Factset · Schema

fields

All available fields in service. FID = Field ID Number.

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Properties

Name Type Description
BID_1 number The last bid price or last bid price in an interval. FID # 100
BID_VOL_1 integer The volume of the last bid in an interval. FID # 104
BID_EXCH_1 string The volume of the last bid or last bid in an interval. FID # 107. Enumeration Table 7
ASK_1 number The last ask price or last ask price in an interval. FID # 200
ASK_VOL_1 integer The volume of the last ask or last ask in an interval. FID # 204
ASK_EXCH_1 string The exchange of the last ask or last ask in an interval. FID # 207. Enumeration Table 7.
LAST_1 number The last trade price or last trade price in an interval. FID # 300
LAST_DATE_1 string The date of the last trade or last trade in an interval. FID # 301
LAST_TIME_1 string The time of the last trade or last trade in an interval. FID # 302
LAST_VOL_1 integer The trade volume, or the sum of all trade volumes inside a bin. FID # 304
LAST_EXCH_1 string The exchange of the last trade or last trade in an interval. FID # 307. Enumeration Table 7
CUM_VOL integer The symbol's daily cumulative volume, or the last cumulative volume in an interval. FID # 601
VWAP number The daily volume weighted average price, or the last VWAP in an interval. FID # 603
OPEN_1 number The first trade of an interval. FID # 710
HIGH_1 number The highest trade price in an interval. FID # 720
LOW_1 number The lowest trade price in an interval. FID # 723
TRADE_CONDITION string Trade Condition. FID # 2709
GMT_OFFSET integer GMT Offset in Minutes. FID # 2037
PRICE_CURRENCY string Price Currency Code. FID # 2032
View JSON Schema on GitHub

JSON Schema

factset-intraday-tick-history-fields-schema.json Raw ↑
{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "title": "fields",
  "type": "object",
  "description": "All available fields in service. FID = Field ID Number.",
  "properties": {
    "BID_1": {
      "type": "number",
      "description": "The last bid price or last bid price in an interval. FID # 100"
    },
    "BID_VOL_1": {
      "type": "integer",
      "description": "The volume of the last bid in an interval. FID # 104"
    },
    "BID_EXCH_1": {
      "type": "string",
      "description": "The volume of the last bid or last bid in an interval. FID # 107. Enumeration Table 7"
    },
    "ASK_1": {
      "type": "number",
      "description": "The last ask price or last ask price in an interval. FID # 200"
    },
    "ASK_VOL_1": {
      "type": "integer",
      "description": "The volume of the last ask or last ask in an interval. FID # 204"
    },
    "ASK_EXCH_1": {
      "type": "string",
      "description": "The exchange of the last ask or last ask in an interval. FID # 207. Enumeration Table 7."
    },
    "LAST_1": {
      "type": "number",
      "description": "The last trade price or last trade price in an interval. FID # 300"
    },
    "LAST_DATE_1": {
      "type": "string",
      "description": "The date of the last trade or last trade in an interval. FID # 301"
    },
    "LAST_TIME_1": {
      "type": "string",
      "description": "The time of the last trade or last trade in an interval. FID # 302"
    },
    "LAST_VOL_1": {
      "type": "integer",
      "description": "The trade volume, or the sum of all trade volumes inside a bin. FID # 304"
    },
    "LAST_EXCH_1": {
      "type": "string",
      "description": "The exchange of the last trade or last trade in an interval. FID # 307. Enumeration Table 7"
    },
    "CUM_VOL": {
      "type": "integer",
      "description": "The symbol's daily cumulative volume, or the last cumulative volume in an interval. FID # 601"
    },
    "VWAP": {
      "type": "number",
      "description": "The daily volume weighted average price, or the last VWAP in an interval. FID # 603"
    },
    "OPEN_1": {
      "type": "number",
      "description": "The first trade of an interval. FID # 710"
    },
    "HIGH_1": {
      "type": "number",
      "description": "The highest trade price in an interval. FID # 720"
    },
    "LOW_1": {
      "type": "number",
      "description": "The lowest trade price in an interval. FID # 723"
    },
    "TRADE_CONDITION": {
      "type": "string",
      "description": "Trade Condition. FID # 2709"
    },
    "GMT_OFFSET": {
      "type": "integer",
      "description": "GMT Offset in Minutes. FID # 2037"
    },
    "PRICE_CURRENCY": {
      "type": "string",
      "description": "Price Currency Code. FID # 2032"
    }
  }
}

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