| WORD | NAME | DESCRIPTION | |
| ##ADJMBASE | Macro - Money (FRED) | Monetary Base; Total (weekly) Can be used in conjunction with PITSeries function Corresponding FRED id=BOGMBASEW | Full Description |
| ##CAB3MO | Macro - Treasuries: bills-bonds-notes (FRED) | 3-Month Interbank Rate for Canada (monthly) Corresponding FRED id=IR3TIB01CAM156N | Full Description |
| ##CAPUTIL | Macro - Business Activity (FRED) | Capacity Utilization: Total Industry (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=TCU | Full Description |
| ##CAT10YR | Macro - Treasuries: bills-bonds-notes (FRED) | 10-Year Government Bond Yield for Canada (monthly) Corresponding FRED id=IRLTLT01CAM156N | Full Description |
| ##CHT10YR | Macro - Treasuries: bills-bonds-notes (FRED) | 10-Year Government Bond Yield for Switzerland (monthly) Corresponding FRED id=IRLTLT01CHM156N | Full Description |
| ##CIVLABOR | Macro - Labor Force (FRED) | Civilian Labor Force (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=CLF16OV | Full Description |
| ##CLAIMSCONTINUE | Macro - Labor Force (FRED) | Continued Claims (Insured Unemployment) (weekly) Can be used in conjunction with PITSeries function Corresponding FRED id=CCSA | Full Description |
| ##CLAIMSNEW | Macro - Labor Force (FRED) | Initial Claims (weekly) Can be used in conjunction with PITSeries function Corresponding FRED id=ICSA | Full Description |
| ##CONSTR | Macro - Business Activity (FRED) | Total Construction Spending (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=TTLCONS | Full Description |
| ##CORPAAA | Macro - Interest (FRED) | BofA Merrill Lynch US Corporate AAA Effective Yield© (daily) Corresponding FRED id=BAMLC0A1CAAAEY | Full Description |
| ##CORPB | Macro - Interest (FRED) | BofA Merrill Lynch US High Yield B Effective Yield© (daily) Corresponding FRED id=BAMLH0A2HYBEY | Full Description |
| ##CORPBB | Macro - Interest (FRED) | BofA Merrill Lynch US High Yield BB Effective Yield© (daily) Corresponding FRED id=BAMLH0A1HYBBEY | Full Description |
| ##CORPBBB | Macro - Interest (FRED) | BofA Merrill Lynch US Corporate BBB Effective Yield© (daily) Corresponding FRED id=BAMLC0A4CBBBEY | Full Description |
| ##CORPBBBOAS | Macro - Interest (FRED) | BofA Merrill Lynch US Corporate BBB Option-Adjusted Spread (daily) Corresponding FRED id=BAMLC0A4CBBB | Full Description |
| ##CORPBBOAS | Macro - Interest (FRED) | BofA Merrill Lynch US High Yield Master II Opt-Adj Spread (daily) Corresponding FRED id=BAMLH0A0HYM2 | Full Description |
| ##CORPJNK | Macro - Interest (FRED) | BofA Merrill Lynch US High Yield CCC or Below Effective Yield© (daily) Corresponding FRED id=BAMLH0A3HYCEY | Full Description |
| ##CPI | Macro - Prices (FRED) | CPI All Urban Consumers: All Items (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=CPIAUCSL | Full Description |
| ##DELINQCC | Macro - Banking (FRED) | Delinquency Rate On Credit Card Loans, All Commercial Banks (quarterly) Can be used in conjunction with PITSeries function Corresponding FRED id=DRCCLACBS | Full Description |
| ##DELINQMORT | Macro - Banking (FRED) | Delinquency Rate On Single-Family Residential Mortgages (quarterly) Can be used in conjunction with PITSeries function Corresponding FRED id=DRSFRMACBS | Full Description |
| ##DOMINV | Macro - Economic Activity (FRED) | Gross Private Domestic Investment (quarterly) Can be used in conjunction with PITSeries function Corresponding FRED id=GPDI | Full Description |
| ##EUB3MO | Macro - Treasuries: bills-bonds-notes (FRED) | 3-Month Interbank Rate for the Euro Area (monthly) Corresponding FRED id=IR3TIB01EZM156N | Full Description |
| ##EUT10YR | Macro - Treasuries: bills-bonds-notes (FRED) | 10-Year Government Bond Yield for the Euro Area (monthly) Corresponding FRED id=IRLTLT01EZM156N | Full Description |
| ##FEDFUNDS | Macro - Interest (FRED) | Effective Federal Funds Rate (daily) Corresponding FRED id=DFF | Full Description |
| ##GBB3MO | Macro - Treasuries: bills-bonds-notes (FRED) | 3-Month Interbank Rate for the United Kingdom (monthly) Corresponding FRED id=IR3TIB01GBM156N | Full Description |
| ##GBT10YR | Macro - Treasuries: bills-bonds-notes (FRED) | 10-Year Government Bond Yield for the United Kingdom (monthly) Corresponding FRED id=IRLTLT01GBM156N | Full Description |
| ##GNP | Macro - Economic Activity (FRED) | Gross National Product (quarterly) Can be used in conjunction with PITSeries function Corresponding FRED id=GNP | Full Description |
| ##GOLD | Macro - Prices (FRED) | Gold Price in London Bullion Market, USD (daily) Corresponding FRED id=GOLDAMGBD228NLBM | Full Description |
| ##HDEBTSERV | Macro - Business Activity (FRED) | Household Debt Service Payments as a Percent of Disposable Personal Income (quarterly) Can be used in conjunction with PITSeries function Corresponding FRED id=TDSP | Full Description |
| ##HPRICES | Macro - Prices (FRED) | S&P Case-Shiller 20-City Home Price Index© (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=SPCS20RSA | Full Description |
| ##HSTARTS | Macro - Business Activity (FRED) | Housing Starts (Total) (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=HOUST | Full Description |
| ##HVACANCY | Macro - Business Activity (FRED) | Home Vacancy Rate for the United States (annual) Corresponding FRED id=USHVAC | Full Description |
| ##INDPRO | Macro - Business Activity (FRED) | Industrial Production Index (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=INDPRO | Full Description |
| ##INFLEXP | Macro - Economic Activity (FRED) | University of Michigan Inflation Expectation© (monthly) Corresponding FRED id=MICH | Full Description |
| ##INV2SHIP | Macro - Business Activity (FRED) | Ratio of Total Inventories to Shipments for All Manufacturing Industries (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=AMTMUS | Full Description |
| ##INV2SLS | Macro - Business Activity (FRED) | Total Business: Inventories to Sales Ratio (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=ISRATIO | Full Description |
| ##INV2SLSAUTO | Macro - Business Activity (FRED) | Auto Inventory/Sales Ratio (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=AISRSA | Full Description |
| ##INVTOT | Macro - Business Activity (FRED) | Total Business Inventories (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=BUSINV | Full Description |
| ##LABORPARTIC | Macro - Labor Force (FRED) | Civilian Labor Force Participation Rate (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=CIVPART | Full Description |
| ##M1 | Macro - Money (FRED) | M1 Money Stock (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=M1SL | Full Description |
| ##M2 | Macro - Money (FRED) | M2 Money Stock (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=M2SL | Full Description |
| ##MORT30Y | Macro - Interest (FRED) | 30-Year Fixed Rate Mortgage Average in the United States (weekly) Corresponding FRED id=MORTGAGE30US | Full Description |
| ##MZM | Macro - Money (FRED) | MZM Money Stock (weekly) Can be used in conjunction with PITSeries function Corresponding FRED id=MZM | Full Description |
| ##NOB3MO | Macro - Treasuries: bills-bonds-notes (FRED) | 3-Month Interbank Rates for Norway (monthly) Corresponding FRED id=IR3TIB01NOM156N | Full Description |
| ##NONFARMEMPL | Macro - Labor Force (FRED) | All Employees: Total nonfarm (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=PAYEMS | Full Description |
| ##OIL | Macro - Prices (FRED) | Crude Oil Prices: West Texas Intermediate (WTI) - Cushing, OK (daily) Corresponding FRED id=DCOILWTICO | Full Description |
| ##ORDERSCAP | Macro - Business Activity (FRED) | Manufacturers' New Orders: Nondefense Capital Goods ex.Aircraft (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=NEWORDER | Full Description |
| ##ORDERSDUR | Macro - Business Activity (FRED) | Manufacturers' New Orders: Durable Goods (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=DGORDER | Full Description |
| ##ORDERSUNFILL | Macro - Business Activity (FRED) | Value of Unfilled Orders for All Manufacturing ex. Transportation (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=AMXTUO | Full Description |
| ##PCE | Macro - Economic Activity (FRED) | Personal Consumption Expenditures (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=PCE | Full Description |
| ##PLB3MO | Macro - Treasuries: bills-bonds-notes (FRED) | 3-Month Interbank Rates for Poland (monthly) Corresponding FRED id=IR3TIB01PLM156N | Full Description |
| ##POPUL | Macro - Labor Force (FRED) | Total Population: All Ages including Armed Forces Overseas (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=POP | Full Description |
| ##PPI | Macro - Prices (FRED) | Producer Price Index: Finished Goods (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=WPSFD49207 | Full Description |
| ##PRIME | Macro - Interest (FRED) | Bank Prime Loan Rate (monthly) Corresponding FRED id=MPRIME | Full Description |
| ##PRODAUTO | Macro - Business Activity (FRED) | Domestic Auto Production (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=DAUPSA | Full Description |
| ##RDISPINC | Macro - Economic Activity (FRED) | Real Disposable Personal Income (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=DSPIC96 | Full Description |
| ##RECPROB | Macro - Economic Activity (FRED) | Smoothed U.S. Recession Probabilities (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=RECPROUSM156N | Full Description |
| ##RGDP | Macro - Economic Activity (FRED) | Real Gross Domestic Product (quarterly) Can be used in conjunction with PITSeries function Corresponding FRED id=GDPC1 | Full Description |
| ##RINCPERCAP | Macro - Economic Activity (FRED) | Real Disposable Personal Income: Per capita (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=A229RX0 | Full Description |
| ##RMINCOME | Macro - Economic Activity (FRED) | Real Median Income (annual) Can be used in conjunction with PITSeries function Corresponding FRED id=MEHOINUSA672N | Full Description |
| ##RPCE | Macro - Economic Activity (FRED) | Real Personal Consumption Expenditures (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=PCEC96 | Full Description |
| ##RVACANCY | Macro - Business Activity (FRED) | Rental Vacancy Rate for the United States (annual) Corresponding FRED id=USRVAC | Full Description |
| ##SALESALLVEH | Macro - Business Activity (FRED) | Total Vehicle Sales (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=TOTALSA | Full Description |
| ##SALESAUTO | Macro - Business Activity (FRED) | Light Weight Vehicle Sales: Autos & Light Trucks (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=ALTSALES | Full Description |
| ##SALESRET | Macro - Business Activity (FRED) | Retail Sales: Total (Excluding Food Services) (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=RSXFS | Full Description |
| ##SALESRETFD | Macro - Business Activity (FRED) | Real Retail and Food Services Sales (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=RRSFS | Full Description |
| ##SAVING | Macro - Economic Activity (FRED) | Personal Saving Rate (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=PSAVERT | Full Description |
| ##SEB3MO | Macro - Treasuries: bills-bonds-notes (FRED) | 3-Month Interbank Rates for Sweden (monthly) Corresponding FRED id=IR3TIB01SEM156N | Full Description |
| ##STRESS | Macro - Money (FRED) | St. Louis Fed Financial Stress Index© (weekly) Corresponding FRED id=STLFSI4 | Full Description |
| ##SURPLUS | Macro - Economic Activity (FRED) | Federal Surplus or Deficit [-] (annual) Can be used in conjunction with PITSeries function Corresponding FRED id=FYFSD | Full Description |
| ##TEDSPREAD | Macro - Interest (FRED) | TED Spread (daily) Corresponding FRED id=TEDRATE | Full Description |
| ##UMCSENT | Macro - Economic Activity (FRED) | University of Michigan: Consumer Sentiment© (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=UMCSENT | Full Description |
| ##UNDURATION | Macro - Labor Force (FRED) | Median Duration of Unemployment (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=UEMPMED | Full Description |
| ##UNRATE | Macro - Labor Force (FRED) | Civilian Unemployment Rate (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=UNRATE | Full Description |
| ##UNTEEN | Macro - Labor Force (FRED) | Unemployment Rate - 16 to 19 years (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=LNS14000012 | Full Description |
| ##UNTOT | Macro - Labor Force (FRED) | Total unemployed, including under-employed (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=U6RATE | Full Description |
| ##UNWANT | Macro - Labor Force (FRED) | Not in Labor Force, Want a Job Now (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=NILFWJN | Full Description |
| ##USCURRACCT | Macro - Money (FRED) | Balance on Current Account (quarterly) Can be used in conjunction with PITSeries function Corresponding FRED id=IEABC | Full Description |
| ##USSLIND | Macro - Economic Activity (FRED) | Leading Index for the United States (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=USALOLITONOSTSAM | Full Description |
| ##UST10YR | Macro - Treasuries: bills-bonds-notes (FRED) | 10-Year Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS10 | Full Description |
| ##UST1MO | Macro - Treasuries: bills-bonds-notes (FRED) | 1-Month Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS1MO | Full Description |
| ##UST1YR | Macro - Treasuries: bills-bonds-notes (FRED) | 1-Year Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS1 | Full Description |
| ##UST20YR | Macro - Treasuries: bills-bonds-notes (FRED) | 20-Year Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS20 | Full Description |
| ##UST2YR | Macro - Treasuries: bills-bonds-notes (FRED) | 2-Year Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS2 | Full Description |
| ##UST30YR | Macro - Treasuries: bills-bonds-notes (FRED) | 30-Year Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS30 | Full Description |
| ##UST3MO | Macro - Treasuries: bills-bonds-notes (FRED) | 3-Month Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS3MO | Full Description |
| ##UST3YR | Macro - Treasuries: bills-bonds-notes (FRED) | 3-Year Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS3 | Full Description |
| ##UST5YR | Macro - Treasuries: bills-bonds-notes (FRED) | 5-Year Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS5 | Full Description |
| ##UST6MO | Macro - Treasuries: bills-bonds-notes (FRED) | 6-Month Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS6MO | Full Description |
| ##UST7YR | Macro - Treasuries: bills-bonds-notes (FRED) | 7-Year Treasury Constant Maturity Rate (USD) (daily) Corresponding FRED id=DGS7 | Full Description |
| ##VELM1 | Macro - Money (FRED) | Velocity of M1 Money Stock (quarterly) Can be used in conjunction with PITSeries function Corresponding FRED id=M1V | Full Description |
| ##VELM2 | Macro - Money (FRED) | Velocity of M2 Money Stock (quarterly) Can be used in conjunction with PITSeries function Corresponding FRED id=M2V | Full Description |
| ##VELMZM | Macro - Money (FRED) | Velocity of MZM Money Stock (quarterly) Can be used in conjunction with PITSeries function Corresponding FRED id=MZMV | Full Description |
| ##WAGES | Macro - Business Activity (FRED) | Wages in manufacturing (monthly) Can be used in conjunction with PITSeries function Corresponding FRED id=AHETPI | Full Description |
| #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) | |
| #BOND20YR | Compustat Macro - TO BE DEPRECATED | 20-Year Treasury Yield (monthly) | Full Description |
| #BOND30YR | Compustat Macro - TO BE DEPRECATED | 30-Year Treasury Yield (monthly) | Full Description |
| #BuyCnt | Consensus Recommendation (rec_stat) | Number of Buy Recommendations | |
| #BUYOFF | Corporate Actions (ca_type) | Buy Offer | |
| #CABGDP2 | Compustat Macro - TO BE DEPRECATED | Total Current Account Balance of the United States as a percentage of GDP (*quarterly data, 3 equal monthly values) | Full Description |
| #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 | |
| #CPI | Compustat Macro - TO BE DEPRECATED | Consumer Price Index for Urban Consumers, All Items (monthly) | Full Description |
| #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 | |
| #EMPLOY | Compustat Macro - TO BE DEPRECATED | Total Non-Farm Employment, Thousands of People (monthly) | Full Description |
| #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 | |
| #FEDFUNDS | Compustat Macro - TO BE DEPRECATED | Fed Funds Rate, in percentage points (monthly) | Full Description |
| #FFO | Actual Item (actual_item) | Funds From Operations | |
| #GDP | Compustat Macro - TO BE DEPRECATED | Real Gross Domestic Product, Billions of Chained 2009 Dollars (*quarterly data, 3 equal monthly values) | Full Description |
| #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 | |
| #HOUSE | Compustat Macro - TO BE DEPRECATED | Total New Housing Starts, Privately Owned Residences, in thousands of units (monthly) | Full Description |
| #InclNA | Formula Functions Include NA Parameter | Include NA values | |
| #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 | |
| #M1 | Compustat Macro - TO BE DEPRECATED | M1 Money Stock, in billions of dollars (monthly) | Full Description |
| #M2 | Compustat Macro - TO BE DEPRECATED | M2 Money Stock, in billions of dollars (monthly) | Full Description |
| #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 | |
| #NET | Actual Item (actual_item) | Net Profit | |
| #NEWOFFER | Corporate Actions (ca_type) | New Offer | |
| #NOTE10YR | Compustat Macro - TO BE DEPRECATED | 10-Year Treasury Yield (monthly) | Full Description |
| #NOTE2YR | Compustat Macro - TO BE DEPRECATED | 2-Year Treasury Yield (monthly) | Full Description |
| #NOTE3YR | Compustat Macro - TO BE DEPRECATED | 3-Year Treasury Yield (monthly) | Full Description |
| #NOTE5YR | Compustat Macro - TO BE DEPRECATED | 5-Year Treasury Yield (monthly) | Full Description |
| #NOTE7YR | Compustat Macro - TO BE DEPRECATED | 7-Year Treasury Yield (monthly) | Full Description |
| #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 | |
| #POPT | Compustat Macro - TO BE DEPRECATED | Total U.S. Population (*annual data, 12 equal monthly values) | Full Description |
| #PPI | Compustat Macro - TO BE DEPRECATED | Producer Price Index (PPI), Finished Goods (monthly) | Full Description |
| #Previous | Formula Functions Scope Parameter | Operate on the results from previous rule | |
| #PRIME | Compustat Macro - TO BE DEPRECATED | Prime Rate, in percentage points (monthly) | Full Description |
| #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 | |
| #RTLSALES | Compustat Macro - TO BE DEPRECATED | Retail Sales, excluding Food Services, in millions of dollars (monthly) | Full Description |
| #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 | Full Description |
| #SPEPSQ | S&P 500 IDs | SP500 EPS Blend Q (weekly) | Full Description |
| #SPEPSTTM | S&P 500 IDs | SP500 EPS Trailing 12 months (weekly) | Full Description |
| #SPINOFF | Corporate Actions (ca_type) | Spinoff | |
| #SPLIT | Corporate Actions (ca_type) | Split | |
| #SPRPBlend | S&P 500 IDs | SP500 Risk Premium (weekly) | Full Description |
| #SPYieldBlend | S&P 500 IDs | SP500 Yield (weekly) based on the time weighted analysts estimates of CurrY and NextY | Full Description |
| #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 | |
| #TBILL12M | Compustat Macro - TO BE DEPRECATED | 12-Month Treasury Yield (monthly) | Full Description |
| #TBILL3M | Compustat Macro - TO BE DEPRECATED | 3-Month Treasury Yield (monthly) | Full Description |
| #TBILL6M | Compustat Macro - TO BE DEPRECATED | 6-Month Treasury Yield (monthly) | Full Description |
| #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. | |
| #TRUEFALSE | Corporate Actions (ca_retvalue) | TRUE if a match is found, FALSE otherwise | |
| #UnderCnt | Consensus Recommendation (rec_stat) | Number of Underweight Recommendations | |
| #UNEMP | Compustat Macro - TO BE DEPRECATED | Unemployment Rate, in percentage points (monthly) | Full Description |
| #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 |