Features Pricing Download Help Account

Exported Fields

Where the field is unavailable or does not make sense in the context, a blank cell is returned.

Code Ticker Code
Exchange Exchange
Name Company Name
ShortName Short Company Name
QuoteBases Quote Bases
State Trading State
Suspended Suspension state (Y or N)
GICS GICS (8 hex digits)
GICSGroup GICS with least significant 6 digits masked off
GICSIndustry GICS with least significant 4 digits masked off
GICSSector with least significant 2 digits masked off

Quotes

Open First on market price traded in interval
First Alias for Open
High Highest on market price traded in interval
Low Lowest on market price traded in interval
Last Last on market price traded in interval
Price Last or Previous Close
Change Change since previous close
PctChange % Change since previous close
PrevClose Previous close
MarketPrice Last on market traded price
VWAP Volume Weighted Average Price
Volume Volume traded in interval
Value Value traded in interval
Turnover Alias for Value
NumTrades Number of trades
MarketCap Market Capitalisation
TotalIssue Total number of shares on issue

Auctions

AuctionPrice Price that auction will execute at
AuctionVolume Volume that will execute at auction
AuctionSurplus Difference between buy volume and sell volume at auction
PostAuctionTopBuy Top bid price after auction
PostAuctionTopSell Top offer price after auction
PostAuctionTopBuyVolume Volume at top bid price after auction
PostAuctionTopSellVolume Volume at top offer price after auction

Short Selling

ShortPct % of shares held short
ShortPctChange Change in % of shares held short between latest report and previous report
ShortPctChangeWeek Change in % of shares held short between latest report and one week prior
ShortPctChangeMonth Change in % of shares held short between latest report and one month prior
ShortPctChangeYear Change in % of shares held short between latest report and one year prior
ShortDaysToCover Number of days to
ShortSharesHeld Number of shares held short
ShortReportTotalIssue Total number of shares on issue on the date of the latest report according to Spark preference
ShortReportDate Date of the latest short report

Relative Volumes

VolumeYesterday Volume traded at this time yesterday (approx)
VolumeWeekAvg Average volume traded by this time of the day over the last week
VolumeMonthAvg Average volume traded by this time of the day over the last month
RelVolumeYesterday Difference between volume now and volume traded at this time yesterday (approx)
RelVolumeWeekAvg Difference between volume now and average volume traded by this time of the day over the last week
RelVolumeMonthAvg Difference between volume now and average volume traded by this time of the day over the last month
PctRelVolumeYesterday % Difference between volume now and volume traded at this time yesterday (approx)
PctRelVolumeWeekAvg % Difference between volume now and average volume traded by this time of the day over the last week
PctRelVolumeMonthAvg % Difference between volume now and average volume traded by this time of the day over the last month

Depth and Orders

Buy Price of buy order
BuyCount Count of buy orders at depth level
BuyVolume Volume of buy orders at depth level
BuyDate Date of buy order
BuyTime Time of day of buy order
BuyDateTime Time of buy order
BuyMarket Market of buy order
Sell Price of sell order
SellCount Count of sell orders at depth level
SellVolume Volume of sell orders at depth level
SellDate Date of sell order
SellTime Time of day of sell order
SellDateTime Date and time of sell order
SellMarket Market of cell order

Trades

Time Time of interval
Date Date of interval
TimeLastTrade Time of last trade
CondCodes Trade Condition Codes
TradeSide Whether the trade came from a Buy, a Sell, or an Auction
Market Exchange

Derivatives

CallPut Derivative type (CALL or PUT)
Underlying Ticker code of the derivative's underlying instrument
ExpiryDate Expiry Date of derivative
StrikePrice Strike Price of derivative
ContractSize Contract Size
OpenInterest Number of contracts held at end of previous session

Stock History

AdjustmentFactor Gross adjustment for the date in stock history

Watchlists and Smartlists

ListName Name of the current watchlist or smartlist

Utility

Query Current query type, e.g. Quote or Watchlist
Connected True if Spark is logged in and at least one market feed is connected
Version Spark version e.g. v1.2.3
FullVersion Spark version with build number, e.g. v1.2.3.4
BuildNumber Spark build number
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