Concepts › Signals › Signal catalog
Price catalog
Price levels and records: quotes, bars, session levels, and rolling highs & lows — plus the signals those levels own (at / above / approaching / breaking).
Trades & quotes
Last trade and the current quote: price, bid/ask, and depth.
| Column | Type | Description |
|---|---|---|
ask | numeric | Best ask from the consolidated NBBO at the most recent snapshot tick. |
ask_size | integer | Round lots at the ask. Raw count — NOT multiplied by 100. |
bid | numeric | Best bid from the consolidated NBBO at the most recent snapshot tick. |
bid_size | integer | Round lots at the bid. Raw count — NOT multiplied by 100. Multiply by 100 to get share count. |
price | numeric | Most recent trade price. |
Latest bars
OHLC of the latest minute bar and the prior session's daily bar.
| Column | Type | Description |
|---|---|---|
min_close | numeric | Current minute bar’s most-recent close (last print). |
min_high | numeric | Current minute bar’s running high. |
min_low | numeric | Current minute bar’s running low. |
min_open | numeric | Current minute bar’s open. Updates every snapshot tick during market hours. |
prev_day_high | numeric | Previous trading day’s session high. |
prev_day_low | numeric | Previous trading day’s session low. |
prev_day_open | numeric | Previous trading day’s official open. |
previous_close | numeric | Official prior-session close. |
Session levels & position
Today's session levels (open, high, low) and where price sits relative to them and yesterday's landmarks.
| Column | Type | Description |
|---|---|---|
session_high | numeric | Highest trade so far today. |
session_low | numeric | Lowest trade so far today. |
session_open | numeric | Today’s opening print. |
above_premarket_high | state | Close above the pre-market session high.close > max(price[04:00..09:30]) |
above_session_open | state | Close above today’s session-open price.close > open_0930 |
above_yesterday_close | state | Close above the prior session’s close.close > close_prev |
above_yesterday_high | state | Close above the prior session’s intraday high.close > high_prev |
at_session_high | state | At today’s intraday session high (within tolerance).price >= session_high * 0.999 |
at_session_low | state | At today’s intraday session low (within tolerance).price <= session_low * 1.001 |
below_premarket_low | state | Close below the pre-market session low.close < min(price[04:00..09:30]) |
below_yesterday_low | state | Close below the prior session’s intraday low.close < low_prev |
tested_session_high_recent | state | Price touched today’s session high within the last 5 minutes.max(close, last 5 min) >= session_high * 0.999 |
tested_session_low_recent | state | Price touched today’s session low within the last 5 minutes.min(close, last 5 min) <= session_low * 1.001 |
Highs & lows
Rolling-window highs and lows (5-day, 20-day, 52-week), their dates and distances, and the at/approaching/breaking signals those levels own.
| Column | Type | Description |
|---|---|---|
days_since_52w_high | integer | Trading days since the most recent 52-week high. |
days_since_52w_low | integer | Trading days since the most recent 52-week low. |
high_20d | numeric | Highest trade in the trailing 20 trading days. |
high_20d_eod | numeric | Highest close over the last 20 trading sessions. Close-basis. For the intraday-wick variant use `at_20d_high`. |
high_52w | numeric | Highest trade in the trailing 52 weeks (live, includes today). |
high_52w_date | date | Date the trailing-52-week high was set. Useful for "fresh 52w highs in the last 30 days" scans. |
high_52w_eod | numeric | Highest close over the trailing 52 weeks. The `_eod` distinguishes from the canonical intraday `52_week_high` (which captures wicks). |
high_5d | numeric | Highest intraday high over the last 5 trading sessions, inclusive of the current session. |
high_5d_eod | numeric | Highest close over the last 5 trading sessions. Close-basis (no intraday wicks) — pair with `high_5d` to distinguish. |
last_20d_high_date | date | Date the trailing-20-day high was set. |
last_20d_low_date | date | Date the trailing-20-day low was set. |
low_20d | numeric | Lowest trade in the trailing 20 trading days. |
low_20d_eod | numeric | Lowest close over the last 20 trading sessions. Close-basis. |
low_52w | numeric | Lowest trade in the trailing 52 weeks (live, includes today). |
low_52w_date | date | Date the trailing-52-week low was set. |
low_52w_eod | numeric | Lowest close over the trailing 52 weeks. |
low_5d | numeric | Lowest intraday low over the last 5 trading sessions, inclusive of the current session. |
low_5d_eod | numeric | Lowest close over the last 5 trading sessions. Close-basis. |
pct_from_52w_high | numeric | Percent below the 52-week high. Always >= 0 (use the `at_52w_high` flag to test highs). |
pct_from_52w_low | numeric | Percent above the 52-week low. Always >= 0. |
position_in_52w_range | numeric | Where the live price sits in the 52-week range, 0–100. 0 = at low, 100 = at high. |
52_week_high | state | Price printed a new 52-week high today.high > max(high) over the prior 252 sessions |
52_week_low | state | Price printed a new 52-week low today.low < min(low) over the prior 252 sessions |
approaching_52w_high | state | Price is within 5% of the 52-week high.close >= high_52w * 0.95 AND close < high_52w AND (close > sma_20 AND close > sma_50, OR >= 3 of last 5 days up) AND volume > avg_volume_10d |
approaching_52w_low | state | Price is within 5% of the 52-week low.close <= low_52w * 1.05 AND close > low_52w AND (close < sma_20 AND close < sma_50, OR >= 3 of last 5 days down) AND volume > avg_volume_10d |
at_20d_high | state | Price is at or above the 20-day high.close >= high_20d |
at_20d_low | state | Price is at or below the 20-day low.close <= low_20d |
at_52w_high | state | Price has traded within 0.5% of the 52-week high this session; once tagged, the flag stays on for the rest of the session.session_high >= high_52w * 0.995 |
at_52w_low | state | Price has traded within 0.5% of the 52-week low this session; once tagged, the flag stays on for the rest of the session.session_low <= low_52w * 1.005 |
Support & resistance
Pivot-detected price levels a ticker has repeatedly touched, and whether price is at one now. Levels are found nightly across the equity universe; a ticker with too little history has none and its flags read NULL rather than false.
| Column | Type | Description |
|---|---|---|
at_resistance | state | Price is testing a detected resistance level.Price within 1.5 × ATR(20) of an active detected resistance level — a cluster of two or more historical swing highs within an ATR-scaled band, still unbroken. |
at_support | state | Price is testing a detected support level.Price within 1.5 × ATR(20) of an active detected support level — a cluster of two or more historical swing lows within an ATR-scaled band, still unbroken. |