Fundamentals Data Dictionary

Fixed fields

ymd

Integer

A month-end date for which the data is effective.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

period

String

Represents time period related to the data e.g., the end of a quarter or fiscal year for the financial statements. Combination of numerical values and letters. For example, '10M' represents a duration of 10 months, while '1Y' represents a duration of 1 year.

alpha

Double

The measurement of an instrument's performance relative to its benchmark index, expressing the excess return or underperformance in percentage terms.

beta

Double

The measurement of an instrument's historical volatility compared to a market index.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Extension fields

rSquare

String

A statistical measure that shows how much a security's movements are related to changes in a benchmark index, expressed as a percentage.

nonDivBeta

String

Same as beta but excludes dividends from its calculation and only takes the price into account.

nonDivRSquare

String

Same as rSquare but excludes dividends from its calculation and only takes the price into account.

nonDivAlpha

String

Same as alpha but excludes dividends from its calculation and only takes the price into account.

Fixed fields

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

cid

String

The internal company ID. Unique across all data providers.

sicCode

String

The code that indicates the company's type of business according to the Standard Industrial Classification (SIC).

naceCode

String

The code that indicates the company's type of business according to the Statistical Classification of Economic Activities in the European Community

naicsCode

String

The code that indicates the company's type of business according to the North American Industry Classification System (NAICS).

cannaicsCode

String

Same as naicsCode but specifically for Canadian classifications.

srcEconomySphereCode

String

Morningstar classification of a company by economic sphere.

srcIndustryCode

String

Morningstar classification of a company by industry code.

srcIndustryGroupCode

String

Morningstar classification of a company industry by group code.

srcSectorCode

String

Morningstar classification of a company by sector.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Fixed fields

ymd

Integer

The end date of the reporting period. Typically, it falls on the last day of the quarter.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

cid

String

The internal company ID. Unique across all data providers.

period

String

Represents time period related to the data e.g., the end of a quarter or fiscal year for the financial statements. Combination of numerical values and letters. For example, '10M' represents a duration of 10 months, while '1Y' represents a duration of 1 year.

reportType

String

A type of the relevant report which takes values "AOR" (As Originally Reported) or "RESTATED" in case of a company corrects data from previous reports. For more detailed typing, refer to a "reportSubType" field.

reportSubType

String

Further typing for the "reportType" field, takes the following values: "P" indicates that the financial information is preliminary and subject to change. "A" indicates that the financial information is considered final and has been reviewed and adjusted as necessary. "R" indicates that one or more of a company's previous financial statements have been revised to correct an error, and the information is considered final. "TTM" indicates that the financial information covers the trailing 12 months, whether it is originally reported or restated.

currencyCode

String

ISO three-character code used to identify a particular currency.

cash

Double

The line item of the balance statement that represents cash and any other highly liquid instruments that can be quickly converted to cash.

currentAssets

Double

The line item of the balance statement that represents the assets of the company that can be converted into cash within a brief timeframe, typically one year.

currentDebt

Double

The line item of the balance statement that represents the portion of the company's long-term debt that is scheduled to be repaid within the next year.

commonStock

Double

The line item of the balance statement that represents the total value of common stock issued by the company at its nominal value.

preferredStock

Double

The line item of the balance statement that represents the total value of preferred stock issued by the company at its nominal value..

totalStock

Double

The line item of the balance statement that represents the total amount of the company's equity and includes both common and preferred stock.

commonStockEquity

Double

The line item of the balance statement that extends the "commonStock" and encompasses the entire equity attributable to common stockholders. It includes not only the nominal value of the common stock but also additional items like paid-in capital associated with the issuance of common stock or retained earnings.

preferredStockEquity

Double

The line item of the balance statement that extends the "preferredStock" and encompasses the entire equity attributable to preferred stockholders. It includes not only the nominal value of the preferred stock but also additional items like paid-in capital associated with the issuance of preferred stock or retained earnings.

totalStockEquity

Double

The line item of the balance statement that represents the aggregate value of the equity from preferred stocks and the equity from common stocks.

totalLiabilities

Double

Projected future expenses associated with current obligations of a business entity to transfer assets or deliver services to external parties due to past transactions or occurrences. This encompasses liabilities and commitments, excluding any obligations to minority interest.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Extension fields

fiscalYearEndMonth

String

A numerical representation of the month that marks the end of a company's fiscal year. For instance, "fiscalYearEndMonth" = 9, indicates that the fiscal year ends in September.

Fixed fields

ymd

Integer

The end date of the reporting period. Typically, it falls on the last day of the quarter.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

cid

String

The internal company ID. Unique across all data providers.

period

String

Represents time period related to the data e.g., the end of a quarter or fiscal year for the financial statements. Combination of numerical values and letters. For example, '10M' represents a duration of 10 months, while '1Y' represents a duration of 1 year.

reportType

String

A type of the relevant report which takes values "AOR" (acronym for As Originally Reported) or "RESTATED" in case of a company corrects data from previous reports. For more detailed typing, refer to a "reportSubType" field.

reportSubType

String

Further typing for the "reportType" field takes the following values: "P" Indicates that the financial information is preliminary and subject to change. "A" indicates that the financial information is considered final and has been reviewed and adjusted as necessary."R" indicates that one or more of a company's previous financial statements have been revised to correct an error, and the information is considered final. "TTM" indicates that the financial information covers the trailing 12 months, whether it is originally reported or restated.

currencyCode

String

ISO three-character code used to identify a particular currency.

capitalExpenditure

Double

Capital Expenditure (CapEx) is the line item of the cash flow statement that represents the financial resources allocated by a company towards acquiring, enhancing, and sustaining tangible assets such as real estate, facilities, infrastructure, technology, or machinery. These funds are typically deployed for initiating new ventures or expanding existing operations.

financingCashFlow

Double

The line item of the cash flow statement that represents a form of business financing in which a loan made to a company is backed by a company's expected cash flows.

investingCashFlow

Double

The line item of the cash flow statement that represents the overall shift in a company's cash balance due to various factors, including profits or losses from financial market investments and subsidiary operations, alongside alterations stemming from expenditures on capital assets like plant and equipment.

operatingCashFlow

Double

The line item of the cash flow statement that represents the measure of the amount of cash generated by a company's normal business operations. Operating cash flow indicates whether a company can generate sufficient positive cash flow to maintain and grow its operations, otherwise, it may require external financing for capital expansion.

freeCashFlow

Double

The line item of the cash flow statement that represents the cash that a company generates after accounting for cash outflows to support operations and maintain its capital assets.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Extension fields

fiscalYearEndMonth

String

A numerical representation of the month that marks the end of a company's fiscal year. For instance, "fiscalYearEndMonth" = 9, indicates that the fiscal year ends in September.

Fixed fields

name

String

The name of the company.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

cid

String

The internal company ID. Unique across all data providers.

description

String

The business description of the company.

address

String

The address of the company's headquarters, as stated in the most recent report.

email

String

The email address of the company.

phone

String

The phone number of the company's headquarters, as stated in the most recent report.

url

String

The website address of the company's headquarters, as stated in the most recent report.

disabled

Boolean

Technical status of the record. Mostly set to "false".

source

String

The data provider ID.

Extension fields

totalEmployeeNumber

String

The total number of employees in the company, as stated in the most recent report.

Fixed fields

ymd

Integer

The effective date of the reported data.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

period

String

Represents time period related to the data e.g., the end of a quarter or fiscal year for the financial statements. Combination of numerical values and letters. For example, '10M' represents a duration of 10 months, while '1Y' represents a duration of 1 year.

currencyCode

String

ISO three-character code used to identify a particular currency.

referencePeriod

String

The fiscal time frame associated with a specific event. Combination of numerical values and letters. For example, 'Q1 2025' represents the first quarter of fiscal year 2025 for a specific company.

adjustedEPSMean

Double

The company's projected adjusted EPS mean.

adjustedEPSMedian

Double

The company's projected adjusted EPS median.

reportedEPSMean

Double

The company's projected reported EPS mean.

reportedEPSMedian

Double

The company's projected reported EPS median.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Fixed fields

exYmd

Integer

The effective date of the corporate action.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

type

String

The category of the corporate action that can take one of the following values: "DIVIDEND", "SPINOFF", or "STOCK_SPLIT".

subType

String

A sub-category of a company's event. Can take one of the following values: "CD" for regular cash dividends, "SC" for special cash dividends, "SS" for stock splits, "SD" for stock dividends, which occur when dividend payment to shareholders consists of additional shares rather than cash.

adjustmentValue

Double

The ratio for adjusting share price in case of "SPINOFF" or "STOCK_SPLIT" events. It is also a dividend amount in the related "currencyCode" in case of "DIVIDEND" events.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Extension fields

declarationDate

String

The date on which the Board of Directors publicly declares the details of the corporate action.

numberOfShares

String

The total number of shares distributed to existing shareholders of a parent company in connection with the spinoff.

splitFrom

String

The initial or pre-split state of the shares in the context of a stock split. Indicates the number of shares before the split event.

name

String

The name of the group of extension fields. Explains the context of the provided extension attributes.

recordDate

String

The date on which shareholders recorded in the shareholder register are eligible to get dividends.

childSid

String

The "sid" of the spun off company.

splitTo

String

The post-split state of the shares in the context of a stock split. Indicates the number of shares after the split event.

childDxSymbol

String

The "dxSymbol" of the spun off company.

currencyCode

String

ISO three-character code used to identify a particular currency.

payDate

String

The date on which a company disburses the actual payments or benefits to its shareholders or investors as a result of the declared corporate action.

frequency

String

The frequency of dividend payments within a year. Can take one of the following values: "0" for None, "1" for Annually, "2" for Semi-annually, "4" for Quarterly, and "12" for Monthly frequency.

Fixed fields

ymd

Integer

The date of the corporate event.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

cid

String

The internal company ID. Unique across all data providers.

referencePeriod

String

The fiscal time frame associated with a specific event. Combination of numerical values and letters. For example, 'Q1 2025' represents the first quarter of fiscal year 2025 for a specific company.

eventType

String

The type of the company event. Can take one of the following values: "GENERAL_MEETING", "BOARD_MEETING", "SHAREHOLDER_MEETING", "INDUSTRY_CONFERENCE", "CORPORATE_ACTION", "SALES_CALL", "ANALYST_MEETING", "BUSINESS_CALL", "GUIDANCE_CALL", "ANNUAL_REPORT", "EARNING" or "UNKNOWN".

announceType

String

The type of the company announcement. Can take one of the following values: "ANNUAL_RESULTS", "COMPANY_MEETING", "CONFERENCE_CALL", "RELEASE", "UNKNOWN".

announceTime

String

The timing of the company announcement. Can take one of the following values: "PRE-MARKET" refers to the announcement before the market open. "POST-MARKET" refers to announcement after the market close. "UNKNOWN" indicates that there is no data available.

startTime

Long

The kick-off time of a company event.

endTime

Long

The time when a company event is finished.

status

String

The status of the event. Can take one of the following values: "CONFIRMED" for the past events as well as for the future events that have been confirmed by the company. "ESTIMATED" for the future events that haven't been confirmed and where the date has been estimated based on the previous year's event. "UNKNOWN" for the events without confirmed or estimated date.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Extension fields

eventUrl

String

The web link for the event.

eventOnlineLink

String

The link for online connection to the event.

eventPhoneLink

String

The link for phone connection to the event.

Fixed fields

ymd

Integer

The effective date of the reported data.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

cid

String

The internal company ID. Unique across all data providers.

referencePeriod

String

The fiscal time frame associated with a specific event. Combination of numerical values and letters. For example, 'Q1 2025' represents the first quarter of fiscal year 2025 for a specific company.

announceType

String

The category of a company event, such as "CONFERENCE_CALL", or "RELEASE".

eps

Double

Actual EPS value announced by the company.

estimatedEPS

Double

Estimated EPS value from the Consensus Estimate data (reportedEPSMedian or adjustedEPSMedian if the reported value is not available).

announceTime

String

The timing of the company announcement. Can take one of the following values: "PRE-MARKET" refers to the announcement before the market open. "POST-MARKET" refers to announcement after the market close. "UNKNOWN" indicates that there is no data available.

startTime

Long

The kick-off time of a company event.

endTime

Long

The time when a company event is finished.

status

String

The status of an event. It is "CONFIRMED" for past events and for future events with an announced date. If there's no announced date for a future event, the status is "ESTIMATED" based on the previous year's event.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Extension fields

eventUrl

String

The web link for the event.

Fixed fields

ymd

Integer

The end date of the reporting period. Typically, it falls on the last day of the quarter.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

period

String

Represents time period related to the data e.g., the end of a quarter or fiscal year for the financial statements. Combination of numerical values and letters. For example, '10M' represents a duration of 10 months, while '1Y' represents a duration of 1 year.

reportType

String

A type of the relevant report which takes values "AOR" (As Originally Reported) or "RESTATED" in case of a company corrects data from previous reports. For more detailed typing, refer to a "reportSubType" field.

reportSubType

String

Further typing for the "reportType" field, takes the following values: "P" indicates that the financial information is preliminary and subject to change. "A" indicates that the financial information is considered final and has been reviewed and adjusted as necessary. "R" indicates that one or more of a company's previous financial statements have been revised to correct an error, and the information is considered final. "TTM" indicates that the financial information covers the trailing 12 months, whether it is originally reported or restated.

normalizedBasicEPSGrowth

Double

The rate at which a company’s normalized basic EPS is increasing or decreasing, expressed as a percentage.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Extension fields

fiscalYearEndMonth

String

A numerical representation of the month that marks the end of a company's fiscal year. For instance, "fiscalYearEndMonth" = 9, indicates that the fiscal year ends in September.

Fixed fields

ymd

Integer

The end date of the reporting period. Typically, it falls on the last day of the quarter.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

period

String

Represents time period related to the data e.g., the end of a quarter or fiscal year for the financial statements. Combination of numerical values and letters. For example, '10M' represents a duration of 10 months, while '1Y' represents a duration of 1 year.

reportType

String

A type of the relevant report which takes values "AOR" (acronym for As Originally Reported) or "RESTATED" in case of a company corrects data from previous reports. For more detailed typing, refer to a "reportSubType" field.

reportSubType

String

Further typing for the "reportType" field takes the following values: "P" indicates that the financial information is preliminary and subject to change."A" indicates that the financial information is considered final and has been reviewed and adjusted as necessary."R"indicates that one or more of a company's previous financial statements have been revised to correct an error, and the information is considered final. "TTM" indicates that the financial information covers the trailing 12 months, whether it is originally reported or restated.

currencyCode

String

ISO three-character code used to identify a particular currency.

DPS

Double

Dividend per share is a financial metric used to measure the dividends a company pays to its shareholders on a per-share basis. DPS = total dividend payment/total number of shares outstanding.

totalDPS

Double

Total dividend per share is a similar to "DPS", but includes into the calculation the special, one-time dividends.

basicEPS

Double

Basic Earnings Per Share is a financial metric that represents the portion of a company's profit attributable to each outstanding share of its common stock. basicEPS = (Net Income - Preferred Dividends)/ Weighted Average Number of Common Shares Outstanding.

dilutedEPS

Double

Diluted Earnings Per Share is a financial metric that measures the potential impact of the conversion of dilutive securities, such as stock options, convertible bonds, or stock warrants, on a company's earnings per share. dilutedEPS = (Net Income - Preferred Dividends)/ Weighted Average Number of Diluted Common Shares Outstanding

normalizedBasicEPS

Double

Normalized Basic Earnings Per Share refers to "basicEPS" that has been adjusted to account for unusual or non-recurring items, providing a clearer picture of a company's ongoing or core profitability. normalizedBasicEPS = Normalized Earnings / Basic Weighted Average Shares Outstanding

normalizedDilutedEPS

Double

Normalized Diluted Earnings Per Share refers to "dilutedEPS" that has been adjusted to remove one-time and unusual items, to provide investors with a more accurate measure of the company's true earnings. normalizedDiltuedEPS = Normalized Earnings / Diluted Weighted Average Shares Outstanding.

reportedNormalizedBasicEPS

Double

Reported Normalized Basic Earning Per Share refers to "normalizedBasicEPS" as reported by the company in the financial statements.

reportedNormalizedDilutedEPS

Double

Reported Normalized Diluted Earning Per Share refers to "normalizedDilutedEPS" as reported by the company in the financial statements.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Extension fields

fiscalYearEndMonth

String

A numerical representation of the month that marks the end of a company's fiscal year. For instance, "fiscalYearEndMonth" = 9, indicates that the fiscal year ends in September.

Fixed fields

ymd

Integer

The date of a release of an economic event or indicator.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing economic event or indicator.

sid

String

The internal event ID. Unique across all data providers.

srcType

String

A type of an economic event or indicator.

subType

String

A subtype of an economic event or indicator.

countryCode

String

ISO country code that representing the country of conomic event or indicator.

type

String

To be deleted.

currencyCode

String

ISO three-character code used to identify a particular currency.

actual

String

The actual value of an economic event or indicator at a particular point-in-time or period after the revision (if applicable).

consensus

String

A data provider's own projections about the value of an economic event or indicator.

forecast

String

An average forecasted value of an economic event or indicator collected from a representative group of economists.

revised

String

A value of an economic event or indicator for the previous period, before the revision.

unit

String

A unit of value for an economic event or indicator.

srcReferencePeriod

String

Represents the time period related to the data in abbreviated format. Economic indicators can be periodic which are reported over specific time period, or point-in-time which are relevant at a specific point in time, usually the date of the effective measurement.

referenceTime

Long

Same as srcReferencePeriod, but indicates the exact date and time when the economic indicator is relevant.

srcTime

Long

The date and time of a release of an economic event or indicator.

importance

String

An importance level which a data provider has assigned to an event, that can take one of the following values: "LOW", "MEDIUM", "HIGH".

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Extension fields

previous

String

A value of an economic event or indicator for the previous period, after the revision (if applicable).

calendarId

String

A unique ID of the record used by a data provider.

eventUrl

String

An event hyperlink from a data provider.

eventSource

String

The source of an economic event or indicator.

srcUpdateTime

String

The date and time when a record was inserted or changed from a data provider.

Fixed fields

ymd

Integer

The effective date of the reported data.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

period

String

Represents time period related to the data e.g., the end of a quarter or fiscal year for the financial statements. Combination of numerical values and letters. For example, '10M' represents a duration of 10 months, while '1Y' represents a duration of 1 year.

totalReturn

Double

The total return that an investment produced over a specific period, including dividends received. The value is expressed as a percentage of the amount invested.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Fixed fields

ymd

Integer

The end date of the reporting period. Typically, it falls on the last day of the quarter.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

cid

String

The internal company ID. Unique across all data providers.

period

String

Represents time period related to the data e.g., the end of a quarter or fiscal year for the financial statements. Combination of numerical values and letters. For example, '10M' represents a duration of 10 months, while '1Y' represents a duration of 1 year.

reportType

String

A type of the relevant report which takes values "AOR" (acronym for As Originally Reported) or "RESTATED" in case of a company corrects data from previous reports. For more detailed typing, refer to a "reportSubType" field.

reportSubType

String

Further typing for the "reportType" field takes the following values: "P" Indicates that the financial information is preliminary and subject to change. "A" indicates that the financial information is considered final and has been reviewed and adjusted as necessary."R" indicates that one or more of a company's previous financial statements have been revised to correct an error, and the information is considered final. "TTM" indicates that the financial information covers the trailing 12 months, whether it is originally reported or restated.

currencyCode

String

ISO three-character code used to identify a particular currency.

netIncome

Double

The line item of the income statement that represents the total profit or loss a company has earned during a specific period after all expenses and revenues have been accounted for. It includes all of the company's continuing and discontinued operations, as well as any other income or charges, such as extraordinary items, accounting changes, tax loss carry forwards, and other gains and losses.

totalRevenue

Double

The line item of the income statement that represents the total amount of income the company earns from its business operations, before deducting any expenses, taxes, or other costs.

grossProfit

Double

The profit a company makes after deducting the costs associated with producing and selling its products or the costs associated with its services.

operatingIncome

Double

Income derived from regular business operations, calculated by subtracting the cost of revenue and operating expenses. This figure excludes income generated from any investment activities.

operatingExpense

Double

Operating expenses encompass the main recurring expenditures related to central operations, excluding the cost of goods sold, incurred to facilitate sales generation.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Extension fields

ebit

String

The line item of the income statement that represents Earnings Before Interest and Taxes. It is a measure of a company's operating profitability and is calculated by subtracting operating expenses, excluding interest and taxes, from its total revenue.

ebitda

String

The line item of the income statement that represents Earnings Before Interest, Taxes, Depreciation, and Amortization. It is a measure of a company's operating performance and is calculated by subtracting operating expenses, excluding interest, taxes, depreciation, and amortization from its total revenue.

fiscalYearEndMonth

String

A numerical representation of the month that marks the end of a company's fiscal year. For instance, "fiscalYearEndMonth" = 9, indicates that the fiscal year ends in September.

Fixed fields

ymd

Integer

The effective date of the reported data.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

insiderSharesHeld

Double

The total number of shares of the company's stock that are held by the company's insiders.

insiderPercentHeld

Double

The percentage of shares of the company's stock that are held by the company's insiders.

insiderSharesBought

Double

The total number of shares of the company's stock that were bought by the company's insiders in a given time period.

insiderSharesSold

Double

The number of shares of the company's stock that were sold by the company's insiders during a given time period.

insiderNumberOfBuys

Double

The number of times the insiders purchased shares of their company's stock within a given time period.

insiderNumberOfSells

Double

The number of times the insiders sold shares of their company's stock within a given time period.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Fixed fields

ymd

Integer

The effective date of the reported data.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

institutionSharesHeld

Double

The total number of shares of the company's stock that are held by institutions.

institutionPercentHeld

Double

The percentage of shares of the company's stock that are held by institutions.

institutionSharesBought

Double

The total number of shares of the company's stock that were bought by institutions in a given time period.

institutionSharesSold

Double

The number of shares of the company's stock that were sold by institutions during a given time period.

institutionNumberOfHolders

Double

The number of institutions that hold shares of the company's stock.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Fixed fields

ymd

Integer

The effective date of the reported data.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

marketCap

Double

A financial measure that reflects the total value of a company's common shares available for trading on the stock market. This value is calculated by multiplying the current market price per share by the total number of outstanding common shares. For companies with ADR share classes, Market Cap is calculated as the price multiplied by the ordinary shares outstanding divided by the ADR ratio.

enterpriseValue

Double

A financial metric that represents the theoretical value of a company if it were to be acquired by another business entity. It takes into account the market capitalization (market cap) of the company as well as its outstanding debt and other financial obligations.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Fixed fields

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

cid

String

The internal company ID. Unique across all data providers.

companyStatus

String

A classification assigned to each company, indicating whether its shares are publicly traded and its current operating status. This classification can take one of the following values: Public ("U"): The company is currently operating and has at least one common share class that is currently trading on a public exchange. Private ("V"): The company is currently operating, but does not have any common share classes currently trading on a public exchange. Obsolete ("O"): The company is no longer operating because it has closed its business or has been acquired.

cik

String

The Central Index Key (CIK) is a unique corporate identifier assigned by the Securities and Exchange Commission (SEC).

countryCode

String

ISO country code that represents the country where a firm is domiciled.

currencyCode

String

ISO three-character code used to identify a particular currency.

ipoDate

String

The date on which a company's shares begin trading on a public exchange for the first time.

rawSymbol

String

A ticker symbol in a data provider's symbology.

srcExchange

String

A unique identifier that represents the stock exchange on which a particular share class is currently trading.

mic

String

Market Identification Code (MIC) is a unique four-letter code used to identify exchanges, trading platforms, and other regulated financial marketplaces globally.

cusip

String

This field is not populated for selected data provider.

subType

String

The classification of securities present in the equity database. In most cases, this value remains "NaN" for standard common shares. However, for a small number of share classes, it may indicate "Participating Preferred," "Closed End Fund," "Foreign Share," or "Foreign Participated Preferred." These categories signify our partial inclusion of these specific security types in our equity database.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Extension fields

isPrimaryShare

String

The indicator shows if the specified share is the primary share of the company. "TRUE" indicates it's the primary share, while "FALSE" indicates it's not. The primary share is the first share issued during IPO and still traded. If not traded, it is identified as the share with the highest volume.

legalNameLanguageCode

String

The ISO code is used to represent the language of a text containing a foreign legal name of a company.

shareClassStatus

String

A status classification for shares at the ShareClass level: Active ("A"): The share class is currently trading in a public market, and fundamental data is available. Deactive ("D"): The share class was once Active, but is no longer trading due to the share being delisted from the exchange. Inactive ("I"): The share class is currently trading in a public market, but no fundamental data is available. Obsolete ("O"): The share class was once Inactiv, but is no longer trading due to the share being delisted from the exchange.

tradingStatus

String

The indicator displays "TRUE" when a security’s trading has been suspended, and "FALSE" when not.

exchangeSubMarketGlobalId

String

A categorization that indicates various tiers of marketplaces within a stock exchange.

isDepositaryReceipt

String

The indicator shows "True" when the share class is a depository receipt, either the American Depository Receipt (ADR) or the Global Depositary Receipt (GDR), and "False" when it is not.

isDirectInvest

String

The indicator displays "TRUE" when direct investment plans (DIPs) are available, allowing individual investors to purchase stocks without the need for a stockbroker. It displays "False" when DIPs are not available.

legalName

String

The complete name of the registrant as stated in its charter, usually located on the cover page of the 10K/10Q/20F report.

ipoOfferPriceRange

String

An estimated range of prices, from low to high, during an initial public offering (IPO). This field is used until the final IPO price becomes available and is populated in the data field "IPOPrice".

advisor

String

The official name of the current Company's Legal Advisor.

advisorLanguageCode

String

The ISO code is used to represent the language of the text containing the name and contact information for the Advisor.

fiscalYearEnd

String

The Month that marks the end of the company's most recent fiscal year

expectedFiscalYearEnd

String

The projected year-end for the company, which is estimated by adding one year to the current year-end as reported in the latest available annual report.

ipoOfferPrice

String

The price at which an issuer sells its shares during an initial public offering (IPO). This price is determined by the issuer and its underwriters

businessCountryId

String

A three-character ISO code designates the business country of a security based on factors such as incorporation, headquarters, exchange listing, trading volumes, revenue sources, and assets.

isLimitedLiabilityCompany

String

The indicator shows "TRUE" when a company is structured as a limited liability company (LLC), and "FALSE" when it is not.

yearOfEstablishment

String

The year in which the company was established.

conversionRatio

String

The relationship between the share class that was selected and the primary share class.

standardName

String

The English translation of the foreign legal name if applicable.

parValue

String

The face/nominal value assigned to a security by the issuing company.

delistingDate

String

The date when a non-active security was removed from trading on an exchange.

auditor

String

The official name of the current Company's Auditor.

isDividendReinvest

String

The indicator shows "TRUE" when a shareholder election plan to reinvest cash dividend into additional shares is selected, and "FALSE" when it is not.

shareClassDescription

String

An additional information about a security, such as the share classes (A or B), whether it is an ADR, GDR, or a business development company (BDC). Also, this field offers more specific details about preferred share classes.

sedol

String

This field is not populated for selected data provider.

auditorLanguageCode

String

The ISO code is used to represent the language of the text containing the name and contact information for the Auditor.

isREIT

String

The indicator shows "TRUE" when a company is a real estate investment trust (REIT), and "FALSE" when it is not.

isLimitedPartnership

String

The indicator shows "TRUE" when a company is structured as a limited partnership (LP), and "FALSE" when it is not.

industryTemplateCode

String

This indicator identifies the applicable industry data collection template for the company, each of which includes commonly reported data elements specific to six industry categories: Manufacturing ("N"), Mining ("M"), Utility ("U"), Transportation ("T"), Bank ("B"), and Insurance ("I").

investmentId

String

An identifier assigned by the data provider to each security.

securityType

String

The classification for securities takes the following values: Common Stock (ST00000001), Preferred Stock (ST00000002), Warrants (ST00000008), and Units (ST000000A1).

reportStyle

String

The financial template used to collect a company's financial statements, where Style "1" is commonly used by US and Canadian companies, while style "3" is used by the rest of the world.

depositaryReceiptRatio

String

The quantity of common shares that support every American Depository Receipt that is traded.

delistingReason

String

The cause for a non-active security's removal from trading on an exchange.

shortName

String

The abbreviated name of the firm, which has a maximum of 25 characters.

isin

String

The International Securities Identification Number (ISIN) is a distinctive code utilized for identifying a particular securities issue. The allocation of ISINs within a country is the responsibility of its National Numbering Agency (NNA). Most countries have adopted the ISIN scheme as the recognized standard for identifying traded securities. However, in the United States and Canada, a comparable numbering system called the CUSIP number is primarily used.

Fixed fields

ymd

Integer

A date of the merger event.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

acquirerCid

String

A unique ID of the acquirer company.

role

String

The role assigned to the "dxSymbol" company in a transaction. Possible values are "ACQUIRER" or "TARGET".

targetCid

String

A unique ID of the target company.

acquirerDxSymbol

String

A ticker symbol in the dxFeed symbology of the acquirer company.

targetDxSymbol

String

The target company's ticker symbol, in dxFeed symbology.

shares

Double

The ratio that determines how the acquirer's shares align with the shares of the target company.

currencyCode

String

ISO three-character code used to identify a particular currency.

cash

Double

A cash amount per share of the target company.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Extension fields

notes

String

A field used to provide additional description of a transaction.

Fixed fields

ymd

Integer

The effective date of the reported data.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

institutionSharesHeld

Double

To be deleted.

institutionPercentHeld

Double

To be deleted.

institutionSharesBought

Double

To be deleted.

institutionSharesSold

Double

To be deleted.

institutionNumberOfHolders

Double

To be deleted.

fundSharesHeld

Double

The total number of shares of the company's stock that are held by fund companies.

fundPercentHeld

Double

The percentage of shares of the company's stock that are held by fund companies.

fundSharesBought

Double

The total number of shares of the company's stock that were bought by fund companies in a given time period.

fundSharesSold

Double

The number of shares of the company's stock that were sold by fund companies during a given time period.

fundHolderNumber

Double

The number of fund companies that hold shares of the company's stock.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Fixed fields

ymd

Integer

The end date of the reporting period. Typically, it falls on the last day of the quarter.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

cid

String

The internal company ID. Unique across all data providers.

period

String

Represents time period related to the data e.g., the end of a quarter or fiscal year for the financial statements. Combination of numerical values and letters. For example, '10M' represents a duration of 10 months, while '1Y' represents a duration of 1 year.

reportType

String

A type of the relevant report which takes values "AOR" (acronym for As Originally Reported) or "RESTATED" in case of a company corrects data from previous reports. For more detailed typing, refer to a "reportSubType" field.

reportSubType

String

Further typing for the "reportType" field takes the following values: P: Indicates that the financial information is preliminary and subject to change."A" indicates that the financial information is considered final and has been reviewed and adjusted as necessary."R" indicates that one or more of a company's previous financial statements have been revised to correct an error, and the information is considered final."TTM" Indicates that the financial information covers the trailing 12 months, whether it is originally reported or restated.

totalRevenueGrowth

Double

The percentage increase in a company's revenue. This growth percentage is determined by analyzing the revenue data obtained from the company's Income Statement, which is reported in the company filings or reports.

netIncomeGrowth

Double

Net Income Growth is a financial metric that measures the percentage increase or decrease in a company's net income over a specified period.

roa

Double

Return on Assets (ROA), is a financial ratio that measures a company's profitability in relation to its total assets. To calculate ROA, divide Net Income by the Average Total Assets of the company.

roe

Double

Return on Equity (ROE) is a financial ratio that measures the profitability of a company by showing how much profit it generates in relation to the amount of shareholder equity. To calculate ROE, divide Net Income by Average Total Common Equity of a company.

grossMargin

Double

Gross Margin is a financial metric that measures a company's profitability by calculating the percentage of revenue remaining after subtracting the cost of goods sold (COGS). To calculate the Gross Margin, subtract COGS from total revenue and divide the result by total revenue.

operatingMargin

Double

Operating Margin is a financial ratio that indicates the profitability of a company's core business operations. To calculate Operating Margin, divide Operating Income by Revenue of a company.

netMargin

Double

Net Margin is a financial ratio that measures the percentage of revenue that remains as net income after deducting all expenses. To calculate Net Margin, divide Net Income by Revenue of a company.

normalizedNetProfitMargin

Double

Normalized Net Profit Margin is a financial metric that measures a company's profitability. To calculate the metric, divide the normalized income by the total revenue.

inventoryTurnover

Double

Inventory Turnover is a financial metric that measures how efficiently a company manages its inventory by calculating the number of times it sells and replaces its inventory during a given period. To calculate Inventory Turnover, divide the cost of goods sold (COGS) by the average inventory value during the same period.

assetsTurnover

Double

The asset turnover ratio measures the value of a company's sales or revenues relative to the value of its assets. To calculate Assets Turnover, divide the total revenue generated by the company over a specific period by the average total assets held by the company during the same period.

currentRatio

Double

The Current Ratio is a liquidity ratio used to evaluate a company's ability to pay its short-term financial obligations, those that are due within one year. To calculate the Current Ratio, divide a company's current assets by its current liabilities.

quickRatio

Double

Quick Ratio is a financial ratio that measures a company's ability to meet its short-term obligations with its liquid assets. Liquid assets are those that can be quickly converted into cash, such as cash, cash equivalents, and short-term investments, as well as receivables. To calculate the Quick Ratio, divide the sum of these assets by the company's current liabilities.

longTermDebtTotalCapitalRatio

Double

The long-term debt to capitalization ratio, a variation of the traditional debt-to-equity (D/E) ratio, shows the financial leverage of a firm. To calculate the Long Term Debt Total Capital Ratio, divide the company's long-term debt and capital lease obligations by the sum of its long-term debt and capital lease obligations, plus total shareholder's equity.

totalAssetsEquityRatio

Double

A ratio calculated by dividing Total Assets by Common Equity, using the data from the company's Balance Sheet. It is important to note that Common Equity is obtained by deducting Preferred Stock from Total Shareholder's Equity.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Extension fields

roic

String

ROIC (Return on Invested Capital) is a financial metric used to assess the profitability and efficiency of a company's capital investments. It is calculated by dividing the company's net income by the sum of its total equity, long-term debt and capital lease obligations, and short-term debt and capital lease obligations.

fiscalYearEndMonth

String

A numerical representation of the month that marks the end of a company's fiscal year. For instance, "fiscalYearEndMonth" = 9, indicates that the fiscal year ends in September.

Fixed fields

ymd

Integer

The effective date of the reported data.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

open

Double

The initial price at which the security is traded at the beginning of a trading day.

high

Double

The highest price at which the security is traded during a trading day.

low

Double

The lowest price at which the security is traded during a trading day.

close

Double

The final price at which the security is traded at the end of a trading day.

volume

Double

The total number of security's shares traded during a trading day.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Fixed fields

ymd

Integer

A date of the reference change event.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

type

String

A specific item name that has been changed. Possible values are "SYMBOL", "EXCHANGE", "CUSIP", "DEPOSITARY_RECEIPT_RATIO", "CIK", "LEGAL_NAME", "STANDARD_NAME", "ISIN", "LISTING_STATUS" or "UNKNOWN".

refChangeTarget

String

A broad classification for an item that has undergone a change. Possible values are "SHARE_CLASS" or "COMPANY".

oldValue

String

A value before changes or modifications.

newValue

String

A value after changes or modifications.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Extension fields

pk

String

A The internal company ID. Unique across all data providers.

Fixed fields

ymd

Integer

The effective date of the reported data.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

sharesOutstanding

Double

The total number of a company's outstanding shares, as reported by the company in their 10-K, 10-Q, or 20-F filings. This number includes all shares currently held by investors and is used to calculate the company's market capitalization. By multiplying the current share price by the total number of outstanding shares, investors can estimate the company's total market value.

sharesFloat

Double

The total number of shares available for trading in the market that are publicly owned and not restricted or closely held by insiders or institutional investors.

sharesOutstandingInterim

Double

The latest total shares outstanding based on an interim source. These figures do not come from a company's balance sheet, but rather reflect between-period updates due to events such as capital raises, share buybacks, corporate restructuring, or other company activities. This data is collected from various sources, including company filings and exchange records. For US-listed companies, source documents include forms 10-K, 10-Q, 20-F, 40-F, 8-K, 6-K, and shareholder proxy filings, as well as the company's website. For international companies, interim TSO data is primarily collected from exchanges.

sharesOutstandingBalanceSheet

Double

The total number of shares outstanding for a specific share class, based on the figure reported in the latest balance sheet of a publicly traded company. This information must be obtained from a publicly available audited filing, such as a 10-K, 10-Q, or 20-F.

sharesOutstandingWithBalanceSheetEndingDate

Double

The total number of shares outstanding reported by a company as of the ending date of its balance sheet period. This information is typically disclosed in the company's 10-K, 10-Q, or 20-F filing. The shares outstanding figure is an aggregated number that includes all outstanding shares for the company.

shareClassLevelTreasurySharesOutstanding

Double

The total number of treasury shares outstanding for a company on a share class level.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.

Fixed fields

ymd

Integer

The effective date of the reported data.

eventTime

Long

The timestamp when the event has been registered in the dxFeed system.

dxSymbol

String

A unique combination of characters representing a security on a stock exchange. Follows dxFeed symbology.

sid

String

The internal security ID. Unique across all data providers.

normalizedPERatio

Double

Normalized PE Ratio is a financial metric used to measure the valuation of a company's stock relative to its normalized earnings per share (EPS). Normalized EPS removes one-time and unusual items from net EPS to provide investors with a more accurate measure of the company's true earnings. To calculate Normalized PE Ratio, divide the adjusted close price by the normalized EPS. If the result is negative, zero, greater than 10,000, or less than 0.001, then the Normalized PE Ratio is "NaN".

forwardPERatio

Double

Forward PE Ratio is a financial metric used to measure the valuation of a company's stock based on its expected future earnings. To calculate Forward PE Ratio, divide 1 by the Forward Earning Yield. If the result is negative, then the Forward PE Ratio is "NaN".

normalizedPEGRatio

Double

Normalized PEG Ratio is a financial metric used to measure the valuation of a company's stock relative to its long-term normalized earnings growth rate. To calculate Normalized PEG Ratio, divide the Normalized Forward PE Ratio by the long-term average normalized earnings growth rate.

trailingDividendYield

Double

Trailing Dividend Yield is a financial metric used to measure the return on investment from a company's dividend payments over the past 12 months. To calculate Trailing Dividend Yield, divide the total dividends paid per share over the trailing 12 months by the current price per share.

forwardDividendYield

Double

Forward Dividend Yield is a financial metric used to estimate the annual dividend return on a stock investment. To calculate Forward Dividend Yield, multiply the current dividend per share by the payout frequency and then divide the result by the stock price.

payoutRatio

Double

Payout Ratio is a financial metric used to measure the proportion of a company's earnings that are paid out as dividends to shareholders. To calculate Payout Ratio, divide the dividend per share by the diluted earnings per share.

peRatio

Double

PE Ratio, or Price-to-Earnings Ratio, is a financial metric used to measure the valuation of a company's stock relative to its earnings per share. To calculate PE Ratio, divide the adjusted close price by the earnings per share. If the result is negative, zero, greater than 10000, or less than 0.001, then the PE Ratio is "NaN".

psRatio

Double

PS Ratio, or Price-to-Sales Ratio, is a financial metric used to measure the valuation of a company's stock relative to its sales per share. To calculate PS Ratio, divide the adjusted close price by the sales per share. If the result is negative or zero, then the PS Ratio is "NaN".

pbvRatio

Double

The ratio of Adjusted Close Price to EPS (Earnings Per Share). If the result falls into the categories of negative, zero, greater than 10,000, or less than 0.001, it is recorded as "NaN".

pcfRatio

Double

PCF Ratio, or Price-to-Cash Flow Ratio, is a financial metric used to measure the valuation of a company's stock relative to its cash flow per share. To calculate PCF Ratio, divide the adjusted close price by the cash flow per share. If the result is negative or zero, then the PCF Ratio is "NaN".

pfcfRatio

Double

The ratio of Adjusted Close Price to Free Cash Flow Per Share. In cases where the result is negative or zero, the value is considered "NaN".

salesPerShare

Double

Sales Per Share is a financial metric used to calculate the amount of a company's sales revenue that is generated per outstanding share of common stock. To calculate Sales Per Share, divide the total sales by the average diluted shares outstanding.

bookValuePerShare

Double

Book Value Per Share (BVPS) is a financial metric that represents the amount of shareholder equity attributable to each outstanding share of common stock. To calculate BVPS, divide the total common shareholder's equity by the total number of shares outstanding.

operationsCashFlowPerShare

Double

CFO Per Share represents the amount of cash generated from a company's operating activities per outstanding share of common stock. To calculate CFO Per Share, divide the total cash flow from operations by the average number of diluted shares outstanding.

cashFlowFreePerShare

Double

Free Cash Flow Per Share represents the amount of free cash flow generated by a company per outstanding share of common stock. To calculate FCF Per Share, divide the total free cash flow by the average number of diluted shares outstanding.

disabled

Boolean

Technical status of a record. Mostly set to "false".

source

String

The data provider ID.