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WORD NAME DESCRIPTION
#CAPXActual Item (actual_item)Capital Expenditure
#EBITActual Item (actual_item)EBIT
#EBITDAActual Item (actual_item)EBITDA
#EPSActual Item (actual_item)Earnings Per Share
#EPS_GAAPActual Item (actual_item)Reported Earnings Per Share
#FCFActual Item (actual_item)Free Cash Flow
#FFOActual Item (actual_item)Funds From Operations
#NETActual Item (actual_item)Net Profit
#PTIActual Item (actual_item)Pre-Tax Profit
#SALESActual Item (actual_item)Sales
#SHS_REPURCHActual Item (actual_item)Share Repurchase
#SOEActual Item (actual_item)Stock Option Expense
#AvgAggregate Method ParameterAverage the values (default, recommended)
#CapAvgAggregate Method ParameterCap weighted average the values
#ExcludeAggregate Outlier Handler ParameterExcludes outliers from the aggregation (default)
#WinsorAggregate Outlier Handler ParameterThe outliers are set to the highest/lowest value that are not outliers
#CAPXNTMConsensus Estimate (cons_item)CapEx Next Twelve Months
#CAPXQConsensus Estimate (cons_item)CapEx Quarter
#CAPXYConsensus Estimate (cons_item)CapEx Annual
#EBITDANTMConsensus Estimate (cons_item)EBITDA Next Twelve Months
#EBITDAQConsensus Estimate (cons_item)EBITDA Quarter
#EBITDAYConsensus Estimate (cons_item)EBITDA Annual
#EPSNTMConsensus Estimate (cons_item)EPS Next Twelve Months
#EPSQConsensus Estimate (cons_item)EPS Quarter
#EPSYConsensus Estimate (cons_item)EPS Annual
#FCFNTMConsensus Estimate (cons_item)FCF Next Twelve Months
#FCFQConsensus Estimate (cons_item)FCF Quarter
#FCFYConsensus Estimate (cons_item)FCF Annual
#LTGConsensus Estimate (cons_item)Long Term Growth
#PTConsensus Estimate (cons_item)Price Target
#SALENTMConsensus Estimate (cons_item)Sales Next Twelve Months
#SALEQConsensus Estimate (cons_item)Sales Quarter
#SALEYConsensus Estimate (cons_item)Sales Annual
#AvgRecConsensus Recommendation (rec_stat)Average of all Recommendation
#BuyCntConsensus Recommendation (rec_stat)Number of Buy Recommendations
#HoldCntConsensus Recommendation (rec_stat)Number of Hold Recommendations
#OverCntConsensus Recommendation (rec_stat)Number of Overweight Recommendations
#RecCntConsensus Recommendation (rec_stat)Number of Recommendations
#SellCntConsensus Recommendation (rec_stat)Number of Sell Recommendations
#UnderCntConsensus Recommendation (rec_stat)Number of Underweight Recommendations
#ACTIONCNTCorporate Actions (ca_retvalue)Number of actions that matched or 0
#ACTIONTYPECorporate Actions (ca_retvalue)The corporate action type
#ANNCEDAYSCorporate Actions (ca_retvalue)Number of days since the announce date or NA
#CLOSEDAYSCorporate Actions (ca_retvalue)Number of days since the close/expiry date or NA
#TRUEFALSECorporate Actions (ca_retvalue)TRUE if a match is found, FALSE otherwise
#APPROVALCorporate Actions (ca_status)Approval
#COMPLETIONCorporate Actions (ca_status)Completion
#MEETINGCorporate Actions (ca_status)Meeting
#OTHERCorporate Actions (ca_status)Other ICE Data status
#REJECTIONCorporate Actions (ca_status)Rejection
#STATUSANYCorporate Actions (ca_status)Any status
#STATUSFAILCorporate Actions (ca_status)Either #TERMINATION or #REJECTION
#STATUSNACorporate Actions (ca_status)Status not specified
#STATUSOKCorporate Actions (ca_status)Either #COMPLETION or #APPROVAL
#TERMINATIONCorporate Actions (ca_status)Termination
#BUYOFFCorporate Actions (ca_type)Buy OfferFull Description
#LIQUIDATIONCorporate Actions (ca_type)LiquidationFull Description
#MANDACorporate Actions (ca_type)Any of the individual actions except #SPLITFull Description
#MANDAEXSPINCorporate Actions (ca_type)Any of the individual actions except #SPLIT & #SPINOFFFull Description
#MERGERCorporate Actions (ca_type)MergerFull Description
#MERGERELCorporate Actions (ca_type)Merger ElectFull Description
#NEWOFFERCorporate Actions (ca_type)New OfferFull Description
#SPINOFFCorporate Actions (ca_type)SpinoffFull Description
#SPLITCorporate Actions (ca_type)SplitFull Description
#AnnDateDividend DateAnnounce date
#ExDateDividend DateEx date
#PayDateDividend DatePay date
#AllDivDividend TypeAny kind of dividend
#RegularDividend TypeRegular dividend (used to calculate Yield)
#SpecialDividend TypeSpecial dividend (not used to calculate Yield)
#ExclNAFormula Functions Include NA ParameterExclude NA values
#InclNAFormula Functions Include NA ParameterInclude NA values
#NANeutralFormula Functions Include NA ParameterNA Neutral
#AllFormula Functions Scope ParameterOperate within selected universe
#IndustryFormula Functions Scope ParameterOperate within Industries in selected universe
#SectorFormula Functions Scope ParameterOperate within Sectors in selected universe
#SubIndustryFormula Functions Scope ParameterOperate within Sub-Industries in selected universe
#SubSectorFormula Functions Scope ParameterOperate within Sub-Sectors in selected universe
#SP500Formula Functions Scope ParameterOperate within the SP500 stocks
#PreviousFormula Functions Scope ParameterOperate on the results from previous rule
#GroupVarFormula Functions Scope ParameterOperates on groups based on value of variable @Group
#FamilyFormula Functions Scope ParameterOperate within each ETF Family
#AssetClassFormula Functions Scope ParameterOperate within each ETF Class
#RegionFormula Functions Scope ParameterOperate within each ETF Region
#CountryFormula Functions Scope ParameterOperate within each ETF Country
#MethodFormula Functions Scope ParameterOperate within each ETF Method
#StyleFormula Functions Scope ParameterOperate within each ETF Style
#SizeFormula Functions Scope ParameterOperate within each ETF Size
#ETFSectorFormula Functions Scope ParameterOperate within each ETF Sector
#ASCFormula Functions Sort ParameterSort ascending
#DESCFormula Functions Sort ParameterSort descending
#NeutralFormula Functions Sort Style ParameterNeutral
#TopFormula Functions Sort Style ParameterTop (Positive Bias)
#BenchMisc IDsCurrent benchmark closing prices (daily)
#EquityMisc IDsThe Portfolio/Sim total value (daily)
#TNXMisc IDs10Y Treasury Note coupon payment on $1000 bond (updated daily). To get the yield divide by 10. Ex. $25 payment on a $1000 bond represents 2.5% yield.
#Month3Numerical ConstantsReturns 62, the approximate number of bars in 3 months
#Month6Numerical ConstantsReturns 125, the approximate number of bars in 6 months
#YearNumerical ConstantsReturns 251, the approximate number of bars in a year
#Year2Numerical ConstantsReturns 501, the approximate number of bars in two years
#MonthNumerical ConstantsReturns 21, the approximate number of bars in a month
#WeekNumerical ConstantsReturns 5, the approximate number of bars in a week
#ClosePrice IDsStock closing prices (daily)
#HighPrice IDsStock high prices (daily)
#LowPrice IDsStock low prices (daily)
#OpenPrice IDsStock opening prices (daily)
#SPRPBlendS&P 500 IDsSP500 Risk Premium (weekly)Full Description
#SPYieldBlendS&P 500 IDsSP500 Yield (weekly) based on the time weighted analysts estimates of CurrY and NextYFull Description
#SPEPSCNYS&P 500 IDsSP500 EPS Blend Y (weekly) based on the time weighted analysts estimates of CurrY and NextYFull Description
#SPEPSQS&P 500 IDsSP500 EPS Blend Q (weekly)Full Description
#SPEPSTTMS&P 500 IDsSP500 EPS Trailing 12 months (weekly)Full Description
#IncreasingStreakIncreasing values streak
#NotIncreasingStreakDecreasing or equal values streak
#NotPositiveStreakNegative or zero values streak
#PositiveStreakPositive values streak