| Field Descriptions for fields that can be used in the Excel Add-in | |
| % Change | Calculated field created by ProphetX – percent change of Last Price from Previous price |
| 52 Week High | 52 Week High Price |
| 52 Week High Date | Date on which the 52 week high occurred |
| 52 Week Low | 52 Week Low Price |
| 52 Week Low Date | Date on which the 52 week low occurred |
| Ask Price | Current Best Ask Price |
| Ask Date | Date of last ask |
| Ask Size | Number of shares or contracts being offered at the ask price |
| Ask Time | Time of last ask |
| Bid Price | Bid Price – Current Best Bid Price |
| Bid Date | Date of last bid |
| Bid Size | Number of shares or contracts being offered at the bid price |
| Bid Time | Time of last bid |
| Change | Change in price between previous days settle and today’s price |
| Close Price | Close Price |
| Contract Low | Contract Low |
| Contract High | Contract High |
| Contract Date | Date the contract is due |
| Contract High Date | Date on which the contract was the highest |
| Contract Low Date | Date on which the contract was the lowest |
| Contract Month | The month and year that a commodities contract is delivered |
| Coupon Rate | The interest rate assigned to a bond when it is issued |
| Cumulative Volume | Cumulative Volume since mkt open |
| Currency Code | The International Standard Foreign currency ISO 4217 code in which the transaction was executed |
| Days to Expiration | Number of days until expiration |
| First | Price of First Trade of the Trading Day |
| Fraction | Fraction that integer prices are stored with |
| Fraction Display | Fraction base used to format price for display |
| Gamma | The amount the delta changes with respect to a change in price of the underlying security |
| High Price | Current High Price |
| Implied Volatility | The volatility that, when used in a given pricing model (such as Black-Scholes), yields a theoretical value for the option equal to the current market price of that option |
| Last Bid Ask | Most recent Last Bid or Ask |
| Last Volume | Last (incremental) Volume |
| Latest | Latest known price – Most recent of Last Bid Ask Open Close Previous |
| Last Bid Ask Change | Most recent Last Bid or Ask change from Previous |
| Low Price | Current Low Price |
| Market | Exchange the data is coming from |
| Maturity Date | The date on which a bond matures |
| Month | Short description used for futures to indicate month and year of the contract |
| Open Interest | The total number of options and/or futures contracts that are not closed or delivered |
| Open Price | Opening Price |
| Previous Price | Previous Settlement Price |
| Recent Price | Previous Settlement Price |
| Rho | The change in the option price with respect to a change in interest rate |
| Settle | Settlement Price |
| Settle Change | Change in price between previous day’s Settle price and today’s Settle price. |
| Settle Date | The market date of the settlement price held in the SETTLEMENT PRICE field |
| Strike Price | The fixed price at which the owner of the option can buy sell |
| Theoretical Value | The calculated theoretical value of the option, based on underlying price, volatility, strike price, and interest rate |
| Theta | The change in the option price with respect to a change in time |
| Ticker Symbol | The symbol used to refer to the contract |
| Trade Count | The actual number of trades at the bid and ask versus the actual volume |
| Trade Date | Date of last trade |
| Trade Time | Time of last trade |
| Units | Unit of Measure, Physical measure of traded item |
| Vega | The change in the option price with respect to a change in the volatility of the underlying security |
| Volume | Yesterdays total Volume |