Message

StockScreenerState

Latest assembled stock-screener state for a ticker. option_flow and memberships are present in each published payload. Other nested messages are absent when their source group has no value. Individual Decimal fields are absent when unavailable unless their nested-message comments describe a zero fallback.

fields19 topicstock-screener

▶Proto definition.proto

message StockScreenerState {
  Ticker ticker = 1;
  Date date = 2;
  ScreenerOptionFlowState option_flow = 3;
  ScreenerStockState stock = 4;
  ScreenerInterpolatedIvState interpolated_iv = 5;
  ScreenerIvRankState iv_rank = 6;
  ScreenerTickerInfoState ticker_info = 7;
  ScreenerFlexState flex = 8;
  ScreenerGexState gex = 9;
  ScreenerPerformanceState performance = 10;
  ScreenerVolatilityState volatility = 11;
  ScreenerMembershipsState memberships = 12;
  ScreenerEtfState etf = 13;
  ScreenerEarningsState earnings = 14;
  ScreenerSharesState shares = 15;
  ScreenerDividendState dividend = 16;
  ScreenerInsiderState insider = 17;
  TwoSidedQuote quote = 18;
  TaIndicatorValues daily_ta = 19;
}

Fields

ticker Ticker 1

Ticker represented by this screener state and the Kafka message key. The issue type is absent when the producer has not classified the ticker.

date Date 2

New York trading date represented by this state.

option_flow ScreenerOptionFlowState 3

Option flow metrics.

stock ScreenerStockState 4

Latest accepted stock-session metrics. Prices can come from premarket, regular, or postmarket, and the nested message does not identify the session.

interpolated_iv ScreenerInterpolatedIvState 5

Fixed calendar-day expected-move and implied-volatility metrics.

iv_rank ScreenerIvRankState 6

Implied volatility rank and percentile metrics on a 0-through-100 scale.

ticker_info ScreenerTickerInfoState 7

Company and security metadata.

flex ScreenerFlexState 8

Open interest and FLEX option metrics.

gex ScreenerGexState 9

Gamma exposure metrics.

performance ScreenerPerformanceState 10

Price performance metrics.

volatility ScreenerVolatilityState 11

Realized volatility metrics.

memberships ScreenerMembershipsState 12

ETF and option flow group memberships.

etf ScreenerEtfState 13

ETF specific metrics.

earnings ScreenerEarningsState 14

Historical EPS growth metrics.

shares ScreenerSharesState 15

Shares outstanding and historical quarterly growth metrics.

dividend ScreenerDividendState 16

Latest dividend and current yield metrics.

insider ScreenerInsiderState 17

Discretionary insider purchase and sale share volumes.

quote TwoSidedQuote 18

Latest best bid and ask quote. Absent until a quote with a nonzero source time is available for the ticker.

daily_ta TaIndicatorValues 19

Regular-session daily technical indicators for the parent date. During trading these describe the forming daily candle.