dxFeed Scanner for Cboe One Feed

Descriptive

Name	Description
Instrument Type	Type of the instrument. Examples: "STOCK", "ETF"
Official Place of Listing	The organization that have listed this instrument encoded as Market Identifier Code (MIC) from ISO 10383 standard or custom dxFeed values. Examples: "XNAS", "XNYS", "EDGX"
Instrument Currency	Currency of quotation, pricing, and trading encoded as three-letter currency code from ISO 4217 standard. Examples: "USD", "EUR"

Price

Name	Description
Latest Price	The price of the latest deal with the instrument.
Day Volume-Weighted Average Price	Average price of the instrument for the last day weighted by volume. The value resets to 0 when a new trading day starts.
Day Turnover	Turnover of the instrument for the last day. The value resets to 0 when a new trading day starts.
Day Price Range	Difference between the high and the low price of the trading day.
Day Price Range Ratio	Ratio between the price-range and the low price of the trading day.
Change from Post-Market	Difference between the latest price and the closing price of the post-market session.
Change from Post-Market Ratio	Difference ratio between the latest price and the closing price of the post-market session.
Historical Open Price (By candle count)	Historical open price for the given number of candles.
Historical Open Price (By time period)	Historical open price for the given time period.
Historical High Price (By candle count)	Historical high price for the given number of candles.
Historical High Price (By time period)	Historical high price for the given time period.
Historical Low Price (By candle count)	Historical low price for the given number of candles.
Historical Low Price (By time period)	Historical low price for the given time period.
Historical Close Price (By candle count)	Historical close price for the given number of candles.
Historical Close Price (By time period)	Historical close price for the given time period.
Average Historical Close Price (By candle count)	Average historical close price for the given number of candles.
Average Historical Close Price (By time period)	Average historical close price for the given time period.
Historical Volume-Weighted Average Price (By candle count)	Historical volume-weighted average price for the given number of candles.
Historical Volume-Weighted Average Price (By time period)	Historical volume-weighted average price for the given time period.
Historical Turnover (By candle count)	Historical turnover for the given number of candles.
Historical Turnover (By time period)	Historical turnover for the given time period for the given time period.
Average Historical Turnover (By candle count)	Average historical turnover for the given number of candles.
Average Historical Turnover (By time period)	Average historical turnover for the given time period.
Historical Price Range (By candle count)	Historical price-range for the given number of candles.
Historical Price Range (By time period)	Historical price-range for the given time period.
Historical Pivot (By candle count)	Historical pivot for the given number of candles.
Historical Pivot (By time period)	Historical pivot for the given time period.
Historical Resistance 1 (By candle count)	Historical resistance (1) for the given number of candles.
Historical Resistance 1 (By time period)	Historical resistance (1) for the given time period.
Historical Resistance 2 (By candle count)	Historical resistance (2) for the given number of candles.
Historical Resistance 2 (By time period)	Historical resistance (2) for the given time period.
Historical Support 1 (By candle count)	Historical support (1) for the given number of candles.
Historical Support 1(By time period)	Historical support (1) for the given time period.
Historical Support 2 (By candle count)	Historical support (2). for the given number of candles.
Historical Support 2 (By time period)	Historical support (2) for the given time period.
Day Open Price	Day open price in the latest given session.
Day High Price	Day high price in the latest given session.
Day Low Price	Day low price in the latest given session.
Change from Open	The difference between the latest available price and the open price of the latest fully finished candle with given the period.
Change from Open Ratio	The difference ratio between the latest available price and the open price of the latest fully finished candle with given the period. Difference Ratio = (Latest Price - Value) / Value
Change from High	The difference between the latest available price and the high price of the latest fully finished candle with given the period.
Change from High Ratio	The difference ratio between the latest available price and the high price of the latest fully finished candle with given the period. Difference Ratio = (Latest Price - Value) / Value
Change from Low	The difference between the latest available price and the low price of the latest fully finished candle with given the period.
Change from Low Ratio	The difference ratio between the latest available price and low price of the latest fully finished candle with given the period. Difference Ratio = (Latest Price - Value) / Value
Change from Close	The difference between the latest available price and close price of the latest fully finished candle with given the period.
Change from Close Ratio	The difference ratio between the latest available price and close price of the latest fully finished candle with given the candle period. Difference Ratio = (Latest Price - Value) / Value
Change from Previous Day	The difference between the latest available price and the close price of the previous trading day.
Change from Previous Day Ratio	The difference ratio between the latest available price and close price of the previous trading day. Difference Ratio = (Latest Price - Value) / Value
Change in 5 Day	The difference between the latest available price and close price of the 5 trading days ago.
Change in 5 Day Ratio	The difference ratio between the latest available price and close price of the 5 trading days ago. Difference Ratio = (Latest Price - Value) / Value
Distance from VWAP	The difference between the latest available price and VWAP calculated for the latest fully finished candle with a given candle-period.
Distance from VWAP Ratio	The difference ratio between the latest available price and VWAP calculated of the latest fully finished candle with the given candle-period. Difference Ratio = (Latest Price - Value) / Value

Volume

Name	Description
Day Volume	Trading volume of the instrument for the last day. The value resets to 0 when a new trading day starts.
Volume of Post-Market Session	Volume of the post-market session.
Average Volume (10 Days)	Average trading volume of the last 10 finished trading days.
Average Volume (10 Minutes)	Average trading volume of the last 10 minutes.
Historical Volume (By candle count)	Historical trading volume for the given number of candles.
Historical Volume (By time period)	Historical trading volume for the given time period.
Average historical Volume (By candle count)	Average historical trading volume for the given number of candles.
Average historical Volume (By time period)	Average historical trading volume for the given time period.

Volatility

Name	Description
Statistical Volatility (10 Days)	Annualized historical standard deviation of logarithmic returns calculated based on 10 trading days.
Statistical Volatility (1 Month)	Annualized historical standard deviation of logarithmic returns calculated based on 1 calendar month.
Statistical Volatility (2 Months)	Annualized historical standard deviation of logarithmic returns calculated based on 2 calendar months.
Statistical Volatility (3 Months)	Annualized historical standard deviation of logarithmic returns calculated based on 3 calendar months.
Statistical Volatility (4 Months)	Annualized historical standard deviation of logarithmic returns calculated based on 4 calendar months.
Statistical Volatility (6 Months)	Annualized historical standard deviation of logarithmic returns calculated based on 6 calendar months.
Statistical Volatility (9 Months)	Annualized historical standard deviation of logarithmic returns calculated based on 9 calendar months.
Statistical Volatility (1 Year)	Annualized historical standard deviation of logarithmic returns calculated based on 1 year.
Statistical Volatility (2 Years)	Annualized historical standard deviation of logarithmic returns calculated based on 2 year.
Statistical Volatility Position in Range (10 Days)	Position of the current statistical volatility value in the range of values calculated for every day in the time period. Position in Range = (Current – Min) / (Max – Min)
Statistical Volatility Position in Range (1 Month)	Position of the current statistical volatility value in the range of values calculated for every day in the time period. Position in Range = (Current – Min) / (Max – Min)
Statistical Volatility Position in Range (2 Months)	Position of the current statistical volatility value in the range of values calculated for every day in the time period. Position in Range = (Current – Min) / (Max – Min)
Statistical Volatility Position in Range (3 Months)	Position of the current statistical volatility value in the range of values calculated for every day in the time period. Position in Range = (Current – Min) / (Max – Min)
Statistical Volatility Position in Range (4 Months)	Position of the current statistical volatility value in the range of values calculated for every day in the time period. Position in Range = (Current – Min) / (Max – Min)
Statistical Volatility Position in Range (6 Months)	Position of the current statistical volatility value in the range of values calculated for every day in the time period. Position in Range = (Current – Min) / (Max – Min)
Statistical Volatility Position in Range (9 Months)	Position of the current statistical volatility value in the range of values calculated for every day in the time period. Position in Range = (Current – Min) / (Max – Min)
Statistical Volatility Position in Range (1 Year)	Position of the current statistical volatility value in the range of values calculated for every day in the time period. Position in Range = (Current – Min) / (Max – Min)
Statistical Volatility Position in Range (2 Years)	Position of the current statistical volatility value in the range of values calculated for every day in the time period. Position in Range = (Current – Min) / (Max – Min)
Statistical Volatility (By candle count)	Annualized historical standard deviation of logarithmic returns calculated based on the given number of candles.
Statistical Volatility (By time period)	Annualized historical standard deviation of logarithmic returns calculated based on the given time period.

Fundamental

Name	Description
Beta	The coefficient is a measure of the systematic risk of an individual stock in comparison to the unsystematic risk of the entire market.
Cash	The amount of Cash in the latest available Balance Sheet of the company.
Current Debt	The value of Current Debt in the latest available Balance Sheet of the company.
Current Assets	The value of Current Assets in the latest available Balance Sheet of the company.
Cash to Debt Ratio	The ratio which shows the coverage of company debt by the available cash.
Net Income	Net income for the last 12 months reported in the PL statement is provided.
Total Revenue	Revenue for the last 12 months reported in the PL statement is provided.
Cash Dividend	The future dividend amount declared. If it’s not available, then the last dividend paid.
Estimated Annual EPS Growth	The growth of the EPS in the current year as opposed to the previous year.
Estimated Quarterly EPS Growth	The growth of the EPS in the last available quarter as opposed to the same quarter previous year.
Earnings per Share	An indicator of a company’s profitability.
Diluted Earnings per Share	An indicator of a company’s profitability if all convertible securities were exercised.
Earnings Time	The date when the earnings should be announced.
Quarterly Revenue Growth	The growth of the revenue in the last available reporting quarter as opposed to the same quarter in the previous year.
Quarterly Earnings Growth	The growth of net income in the latest available quarter as opposed to the same quarter previous year.
Return on Assets	The indicator shows the company profitability relative to its total assets: the ratio between 12-month operating income and total company assets.
Return on Equity	The indicator shows the company profitability relative to its equity: the ratio between 12-month operating income and equity.
Gross Margin	The indicator shows the ratio of gross profit to revenue.
Operating Margin	The indicator shows the ratio of operating income to revenue.
Net Profit Margin	The indicator shows the ratio of net income to revenue.
Shares Outstanding	The indicator shows the number of company shares owned by stockholders, company officials, and investors in the public domain, but does not include shares repurchased by a company.
Shares Float	The indicator represents the percentage of those shares in the hands of investors, excluding the closely held shares, which can be freely traded.
Insider Ownership	Number of shares held by insiders.
Institutional Ownership	Number of shares held by institutional investors.
Market Capitalization	Market capitalization of the company
Enterprise Value	The indicator shows the estimated enterprise value.
Enterprise Value to Market Capitalization Ratio	Ratio between company's enterprise value and market capitalization
Price to Earnings Ratio	The indicator shows the relationship between a company’s share price to its earnings per share.
Price to Earnings to Growth Ratio	The indicator shows the company’s P/E ratio divided by the growth rate of its earning.
Forward Price to Earnings Ratio	The indicator shows the estimated for the future periods ratio between company’s share price to its earnings per share.
Forward Dividend Yield	The expected dividend-only return of a stock investment.
Price to Sales Ratio	The indicator shows the ratio between the price of the stock and the last 12 months revenues per share. Only positive ratios are provided.
Price to Book Value Ratio	The indicator shows the ratio between the price of the stock and the book value of the latest period per share. Only positive ratios are provided.
Price to Cash-Flow Ratio	The indicator shows the ratio between the price of the stock and the last 12 months operating cash flow per share. Only positive ratios are provided.
Payout Ratio	The ratio of the total amount of dividends paid out to the stock owners relative to the net income of the company.
Initial Public Offering Date	The date of the first initial public offering of the company's stocks.
Earnings Announcement Time of Day	The time of the day (pre-market, post-market, trading) when the earnings should be announced.
Morningstar Industry Code	Industry code of the company in Morningstar classification.
Morningstar Sector Code	Sector code of the company in Morningstar classification.

Technical Indicator

Name	Description
Price Position in Range	The position of the latest price in the price-range fo the given number of candles. Position in Range = (Current – Min) / (Max – Min)
Price Position in Previous Day Range	The position of the latest price in the price-range of the previous trading day. Position in Range = (Current – Min) / (Max – Min)
Price Position in 5 Days Range	The position of the latest price in the price-range of the 5 previous trading days. Position in Range = (Current – Min) / (Max – Min)
Price Position in Max Range	The position of the latest price in the maximum available price-range. Position in Range = (Current – Min) / (Max – Min)
Distance from 200-Day SMA	The difference between the latest available price and the value of 200-Day Simple Moving Average.
Distance from 200-Day SMA Ratio	The difference ratio between the latest available price and the value of 200-Day Simple Moving Average. Difference Ratio = (Latest Price - Value) / Value
Distance from Pivot	The difference between the latest available price and the pivot value of the latest fully finished candle with the given candle-period.
Distance from Pivot R1	The difference between the latest available price and the pivot R1 value of the latest fully finished candle with the given candle-period.
Distance from Pivot R2	The difference between the latest available price and the pivot R2 value of the latest fully finished candle with the given candle-period.
Distance from Pivot S1	The difference between the latest available price and the pivot S1 value of the latest fully finished candle with the given candle-period.
Distance from Pivot S2	The difference between the latest available price and the pivot S2 value of the latest fully finished candle with the given candle-period.
Gap	The difference between 2 fully finished candles with the given candle-period.
Gap Ratio	The difference ratio between 2 fully finished candles with the given candle-period. Difference Ratio = (Later Value - Earlier Value) / Earlier Value
Price Position in Bollinger Bands (By candle count)	The position of the latest available price in Bollinger Bands calculated for the given number of candles. Position in Range = (Current – Min) / (Max – Min)
Price Position in Bollinger Bands (By time period)	The position of the latest available price in Bollinger Bands calculated for the given time period. Position in Range = (Current – Min) / (Max – Min)
Upper Bollinger Band (By candle count)	Upper Bollinger Band for the given number of candles.
Upper Bollinger Band (By time period)	Upper Bollinger Band for the given time period.
Lower Bollinger Band (By candle count)	Lower Bollinger Band for the given number of candles.
Lower Bollinger Band (By time period)	Lower Bollinger Band for the given time period.
Distance from Linear-Regression Prediction (By candle count)	The difference between the latest available price and the price prediction using linear regression for the given number of candles.
Distance from Linear-Regression Prediction (By time period)	The difference between the latest available price and the price prediction using linear regression for the given time period.
Linear Regression Beta (By candle count)	Beta-value of linear regression for the given number of candles.
Linear Regression Beta (By time period)	Beta-value of linear regression for the given time period.
Linear Regression Alpha (By candle count)	Alpha-value of linear regression for the given number of candles.
Linear Regression Alpha (By time period)	Alpha-value of linear regression for the given time period.
Relative Strength Index (By candle count)	Indication of whether the asset can be considered overbought or oversold for the given number of candles.
Relative Strength Index(By time period) (By time period)	Indication of whether the asset can be considered overbought or oversold for the given time period.
Average True Range (By candle count)	A volatility marker that shows how much an asset moves, on average, during a given time frame, for the given number of candles.
Average True Range (By time period)	A volatility marker that shows how much an asset moves, on average, during a given time frame, for the given time period.
Average Directional Index (By candle count)	An indicator of trend strength for the given number of candles.
Average Directional Index	An indicator of trend strength for the given time period.
Positive Directional Indicator (By candle count)	An indicator that suggests an upcoming uptrend for the given number of candles.
Positive Directional Indicator (By time period)	An indicator that suggests an upcoming uptrend for the given time period.
Negative Directional Indicator (By candle count)	An indicator that suggests an upcoming downtrend for the given number of candles.
Negative Directional Indicator (By time period)	An indicator that suggests an upcoming downtrend for the given time period.
Average Positive Directional Move (By candle count)	An indicator that suggests an upcoming uptrend for the given number of candles.
Average Positive Directional Move (By time period)	An indicator that suggests an upcoming uptrend for the given time period.
Average Negative Directional Move (By candle count)	An indicator that suggests an upcoming downtrend for the given number of candles.
Average Negative Directional Move (By time period)	An indicator that suggests an upcoming downtrend for the given time period.