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Messagefields19topicstock-screener

Fields

The number on the right of each row is the protobuf field number.
tickerTicker1
Ticker represented by this screener state and the Kafka message key. The issue type is absent when the producer has not classified the ticker.
dateDate2
New York trading date represented by this state.
Option flow metrics.
Latest accepted stock-session metrics. Prices can come from premarket, regular, or postmarket, and the nested message does not identify the session.
Fixed calendar-day expected-move and implied-volatility metrics.
Implied volatility rank and percentile metrics on a 0-through-100 scale.
Company and security metadata.
Open interest and FLEX option metrics.
Gamma exposure metrics.
Price performance metrics.
Realized volatility metrics.
ETF and option flow group memberships.
ETF specific metrics.
Historical EPS growth metrics.
Shares outstanding and historical quarterly growth metrics.
Latest dividend and current yield metrics.
Discretionary insider purchase and sale share volumes.
Latest best bid and ask quote. Absent until a quote with a nonzero source time is available for the ticker.
Regular-session daily technical indicators for the parent date. During trading these describe the forming daily candle.
Last modified on September 23, 2026