File Layout and Field Documentation
The following rules apply to the file layout.
- All fields will be separated by pipes (|).
- The absence of a field will be represented by two consecutive pipes (||).
- If the last field is absent, then the last character will be the pipe that precedes that field.
- The standard Linux end of line character (typically denoted as \n) follows each row.
Field Name Data Format Notes Trade Date Text, MM/DD/YY Symbol Text IssueName Text PrimaryExchange Text, single character Will always be 'Z' SharesOutstanding Integer Volume Integer Shares traded on the BZX for the Trade Date. Zero if no volume traded on the Trade Date. High Decimal, 2 places High trade price on the BZX for the Trade Date. Pre and Post Market trades are included as well as odd lot trades. Blank if no volume traded on the Trade Date. Low Decimal, 2 places Low trade price on the BZX for the Trade Date. Pre and Post Market trades are included as well as odd lot trades. Blank if no volume traded on the Trade Date. Close Decimal, 4 places The Official Closing Price as determined by the BZX. Populated even when volume is zero. 12 Noon Bid Decimal, 2 places The price of the highest displayed bid quote on the BZX at 12:00 ET; blank if the BZX does not have a displayed bid at that time 12 Noon Offer Decimal, 2 places The price of the lowest displayed offer quote on the BZX at 12:00 ET; blank if the BZX does not have a displayed ask at that time 12 Noon Bid/Offer Midpoint Decimal, 2 places The average of the 12 Noon Bid and 12 Noon Offer; blank if one or both values is blank 4PM Bid Decimal, 2 places The price of the highest displayed bid quote on the BZX at 16:00 ET; blank if the BZX does not have a displayed bid at that time 4PM Offer Decimal, 2 places The price of the lowest displayed offer quote on the BZX at 16:00 ET; blank if the BZX does not have a displayed ask at that time 4PM Bid/Offer Midpoint Decimal, 2 places The average of the 4PM Bid and 4PM Offer; blank if one or both values is blank 4:15PM Bid Decimal, 2 places The price of the highest displayed bid quote on the BZX at 16:15 ET; blank if the BZX does not have a displayed bid at that time 4:15PM Offer Decimal, 2 places The price of the lowest displayed offer quote on the BZX at 16:15 ET; blank if the BZX does not have a displayed ask at that time 4:15PM Bid/Offer Midpoint Decimal, 2 places The average of the 4:15PM Bid and 4:15PM Offer; blank if one or both values is blank Last Trade Price Decimal, 2 places The price of the last trade on the BZX during regular trading hours within the last 45 days. Odd lot trades are included. Blank if no trade in the last 45 days. Last Trade Date Text, MM/DD/YY The date of the last trade on the BZX during regular trading hours within the last 45 days. Blank if no trade in the last 45 days. Last Trade Time Text, HH:MM:SS.mmm The time of the last trade on the BZX during regular trading hours within the last 45 days. Blank if no trade in the last 45 days. Closing NAV Decimal, 6 places The NAV as of the end of the day, as provided by a SIP processor or other source Last Trade to NAV ($Amt) Decimal, 6 places The Last Trade Price less the Closing NAV Last Trade to NAV ($Percent) Decimal, 6 places The Last Trade to NAV ($Amt) divided by the Closing NAV and multiplied by 100 to express the number as a percentage Bid/Offer Mid to NAV ($Amt) Decimal, 6 places The 4:15PM Bid/Offer Midpoint less the Closing NAV Bid/Offer Mid to NAV ($Percent) Decimal, 6 places The Bid/Offer Mid to NAV ($Amt) divided by the Closing NAV and multiplied by 100 to express the number as a percentage Total Consolidated Volume Integer The total consolidated volume traded for the symbol 4PM Consolidated Best Bid Decimal, 2 places The price of the highest displayed bid quote across all exchanges at 16:00 ET. 4PM Consolidated Best Offer Decimal, 2 places The price of the lowest displayed offer quote across all exchanges at 16:00 ET. 4PM Consolidated Bid/Offer Midpoint Decimal, 2 places The average of the 4PM Consolidated Best Bid and Offer. Median Bid-Ask Spread Percentage, rounded to nearest hundredth The median value of the National Best Bid and National Best Offer spread divided by the NBBO midpoint at the end of each 10 second interval during the trading day for the last 30 calendar days. 4PM VIIV Decimal, 6 places The 4 p.m. Verified Intraday Indicative Value (VIIV) for Managed Portfolio Share ETPs.