| #ACTIONCNT | Corporate Actions (ca_retvalue) | Number of actions that matched or 0 | |
| #ACTIONTYPE | Corporate Actions (ca_retvalue) | The corporate action type | |
| #All | Formula Functions Scope Parameter | Operate within selected universe | |
| #AllDiv | Dividend Type | Any kind of dividend | |
| #ANNCEDAYS | Corporate Actions (ca_retvalue) | Number of days since the announce date or NA | |
| #AnnDate | Dividend Date | Announce date | |
| #APPROVAL | Corporate Actions (ca_status) | Approval | |
| #ASC | Formula Functions Sort Parameter | Sort ascending | |
| #AssetClass | Formula Functions Scope Parameter | Operate within each ETF Class | |
| #Avg | Aggregate Method Parameter | Average the values (default, recommended) | |
| #AvgRec | Consensus Recommendation (rec_stat) | Average of all Recommendation | |
| #Bench | Misc IDs | Current benchmark closing prices (daily) | |
| #BuyCnt | Consensus Recommendation (rec_stat) | Number of Buy Recommendations | |
| #BUYOFF | Corporate Actions (ca_type) | Buy Offer | |
| #CapAvg | Aggregate Method Parameter | Cap weighted average the values | |
| #CAPX | Actual Item (actual_item) | Capital Expenditure | |
| #CAPXNTM | Consensus Estimate (cons_item) | CapEx Next Twelve Months | |
| #CAPXQ | Consensus Estimate (cons_item) | CapEx Quarter | |
| #CAPXY | Consensus Estimate (cons_item) | CapEx Annual | |
| #Close | Price IDs | Stock closing prices (daily) | |
| #CLOSEDAYS | Corporate Actions (ca_retvalue) | Number of days since the close/expiry date or NA | |
| #COMPLETION | Corporate Actions (ca_status) | Completion | |
| #Country | Formula Functions Scope Parameter | Operate within each ETF Country | |
| #DESC | Formula Functions Sort Parameter | Sort descending | |
| #EBIT | Actual Item (actual_item) | EBIT | |
| #EBITDA | Actual Item (actual_item) | EBITDA | |
| #EBITDANTM | Consensus Estimate (cons_item) | EBITDA Next Twelve Months | |
| #EBITDAQ | Consensus Estimate (cons_item) | EBITDA Quarter | |
| #EBITDAY | Consensus Estimate (cons_item) | EBITDA Annual | |
| #EPS | Actual Item (actual_item) | Earnings Per Share | |
| #EPS_GAAP | Actual Item (actual_item) | Reported Earnings Per Share | |
| #EPSNTM | Consensus Estimate (cons_item) | EPS Next Twelve Months | |
| #EPSQ | Consensus Estimate (cons_item) | EPS Quarter | |
| #EPSY | Consensus Estimate (cons_item) | EPS Annual | |
| #Equity | Misc IDs | The Portfolio/Sim total value (daily) | |
| #ETFSector | Formula Functions Scope Parameter | Operate within each ETF Sector | |
| #ExclNA | Formula Functions Include NA Parameter | Exclude NA values | |
| #Exclude | Aggregate Outlier Handler Parameter | Excludes outliers from the aggregation (default) | |
| #ExDate | Dividend Date | Ex date | |
| #Family | Formula Functions Scope Parameter | Operate within each ETF Family | |
| #FCF | Actual Item (actual_item) | Free Cash Flow | |
| #FCFNTM | Consensus Estimate (cons_item) | FCF Next Twelve Months | |
| #FCFQ | Consensus Estimate (cons_item) | FCF Quarter | |
| #FCFY | Consensus Estimate (cons_item) | FCF Annual | |
| #FFO | Actual Item (actual_item) | Funds From Operations | |
| #GroupVar | Formula Functions Scope Parameter | Operates on groups based on value of variable @Group | |
| #High | Price IDs | Stock high prices (daily) | |
| #HoldCnt | Consensus Recommendation (rec_stat) | Number of Hold Recommendations | |
| #InclNA | Formula Functions Include NA Parameter | Include NA values | |
| #Increasing | Streak | Increasing values streak | |
| #Industry | Formula Functions Scope Parameter | Operate within Industries in selected universe | |
| #LIQUIDATION | Corporate Actions (ca_type) | Liquidation | |
| #Low | Price IDs | Stock low prices (daily) | |
| #LTG | Consensus Estimate (cons_item) | Long Term Growth | |
| #MANDA | Corporate Actions (ca_type) | Any of the individual actions except #SPLIT | |
| #MANDAEXSPIN | Corporate Actions (ca_type) | Any of the individual actions except #SPLIT & #SPINOFF | |
| #MEETING | Corporate Actions (ca_status) | Meeting | |
| #MERGER | Corporate Actions (ca_type) | Merger | |
| #MERGEREL | Corporate Actions (ca_type) | Merger Elect | |
| #Method | Formula Functions Scope Parameter | Operate within each ETF Method | |
| #Month | Numerical Constants | Returns 21, the approximate number of bars in a month | |
| #Month3 | Numerical Constants | Returns 62, the approximate number of bars in 3 months | |
| #Month6 | Numerical Constants | Returns 125, the approximate number of bars in 6 months | |
| #NANeutral | Formula Functions Include NA Parameter | NA Neutral | |
| #NET | Actual Item (actual_item) | Net Profit | |
| #Neutral | Formula Functions Sort Style Parameter | Neutral | |
| #NEWOFFER | Corporate Actions (ca_type) | New Offer | |
| #NotIncreasing | Streak | Decreasing or equal values streak | |
| #NotPositive | Streak | Negative or zero values streak | |
| #Open | Price IDs | Stock opening prices (daily) | |
| #OTHER | Corporate Actions (ca_status) | Other ICE Data status | |
| #OverCnt | Consensus Recommendation (rec_stat) | Number of Overweight Recommendations | |
| #PayDate | Dividend Date | Pay date | |
| #Positive | Streak | Positive values streak | |
| #Previous | Formula Functions Scope Parameter | Operate on the results from previous rule | |
| #PT | Consensus Estimate (cons_item) | Price Target | |
| #PTI | Actual Item (actual_item) | Pre-Tax Profit | |
| #RecCnt | Consensus Recommendation (rec_stat) | Number of Recommendations | |
| #Region | Formula Functions Scope Parameter | Operate within each ETF Region | |
| #Regular | Dividend Type | Regular dividend (used to calculate Yield) | |
| #REJECTION | Corporate Actions (ca_status) | Rejection | |
| #SALENTM | Consensus Estimate (cons_item) | Sales Next Twelve Months | |
| #SALEQ | Consensus Estimate (cons_item) | Sales Quarter | |
| #SALES | Actual Item (actual_item) | Sales | |
| #SALEY | Consensus Estimate (cons_item) | Sales Annual | |
| #Sector | Formula Functions Scope Parameter | Operate within Sectors in selected universe | |
| #SellCnt | Consensus Recommendation (rec_stat) | Number of Sell Recommendations | |
| #SHS_REPURCH | Actual Item (actual_item) | Share Repurchase | |
| #Size | Formula Functions Scope Parameter | Operate within each ETF Size | |
| #SOE | Actual Item (actual_item) | Stock Option Expense | |
| #SP500 | Formula Functions Scope Parameter | Operate within the SP500 stocks | |
| #Special | Dividend Type | Special dividend (not used to calculate Yield) | |
| #SPEPSCNY | S&P 500 IDs | SP500 EPS Blend Y (weekly) based on the time weighted analysts estimates of CurrY and NextY | |
| #SPEPSQ | S&P 500 IDs | SP500 EPS Blend Q (weekly) | |
| #SPEPSTTM | S&P 500 IDs | SP500 EPS Trailing 12 months (weekly) | |
| #SPINOFF | Corporate Actions (ca_type) | Spinoff | |
| #SPLIT | Corporate Actions (ca_type) | Split | |
| #SPRPBlend | S&P 500 IDs | SP500 Risk Premium (weekly) | |
| #SPYieldBlend | S&P 500 IDs | SP500 Yield (weekly) based on the time weighted analysts estimates of CurrY and NextY | |
| #STATUSANY | Corporate Actions (ca_status) | Any status | |
| #STATUSFAIL | Corporate Actions (ca_status) | Either #TERMINATION or #REJECTION | |
| #STATUSNA | Corporate Actions (ca_status) | Status not specified | |
| #STATUSOK | Corporate Actions (ca_status) | Either #COMPLETION or #APPROVAL | |
| #Style | Formula Functions Scope Parameter | Operate within each ETF Style | |
| #SubIndustry | Formula Functions Scope Parameter | Operate within Sub-Industries in selected universe | |
| #SubSector | Formula Functions Scope Parameter | Operate within Sub-Sectors in selected universe | |
| #TERMINATION | Corporate Actions (ca_status) | Termination | |
| #TNX | Misc IDs | 10Y 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. | |
| #Top | Formula Functions Sort Style Parameter | Top (Positive Bias) | |
| #TRUEFALSE | Corporate Actions (ca_retvalue) | TRUE if a match is found, FALSE otherwise | |
| #UnderCnt | Consensus Recommendation (rec_stat) | Number of Underweight Recommendations | |
| #Week | Numerical Constants | Returns 5, the approximate number of bars in a week | |
| #Winsor | Aggregate Outlier Handler Parameter | The outliers are set to the highest/lowest value that are not outliers | |
| #Year | Numerical Constants | Returns 251, the approximate number of bars in a year | |
| #Year2 | Numerical Constants | Returns 501, the approximate number of bars in two years | |