adb23e"# | News 15 Minutes, Primary Symbol |
| "d74adb7b-0d77-4920-b471-48d9778199d7"# | News 15 Minutes, Related Symbols |
| "cbffa48e-a627-459b-8dc0-8ced39f68af3"# | News 15 Minutes, Secondary Symbols |
| "952d33b9-d2e8-4a49-be28-e2b42975bb03"# | News 24 Hour, Secondary Symbols |
| "413bd802-b6e8-476f-8266-200b243f7243"# | News 24 Hours, Primary Symbol |
| "6f7da851-5bc2-4b58-b7d8-5701da7efe14"# | News 24 Hours, Related Symbols |
| "f376473b-61e8-46c2-bad9-5befb9e65f94"# | Closed Ended Fund |
| "188c6aff-11ea-4a19-bbf8-172fa212643b"# | Closed Near High |
| "942cb0bf-695b-40ed-8436-34237692efae"# | Closed Near Low |
| "82e8721e-d9fe-4ac4-b597-5197a4309a60"# | ETFs |
| "9389dd95-ca7e-4fe2-b2a6-329ce7de4665"# | ETNs |
| "0ed13989-3429-4724-8baf-985dca9d1713"# | Easy To Borrow |
| "858520b0-8c73-4098-a605-85ce8ff1acea"# | IPOs Last 5 Days |
| "c7ce3f4c-cad3-4c55-816c-2f0c156953f6"# | IPOs Today |
| "2e49100c-0835-47f2-972b-cf7237956a07"# | Master Limited Partnership |
| "2726f8f5-6528-4053-ad20-055097ee1ad6"# | Preferred |
| "e1d82910-d575-455b-954b-6e0631195358"# | Recent IPOs |
| "01d32ce7-7e62-4a57-b2fa-a6da1ac0d915"# | Recent Reverse Splits |
| "936eebb3-3374-448b-9332-41176eb91e40"# | Series |
| "ff169722-bfef-4f47-bc4d-6c09db5b72d1"# | Splits Today |
| "170ddf0e-e43b-4836-ae86-26ea5d363439"# | Warrants |
| "52f15b46-bb36-444d-b0bd-23168528c6e1"# | When Distributed |
| "1cb70701-7ca9-491a-a9df-96f1380e199a"# | When Issued |
| "8d57e928-1a4f-4c03-bae5-574ec8907d72"# | Sector Basic Material |
| "5ecad242-a19b-47d7-8637-3d1e3b4f0440"# | Sector Capital Equipment |
| "5d61afc6-bfc4-41ae-bbad-53167a1cecc8"# | Sector Consumer Cyclical |
| "027e7005-8081-4d8d-b291-820ee12863c1"# | Sector Consumer Staple |
| "eb00e6d2-e037-4f87-8f55-a1a439b267b0"# | Sector Energy |
| "1030bd52-50c3-4669-ae30-0a034e8408a7"# | Sector Financial |
| "e2cf6180-1932-4d6e-8dd4-8e0d744aa1b3"# | Sector Health Care |
| "a24710bd-14eb-4a87-aa0d-bd1fa4fff72f"# | Sector Retail |
| "d18366ec-fa56-4517-8e47-3ada4475d0dd"# | Sector Technology |
| "e8434d5d-aab4-4d2c-91d5-06f2de0dcfad"# | Sector Transportation |
| "27d09a87-460b-40e8-8c3e-19c9c6143823"# | Sector Utility |