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Messagefields22used byFlowAlertused byOptionTradeused byTradeReport

Fields

The number on the right of each row is the protobuf field number.
next_earnings_dateDateoptional1
Date of the next scheduled earnings report.
next_dividend_dateDateoptional2
Date of the next ex-dividend.
issue_typeIssueTypeoptional3
Security classification (common stock, ETF, ADR, index, etc.).
announce_timeAnnounceTimeoptional4
When earnings are announced relative to market hours (pre/post market).
industry_typestringoptional5
Industry classification of the company.
sectorSectoroptional6
Sector classification of the company.
marketcapDecimaloptional7
Market capitalization.
week52_high_split_adjustonlyDecimaloptional8
52 week high price, split-adjusted only.
week52_low_split_adjustonlyDecimaloptional9
52 week low price, split-adjusted only.
avg30_volumeDecimaloptional10
Average daily share volume over the last 30 days.
has_optionsbool11
Whether the underlying has listed options.
call_vol_30dDecimaloptional12
Average daily call option volume over the last 30 days.
put_vol_30dDecimaloptional13
Average daily put option volume over the last 30 days.
short_intDecimaloptional14
Short interest as a percent of float.
is_chinabool15
Whether the underlying is tagged as a China-exposed name.
is_volatilitybool16
Whether the underlying is a volatility product (e.g. VIX-related).
is_s_p_500booloptional17
Whether the company is included in the S&P 500.
years_reducing_shares_outstandingint64optional18
Consecutive years in which shares outstanding decreased.
years_increased_dividendint64optional19
Consecutive years in which the dividend increased.
rv_1d_last_12qDecimaloptional20
Arithmetic mean of abs(one-day post-earnings fractional return / expected move fraction) over up to the 12 most recent earlier earnings reports. Reports with a missing realized move, missing expected move, or zero expected move do not contribute. A value of 1 means the realized absolute move equaled the expected move on average. Rounded to six decimal places.
is_indexbooloptional21
Whether the symbol is classified as an index independently of issue type.
uw_tagsstringrepeated22
Internal company tags used by stock screener filters.
Last modified on September 23, 2026