Aspen Graphics Quote Codes

APPENDIX B: Toggle Code Menu

When you modify a quote page or build one from scratch, you can use the Toggle Code Menu to make your selections. Figure 1 is the Toggle Code Menu. Because this subscriber uses Aspen Optionalysis, the Toggle code menu includes Options quote codes.

Figure 2 is an Aspen quote page built by using the Toggle Code Menu.

The Tables that follow will identify and explain each selection in the Toggle Code Menu.

quote code menu.gif (7947 bytes)

Figure 1

This page was built without using any of the redundant quote codes.
For example; Ask was used but not Ask2 through Ask7.

Figure 2

Code

Meaning

Ask

The most recent Ask.

Ask2 -Ask7

Ask2 is the second most recent ask. Ask7 is the seventh most recent Ask.

Asksize

The volume size of the most recent Ask.

Asksize2 - Asksize7

Asksize2 is the volume of the second most recent ask. Asksize7 is the volume of the seventh most recent Ask.

Asktime

The time of the Ask.

Asktime2 - Asktime 7

Asktime2 is the time of the second most recent ask. Asktime7 is the time of the seventh most recent Ask.

Askx

The source of the Ask.

Askx2 - Askx7

Askx2 is the source of the second most recent ask. Askx7 is the source of the seventh most recent Ask.

Code

Meaning

Bask Best Ask of the day.

Basksize Volume of the Best Ask.

Basktime Time of the Best Ask.

Baskx Source of the Best Ask.

Bate Bid, Ask, Trade, Exception. A single letter identifier. a = ask,
b = bid, r = recent, s = settle,

l = last, m = midpoint, p = prev,

o = open, h = high, c = close.

Bbid Best Bid of the day.

Bbidsize Volume of the Best Bid.

Bbidtime Time of the Best Bid.

Bbidx Source of the Best Bid.

Bid The most recent Bid.

Bid2 - Bid7 Bid2 is the second most recent Bid. Bid7 is the seventh most recent Bid.

Bidsize Volume of the most recent Bid.

Bidsize2 - Bidsize7 Bidsize2 is the volume of the second most recent Bid. Bidsize7 is the volume of the seventh most recent Bid.

Bidtime Time of the most recent Bid.

Bidtime2 - Bidtime7 Bidtime2 is the time of the second most recent Bid. Bidtime7 is the time of the seventh most recent Bid.

Bidx Source of the most recent Bid.

Bidx2 - Bidx7 Bidx2 is the source of the second most recent Bid. Bidx7 is the source of the seventh most recent Bid.

Code

Meaning

Change The trend of the most recent trade.

Close The closing price of the day.

Close1 &Close2 Close1 is the close of the previous day. Close2 is the close of second previous day.

Clr1 & Clr2 Clr1 is the Initial closing range. Clr2 is the Initial closing range of the previous day.

Cltime Time of the closing price.

Cltime1 - Cltime4 Cltime1 is the closing time of the previous day. Cltime4 is the closing time of the fourth previous day.

Cond Trade condition.

Currency Type of currency the instrument trades in.

Code

Meaning

Desc A description of the symbol as sent down by the data feed.

Dollars Currency value for one full point.

Dvol Number of down tics or stock volume on down trades.

Code

Meaning

Exch The exchange on which the instrument trades.

Exdesc The full name of the exchange.

Expire Contract expiration date.

Code

Meaning

High The high price of the day.

Code

Meaning

Last The price of the last trade.

Last1 - Last8 Last1 is the price of the previous trade. Last8 is the price of the eighth previous trade.

Lastx Source of the last price.

Low The low price of the day.

Code

Meaning

Net The net change value for the day.

Code

Meaning

OI Open Interest.

Open The opening price of the day.

Open1 &Open2 Open1 is the opening price of the previous day. Open2 is the adjusted opening price (if any).

Opr1 & Opr2 Opr1 is the initial opening range. Opr2 is the secondary opening range.

Optime The time of the opening.

Optime1 - Optime4 Optime1 is the time of the previous opening. Optime4 is the time of the fourth previous opening.

Code

Meaning

Prev The previous day’s settle price.

Code

Meaning

Recent The most recent trade.

Code

Meaning

Sbase Instrument symbol Base or Root.

Sext Instrument symbol Extension.

Strike Option strike price.

Symb The instrument you are quoting on the quote page.

Code

Meaning

TicVol Volume of the last tic.

TicVol1 - TicVol8 TicVol1 is the volume of the previous tic. TicVol8 is the volume of the eighth most previous tic.

Time Time of the last trade.

Time1 - Time8 Time1 is the time of the previous trade. Time8 is the time of the eighth most previous trade.

Trade Value of the last trade.

Tradesize Volume of the last trade.

Tradetime Time of the last trade.

Tradex Source of the last trade.

Trend Trend of the last trade.

Tvol Total volume of the instrument today.

Type Instrument type.

Tzone Time zone in which the instrument trades.

Code

Meaning

Units Trading units of the instrument.

Uvol Number of uptics or stock volume on up trades.

Code

Meaning

Volume Number of tics or shares of stock traded during the period.

Code

Meaning

Xmonth The month a contract expires.

Options Toggle Code Menu Top of Page

Figure 3 is the Toggle Code Menu for options. Figure 4 is an Aspen quote page built by using the Options Toggle Code Menu. The following tables explain each entry.

Figure 3

Figure 4

Code

Meaning

Askdelta Delta at option’s Ask implied volatility.

Askivlty Implied volatility of option’s Ask.

Code

Meaning

Base Base for interest rate futures.

Biddelta Delta at option’s Bid implied volatility.

Bidivlty Implied volatility of option’s Bid.

Code

Meaning

Dadjust Adjustment of time to expiration (date method).

Delta Sensitivity of an option’s theoretical value to price change of underlying.

Dividend Next dividend payment.

Dividend2 - Dividend4 Dividend2 is the second dividend payment. Dividend4 is the fourth dividend payment.

Divtype Type of dividend.

Code

Meaning

Expire Expiration date (futures and options).

Code

Meaning

Frate Foreign currency interest rate.

Frho Sensitivity of theoretical value to change of foreign interest rate.

Code

Meaning

Gamma Sensitivity of Delta to price change of underlying.

Code

Meaning

Ivlty Implied volatility.

Code

Meaning

Kappa Sensitivity of theoretical value to change in volatility.

Code

Meaning

Mid Midpoint between a Bid and an Ask.

Model Option pricing model.

Code

Meaning

Obate Option price type used to calculate implied volatility.

Offset Adjustment to underlying price used in pricing model.

Oprice Option price depending on OBATE setting.

OptaUprice Underlying price at time of option’s Ask.

OptbUprice Underlying price at time of option’s Bid.

OptUprice Underlying price at time of last option price (OPRICE).

Otype Option type (call or put).

Code

Meaning

Price Price at which an option position was entered.

Price2 - Price5 Price at which an option position was entered.

Code

Meaning

Qty Quantity of instruments comprising an options position.

Qty2 - Qty5 Quantity of instruments comprising an options position.

Code

Meaning

Rate Domestic interest rate.

Rho Sensitivity of theoretical value to change in interest rate.

Code

Meaning

Sext Instrument symbol extension.

Steps Number of time intervals for Binomial Model.

Strike Option strike price.

Code

Meaning

Theor Theoretical price.

Theor1 Theoretical price displayed in the option’s trading units.

Theta Sensitivity of theoretical value to the amount of time to expiration.

Code

Meaning

Ubate Price type of the underlying instrument used in the pricing model.

Uprice Price of the underlying instrument depending on the UBATE setting.

Code

Meaning

Vega Sensitivity of theoretical value to change in volatility.

Vlty Volatility used to calculate theoretical value and greeks.

Code

Meaning

Xadjust Adjustment to the number of days to expiration.

Xdays Days to expiration.

Xdivdate Next ex-dividend date.

Xdivdate2 - Xdivdate4 Xdivdate2 is the second ex-dividend date. Xdivdate4 is the fourth ex-dividend date.

Xhours Hours to expiration.

Xmins Minutes to expiration.

Xmonth Month of expiration.

Xtime Time to expiration in DD-HH-MM format.

Xtype American or European expiration.

Xyears Years to expiration.

Code

Meaning

Ydays Number of days per year depending on YEAR setting.

Year Year type (Calendar, Weekday, Market).

Yield Stock and stock index dividend yield.

Yrho Sensitivity of theoretical value to change in stock dividend yield.

Top of Page

Code	Meaning
Ask	The most recent Ask.
Ask2 -Ask7	Ask2 is the second most recent ask. Ask7 is the seventh most recent Ask.
Asksize	The volume size of the most recent Ask.
Asksize2 - Asksize7	Asksize2 is the volume of the second most recent ask. Asksize7 is the volume of the seventh most recent Ask.
Asktime	The time of the Ask.
Asktime2 - Asktime 7	Asktime2 is the time of the second most recent ask. Asktime7 is the time of the seventh most recent Ask.
Askx	The source of the Ask.
Askx2 - Askx7	Askx2 is the source of the second most recent ask. Askx7 is the source of the seventh most recent Ask.

Code	Meaning
Bask	Best Ask of the day.
Basksize	Volume of the Best Ask.
Basktime	Time of the Best Ask.
Baskx	Source of the Best Ask.
Bate	Bid, Ask, Trade, Exception. A single letter identifier. a = ask, b = bid, r = recent, s = settle, l = last, m = midpoint, p = prev, o = open, h = high, c = close.
Bbid	Best Bid of the day.
Bbidsize	Volume of the Best Bid.
Bbidtime	Time of the Best Bid.
Bbidx	Source of the Best Bid.
Bid	The most recent Bid.
Bid2 - Bid7	Bid2 is the second most recent Bid. Bid7 is the seventh most recent Bid.
Bidsize	Volume of the most recent Bid.
Bidsize2 - Bidsize7	Bidsize2 is the volume of the second most recent Bid. Bidsize7 is the volume of the seventh most recent Bid.
Bidtime	Time of the most recent Bid.
Bidtime2 - Bidtime7	Bidtime2 is the time of the second most recent Bid. Bidtime7 is the time of the seventh most recent Bid.
Bidx	Source of the most recent Bid.
Bidx2 - Bidx7	Bidx2 is the source of the second most recent Bid. Bidx7 is the source of the seventh most recent Bid.

Code	Meaning
Change	The trend of the most recent trade.
Close	The closing price of the day.
Close1 &Close2	Close1 is the close of the previous day. Close2 is the close of second previous day.
Clr1 & Clr2	Clr1 is the Initial closing range. Clr2 is the Initial closing range of the previous day.
Cltime	Time of the closing price.
Cltime1 - Cltime4	Cltime1 is the closing time of the previous day. Cltime4 is the closing time of the fourth previous day.
Cond	Trade condition.
Currency	Type of currency the instrument trades in.

Code	Meaning
Desc	A description of the symbol as sent down by the data feed.
Dollars	Currency value for one full point.
Dvol	Number of down tics or stock volume on down trades.

Code	Meaning
Exch	The exchange on which the instrument trades.
Exdesc	The full name of the exchange.
Expire	Contract expiration date.

Code	Meaning
Last	The price of the last trade.
Last1 - Last8	Last1 is the price of the previous trade. Last8 is the price of the eighth previous trade.
Lastx	Source of the last price.
Low	The low price of the day.

Code	Meaning
OI	Open Interest.
Open	The opening price of the day.
Open1 &Open2	Open1 is the opening price of the previous day. Open2 is the adjusted opening price (if any).
Opr1 & Opr2	Opr1 is the initial opening range. Opr2 is the secondary opening range.
Optime	The time of the opening.
Optime1 - Optime4	Optime1 is the time of the previous opening. Optime4 is the time of the fourth previous opening.

Code	Meaning
Sbase	Instrument symbol Base or Root.
Sext	Instrument symbol Extension.
Strike	Option strike price.
Symb	The instrument you are quoting on the quote page.

Code	Meaning
TicVol	Volume of the last tic.
TicVol1 - TicVol8	TicVol1 is the volume of the previous tic. TicVol8 is the volume of the eighth most previous tic.
Time	Time of the last trade.
Time1 - Time8	Time1 is the time of the previous trade. Time8 is the time of the eighth most previous trade.
Trade	Value of the last trade.
Tradesize	Volume of the last trade.
Tradetime	Time of the last trade.
Tradex	Source of the last trade.
Trend	Trend of the last trade.
Tvol	Total volume of the instrument today.
Type	Instrument type.
Tzone	Time zone in which the instrument trades.

Code	Meaning
Units	Trading units of the instrument.
Uvol	Number of uptics or stock volume on up trades.

Code	Meaning
Volume	Number of tics or shares of stock traded during the period.

Code	Meaning
Askdelta	Delta at option’s Ask implied volatility.
Askivlty	Implied volatility of option’s Ask.

Code	Meaning
Base	Base for interest rate futures.
Biddelta	Delta at option’s Bid implied volatility.
Bidivlty	Implied volatility of option’s Bid.

Code	Meaning
Dadjust	Adjustment of time to expiration (date method).
Delta	Sensitivity of an option’s theoretical value to price change of underlying.
Dividend	Next dividend payment.
Dividend2 - Dividend4	Dividend2 is the second dividend payment. Dividend4 is the fourth dividend payment.
Divtype	Type of dividend.

Code	Meaning
Frate	Foreign currency interest rate.
Frho	Sensitivity of theoretical value to change of foreign interest rate.

Code	Meaning
Gamma	Sensitivity of Delta to price change of underlying.

Code	Meaning
Kappa	Sensitivity of theoretical value to change in volatility.

Code	Meaning
Mid	Midpoint between a Bid and an Ask.
Model	Option pricing model.

Code	Meaning
Obate	Option price type used to calculate implied volatility.
Offset	Adjustment to underlying price used in pricing model.
Oprice	Option price depending on OBATE setting.
OptaUprice	Underlying price at time of option’s Ask.
OptbUprice	Underlying price at time of option’s Bid.
OptUprice	Underlying price at time of last option price (OPRICE).
Otype	Option type (call or put).

Code	Meaning
Price	Price at which an option position was entered.
Price2 - Price5	Price at which an option position was entered.

Code	Meaning
Qty	Quantity of instruments comprising an options position.
Qty2 - Qty5	Quantity of instruments comprising an options position.

Code	Meaning
Rate	Domestic interest rate.
Rho	Sensitivity of theoretical value to change in interest rate.

Code	Meaning
Theor	Theoretical price.
Theor1	Theoretical price displayed in the option’s trading units.
Theta	Sensitivity of theoretical value to the amount of time to expiration.

Code	Meaning
Ubate	Price type of the underlying instrument used in the pricing model.
Uprice	Price of the underlying instrument depending on the UBATE setting.

Code	Meaning
Vega	Sensitivity of theoretical value to change in volatility.
Vlty	Volatility used to calculate theoretical value and greeks.

Code	Meaning
Xadjust	Adjustment to the number of days to expiration.
Xdays	Days to expiration.
Xdivdate	Next ex-dividend date.
Xdivdate2 - Xdivdate4	Xdivdate2 is the second ex-dividend date. Xdivdate4 is the fourth ex-dividend date.
Xhours	Hours to expiration.
Xmins	Minutes to expiration.
Xmonth	Month of expiration.
Xtime	Time to expiration in DD-HH-MM format.
Xtype	American or European expiration.
Xyears	Years to expiration.

Code	Meaning
Ydays	Number of days per year depending on YEAR setting.
Year	Year type (Calendar, Weekday, Market).
Yield	Stock and stock index dividend yield.
Yrho	Sensitivity of theoretical value to change in stock dividend yield.