Quotes from Thinkorswim via TOS.RTD
Overview
The RTD database contains preconfigured tables for getting real-time data from Thinkorswim thinkDesktop.
Quote tables are designed for getting data for stocks, futures, and currency pairs. Use option tables for options.
Since RealTimeToDB 2.5, RTD functions are used by default.
To update existing DDE formulas, you can use patches from the database folders.
You can disable unusable columns to reduce the server overhead.
Note that Thinkorswim thinkDesktop can crash if more than 200 000 topics are being requested.
The RTD server does not contain an actual data time field.
The DateTime, Date, and Time fields are updated using the PC time adjusted to the table time zone (Eastern Standard Time).
Real-Time Data Tables
Table Configurations
Microsoft SQL Server and Microsoft SQL Server Compact:
TABLE_SCHEMA | TABLE_NAME | LOAD_CODE | IS_HISTORY |
---|---|---|---|
rtd | QuoteListTOS | ||
rtd | QuotesTOS | SELECT Code AS Symbol FROM rtd.QuoteListTOS | |
rtd | QuoteDayHistoryTOS | SELECT Code AS Symbol FROM rtd.QuoteListTOS | |
rtd | QuoteTickHistoryTOS | SELECT Code AS Symbol FROM rtd.QuoteListTOS | 1 |
MySQL, MariaDB, and PostgreSQL:
TABLE_SCHEMA | TABLE_NAME | LOAD_CODE | IS_HISTORY |
---|---|---|---|
rtd | quote_list_tos | ||
rtd | quotes_tos | SELECT CODE AS SYMBOL FROM rtd.quote_list_tos | |
rtd | quote_day_history_tos | SELECT CODE AS SYMBOL FROM rtd.quote_list_tos | |
rtd | quote_tick_history_tos | SELECT CODE AS SYMBOL FROM rtd.quote_list_tos | 1 |
Oracle Database, IBM DB2, and NuoDB:
TABLE_SCHEMA | TABLE_NAME | LOAD_CODE | IS_HISTORY |
---|---|---|---|
RTD | QUOTE_LIST_TOS | ||
RTD | QUOTES_TOS | SELECT CODE AS SYMBOL FROM RTD.QUOTE_LIST_TOS | |
RTD | QUOTE_DAY_HISTORY_TOS | SELECT CODE AS SYMBOL FROM RTD.QUOTE_LIST_TOS | |
RTD | QUOTE_TICK_HISTORY_TOS | SELECT CODE AS SYMBOL FROM RTD.QUOTE_LIST_TOS | 1 |
* Click on the table name to go to the table description.
Task Table Examples
rtd.QuoteListTOS for Microsoft SQL Server and Microsoft SQL Server Compact:
Code |
---|
AAPL |
GOOG |
rtd.quote_list_tos for MySQL, MariaDB, Oracle Database, IBM DB2, NuoDB, and PostgreSQL:
CODE |
---|
AAPL |
GOOG |
Primary Key Columns
Microsoft SQL Server and Microsoft SQL Server Compact:
TABLE_SCHEMA | TABLE_NAME | COLUMN_NAME | RTD_FORMULA | COMMENT |
---|---|---|---|---|
rtd | QuotesTOS | Symbol | PK | |
rtd | QuoteDayHistoryTOS | Symbol | PK | |
rtd | QuoteDayHistoryTOS | Date | =Date() | PK |
rtd | QuoteTickHistoryTOS | ID | PK, IDENTITY |
MySQL, MariaDB, and PostgreSQL:
TABLE_SCHEMA | TABLE_NAME | COLUMN_NAME | RTD_FORMULA | COMMENT |
---|---|---|---|---|
rtd | quotes_tos | SYMBOL | PK | |
rtd | quote_day_history_tos | SYMBOL | PK | |
rtd | quote_day_history_tos | DATE | =Date() | PK |
rtd | quote_tick_history_tos | ID | PK, IDENTITY |
Oracle Database, IBM DB2, and NuoDB:
TABLE_SCHEMA | TABLE_NAME | COLUMN_NAME | RTD_FORMULA | COMMENT |
---|---|---|---|---|
RTD | QUOTES_TOS | SYMBOL | PK | |
RTD | QUOTE_DAY_HISTORY_TOS | SYMBOL | PK | |
RTD | QUOTE_DAY_HISTORY_TOS | DATE | =Date() | PK |
RTD | QUOTE_TICK_HISTORY_TOS | ID | PK, IDENTITY |
Real-Time Formulas for Microsoft SQL Server and Microsoft SQL Server Compact
rtd.QuotesTOS
The table contains the last data values of stocks, futures, and currency pairs from Thinkorswim thinkDesktop.
COLUMN_NAME | RTD_FORMULA | COMMENT |
---|---|---|
Symbol | PK | |
DateTime | =DateTime() | |
Date | =Date() | |
Time | =Time() | |
Description | =RTD("tos.rtd",,"DESCRIPTION",[Symbol]) | |
Last | =RTD("tos.rtd",,"LAST",[Symbol]) | |
Change | =RTD("tos.rtd",,"NET_CHANGE",[Symbol]) | |
PercentChange | =RTD("tos.rtd",,"PERCENT_CHANGE",[Symbol]) | |
LastSize | =RTD("tos.rtd",,"LAST_SIZE",[Symbol]) | |
LastX | =RTD("tos.rtd",,"LX",[Symbol]) | |
Mark | =RTD("tos.rtd",,"MARK",[Symbol]) | |
MarkChange | =RTD("tos.rtd",,"MARK_CHANGE",[Symbol]) | |
MarkPercentChange | =RTD("tos.rtd",,"MARK_PERCENT_CHANGE",[Symbol]) | |
Bid | =RTD("tos.rtd",,"BID",[Symbol]) | |
Ask | =RTD("tos.rtd",,"ASK",[Symbol]) | |
BidSize | =RTD("tos.rtd",,"BID_SIZE",[Symbol]) | |
AskSize | =RTD("tos.rtd",,"ASK_SIZE",[Symbol]) | |
BidAskSize | =RTD("tos.rtd",,"BA_SIZE",[Symbol]) | |
BidX | =RTD("tos.rtd",,"BX",[Symbol]) | |
AskX | =RTD("tos.rtd",,"AX",[Symbol]) | |
StrengthMeter | =RTD("tos.rtd",,"STRENGTH_METER",[Symbol]) | |
Open | =RTD("tos.rtd",,"OPEN",[Symbol]) | |
High | =RTD("tos.rtd",,"HIGH",[Symbol]) | |
Low | =RTD("tos.rtd",,"LOW",[Symbol]) | |
Close | =RTD("tos.rtd",,"CLOSE",[Symbol]) | |
Volume | =RTD("tos.rtd",,"VOLUME",[Symbol]) | |
OpenInt | =RTD("tos.rtd",,"OPEN_INT",[Symbol]) | |
ImpliedVol | =RTD("tos.rtd",,"IMPL_VOL",[Symbol]) | |
VolIndex | =RTD("tos.rtd",,"VOL_INDEX",[Symbol]) | |
FrontVol | =RTD("tos.rtd",,"FRONT_VOL",[Symbol]) | |
BackVol | =RTD("tos.rtd",,"BACK_VOL",[Symbol]) | |
WeightedBackVol | =RTD("tos.rtd",,"WEIGHTED_BACK_VOL",[Symbol]) | |
VolDiff | =RTD("tos.rtd",,"VOL_DIFF",[Symbol]) | |
PutCallRatio | =RTD("tos.rtd",,"PUT_CALL_RATIO",[Symbol]) | |
CallVolumeIndex | =RTD("tos.rtd",,"CALL_VOLUME_INDEX",[Symbol]) | |
PutVolumeIndex | =RTD("tos.rtd",,"PUT_VOLUME_INDEX",[Symbol]) | |
OptionVolumeIndex | =RTD("tos.rtd",,"OPTION_VOLUME_INDEX",[Symbol]) | |
FrontExpectedMove | =RTD("tos.rtd",,"FRONT_EX_MOVE",[Symbol]) | |
BackExpectedMove | =RTD("tos.rtd",,"BACK_EX_MOVE",[Symbol]) | |
ExpectedMoveDiff | =RTD("tos.rtd",,"EX_MOVE_DIFF",[Symbol]) | |
Beta | =RTD("tos.rtd",,"BETA",[Symbol]) | |
High52 | =RTD("tos.rtd",,"52HIGH",[Symbol]) | |
Low52 | =RTD("tos.rtd",,"52LOW",[Symbol]) | |
PE | =RTD("tos.rtd",,"PE",[Symbol]) | |
EPS | =RTD("tos.rtd",,"EPS",[Symbol]) | |
MarketCap | =RTD("tos.rtd",,"MARKET_CAP",[Symbol]) | |
Shares | =RTD("tos.rtd",,"SHARES",[Symbol]) | |
DividendYield | =RTD("tos.rtd",,"YIELD",[Symbol]) | |
DividendShare | =RTD("tos.rtd",,"DIV",[Symbol]) | |
LastUpdateTimeStamp |
rtd.QuoteDayHistoryTOS
The table contains day data history of stocks, futures, and currency pairs from Thinkorswim thinkDesktop.
COLUMN_NAME | RTD_FORMULA | COMMENT |
---|---|---|
Symbol | PK | |
Date | =Date() | PK |
Time | =Time() | |
Description | =RTD("tos.rtd",,"DESCRIPTION",[Symbol]) | |
Last | =RTD("tos.rtd",,"LAST",[Symbol]) | |
Change | =RTD("tos.rtd",,"NET_CHANGE",[Symbol]) | |
PercentChange | =RTD("tos.rtd",,"PERCENT_CHANGE",[Symbol]) | |
LastSize | =RTD("tos.rtd",,"LAST_SIZE",[Symbol]) | |
LastX | =RTD("tos.rtd",,"LX",[Symbol]) | |
Mark | =RTD("tos.rtd",,"MARK",[Symbol]) | |
MarkChange | =RTD("tos.rtd",,"MARK_CHANGE",[Symbol]) | |
MarkPercentChange | =RTD("tos.rtd",,"MARK_PERCENT_CHANGE",[Symbol]) | |
Bid | =RTD("tos.rtd",,"BID",[Symbol]) | |
Ask | =RTD("tos.rtd",,"ASK",[Symbol]) | |
BidSize | =RTD("tos.rtd",,"BID_SIZE",[Symbol]) | |
AskSize | =RTD("tos.rtd",,"ASK_SIZE",[Symbol]) | |
BidAskSize | =RTD("tos.rtd",,"BA_SIZE",[Symbol]) | |
BidX | =RTD("tos.rtd",,"BX",[Symbol]) | |
AskX | =RTD("tos.rtd",,"AX",[Symbol]) | |
StrengthMeter | =RTD("tos.rtd",,"STRENGTH_METER",[Symbol]) | |
Open | =RTD("tos.rtd",,"OPEN",[Symbol]) | |
High | =RTD("tos.rtd",,"HIGH",[Symbol]) | |
Low | =RTD("tos.rtd",,"LOW",[Symbol]) | |
Close | =RTD("tos.rtd",,"CLOSE",[Symbol]) | |
Volume | =RTD("tos.rtd",,"VOLUME",[Symbol]) | |
OpenInt | =RTD("tos.rtd",,"OPEN_INT",[Symbol]) | |
ImpliedVol | =RTD("tos.rtd",,"IMPL_VOL",[Symbol]) | |
VolIndex | =RTD("tos.rtd",,"VOL_INDEX",[Symbol]) | |
FrontVol | =RTD("tos.rtd",,"FRONT_VOL",[Symbol]) | |
BackVol | =RTD("tos.rtd",,"BACK_VOL",[Symbol]) | |
WeightedBackVol | =RTD("tos.rtd",,"WEIGHTED_BACK_VOL",[Symbol]) | |
VolDiff | =RTD("tos.rtd",,"VOL_DIFF",[Symbol]) | |
PutCallRatio | =RTD("tos.rtd",,"PUT_CALL_RATIO",[Symbol]) | |
CallVolumeIndex | =RTD("tos.rtd",,"CALL_VOLUME_INDEX",[Symbol]) | |
PutVolumeIndex | =RTD("tos.rtd",,"PUT_VOLUME_INDEX",[Symbol]) | |
OptionVolumeIndex | =RTD("tos.rtd",,"OPTION_VOLUME_INDEX",[Symbol]) | |
FrontExpectedMove | =RTD("tos.rtd",,"FRONT_EX_MOVE",[Symbol]) | |
BackExpectedMove | =RTD("tos.rtd",,"BACK_EX_MOVE",[Symbol]) | |
ExpectedMoveDiff | =RTD("tos.rtd",,"EX_MOVE_DIFF",[Symbol]) | |
Beta | =RTD("tos.rtd",,"BETA",[Symbol]) | |
High52 | =RTD("tos.rtd",,"52HIGH",[Symbol]) | |
Low52 | =RTD("tos.rtd",,"52LOW",[Symbol]) | |
PE | =RTD("tos.rtd",,"PE",[Symbol]) | |
EPS | =RTD("tos.rtd",,"EPS",[Symbol]) | |
MarketCap | =RTD("tos.rtd",,"MARKET_CAP",[Symbol]) | |
Shares | =RTD("tos.rtd",,"SHARES",[Symbol]) | |
DividendYield | =RTD("tos.rtd",,"YIELD",[Symbol]) | |
DividendShare | =RTD("tos.rtd",,"DIV",[Symbol]) | |
LastUpdateTimeStamp |
rtd.QuoteTickHistoryTOS
The table contains tick data history of stocks, futures, and currency pairs from Thinkorswim thinkDesktop.
COLUMN_NAME | RTD_FORMULA | COMMENT |
---|---|---|
ID | PK, IDENTITY | |
Symbol | ||
DateTime | =DateTime() | |
Date | =Date() | |
Time | =Time() | |
Description | =RTD("tos.rtd",,"DESCRIPTION",[Symbol]) | |
Last | =RTD("tos.rtd",,"LAST",[Symbol]) | |
Change | =RTD("tos.rtd",,"NET_CHANGE",[Symbol]) | |
PercentChange | =RTD("tos.rtd",,"PERCENT_CHANGE",[Symbol]) | |
LastSize | =RTD("tos.rtd",,"LAST_SIZE",[Symbol]) | |
LastX | =RTD("tos.rtd",,"LX",[Symbol]) | |
Mark | =RTD("tos.rtd",,"MARK",[Symbol]) | |
MarkChange | =RTD("tos.rtd",,"MARK_CHANGE",[Symbol]) | |
MarkPercentChange | =RTD("tos.rtd",,"MARK_PERCENT_CHANGE",[Symbol]) | |
Bid | =RTD("tos.rtd",,"BID",[Symbol]) | |
Ask | =RTD("tos.rtd",,"ASK",[Symbol]) | |
BidSize | =RTD("tos.rtd",,"BID_SIZE",[Symbol]) | |
AskSize | =RTD("tos.rtd",,"ASK_SIZE",[Symbol]) | |
BidAskSize | =RTD("tos.rtd",,"BA_SIZE",[Symbol]) | |
BidX | =RTD("tos.rtd",,"BX",[Symbol]) | |
AskX | =RTD("tos.rtd",,"AX",[Symbol]) | |
StrengthMeter | =RTD("tos.rtd",,"STRENGTH_METER",[Symbol]) | |
Open | =RTD("tos.rtd",,"OPEN",[Symbol]) | |
High | =RTD("tos.rtd",,"HIGH",[Symbol]) | |
Low | =RTD("tos.rtd",,"LOW",[Symbol]) | |
Close | =RTD("tos.rtd",,"CLOSE",[Symbol]) | |
Volume | =RTD("tos.rtd",,"VOLUME",[Symbol]) | |
OpenInt | =RTD("tos.rtd",,"OPEN_INT",[Symbol]) | |
ImpliedVol | =RTD("tos.rtd",,"IMPL_VOL",[Symbol]) | |
VolIndex | =RTD("tos.rtd",,"VOL_INDEX",[Symbol]) | |
FrontVol | =RTD("tos.rtd",,"FRONT_VOL",[Symbol]) | |
BackVol | =RTD("tos.rtd",,"BACK_VOL",[Symbol]) | |
WeightedBackVol | =RTD("tos.rtd",,"WEIGHTED_BACK_VOL",[Symbol]) | |
VolDiff | =RTD("tos.rtd",,"VOL_DIFF",[Symbol]) | |
PutCallRatio | =RTD("tos.rtd",,"PUT_CALL_RATIO",[Symbol]) | |
CallVolumeIndex | =RTD("tos.rtd",,"CALL_VOLUME_INDEX",[Symbol]) | |
PutVolumeIndex | =RTD("tos.rtd",,"PUT_VOLUME_INDEX",[Symbol]) | |
OptionVolumeIndex | =RTD("tos.rtd",,"OPTION_VOLUME_INDEX",[Symbol]) | |
FrontExpectedMove | =RTD("tos.rtd",,"FRONT_EX_MOVE",[Symbol]) | |
BackExpectedMove | =RTD("tos.rtd",,"BACK_EX_MOVE",[Symbol]) | |
ExpectedMoveDiff | =RTD("tos.rtd",,"EX_MOVE_DIFF",[Symbol]) | |
Beta | =RTD("tos.rtd",,"BETA",[Symbol]) | |
High52 | =RTD("tos.rtd",,"52HIGH",[Symbol]) | |
Low52 | =RTD("tos.rtd",,"52LOW",[Symbol]) | |
PE | =RTD("tos.rtd",,"PE",[Symbol]) | |
EPS | =RTD("tos.rtd",,"EPS",[Symbol]) | |
MarketCap | =RTD("tos.rtd",,"MARKET_CAP",[Symbol]) | |
Shares | =RTD("tos.rtd",,"SHARES",[Symbol]) | |
DividendYield | =RTD("tos.rtd",,"YIELD",[Symbol]) | |
DividendShare | =RTD("tos.rtd",,"DIV",[Symbol]) |
Real-Time Formulas for MySQL, MariaDB, Oracle Database, IBM DB2, NuoDB, and PostgreSQL
rtd.quotes_tos
The table contains the last data values of stocks, futures, and currency pairs from Thinkorswim thinkDesktop.
COLUMN_NAME | RTD_FORMULA | COMMENT |
---|---|---|
SYMBOL | PK | |
DATETIME | =DateTime() | |
DATE | =Date() | |
TIME | =Time() | |
DESCRIPTION | =RTD("tos.rtd",,"DESCRIPTION",[SYMBOL]) | |
LAST | =RTD("tos.rtd",,"LAST",[SYMBOL]) | |
CHANGE | =RTD("tos.rtd",,"NET_CHANGE",[SYMBOL]) | |
PERCENT_CHANGE | =RTD("tos.rtd",,"PERCENT_CHANGE",[SYMBOL]) | |
LAST_SIZE | =RTD("tos.rtd",,"LAST_SIZE",[SYMBOL]) | |
LAST_X | =RTD("tos.rtd",,"LX",[SYMBOL]) | |
MARK | =RTD("tos.rtd",,"MARK",[SYMBOL]) | |
MARK_CHANGE | =RTD("tos.rtd",,"MARK_CHANGE",[SYMBOL]) | |
MARK_PERCENT_CHANGE | =RTD("tos.rtd",,"MARK_PERCENT_CHANGE",[SYMBOL]) | |
BID | =RTD("tos.rtd",,"BID",[SYMBOL]) | |
ASK | =RTD("tos.rtd",,"ASK",[SYMBOL]) | |
BID_SIZE | =RTD("tos.rtd",,"BID_SIZE",[SYMBOL]) | |
ASK_SIZE | =RTD("tos.rtd",,"ASK_SIZE",[SYMBOL]) | |
BID_ASK_SIZE | =RTD("tos.rtd",,"BA_SIZE",[SYMBOL]) | |
BID_X | =RTD("tos.rtd",,"BX",[SYMBOL]) | |
ASK_X | =RTD("tos.rtd",,"AX",[SYMBOL]) | |
STRENGTH_METER | =RTD("tos.rtd",,"STRENGTH_METER",[SYMBOL]) | |
OPEN | =RTD("tos.rtd",,"OPEN",[SYMBOL]) | |
HIGH | =RTD("tos.rtd",,"HIGH",[SYMBOL]) | |
LOW | =RTD("tos.rtd",,"LOW",[SYMBOL]) | |
CLOSE | =RTD("tos.rtd",,"CLOSE",[SYMBOL]) | |
VOLUME | =RTD("tos.rtd",,"VOLUME",[SYMBOL]) | |
OPEN_INT | =RTD("tos.rtd",,"OPEN_INT",[SYMBOL]) | |
IMPLIED_VOL | =RTD("tos.rtd",,"IMPL_VOL",[SYMBOL]) | |
VOL_INDEX | =RTD("tos.rtd",,"VOL_INDEX",[SYMBOL]) | |
FRONT_VOL | =RTD("tos.rtd",,"FRONT_VOL",[SYMBOL]) | |
BACK_VOL | =RTD("tos.rtd",,"BACK_VOL",[SYMBOL]) | |
WEIGHTED_BACK_VOL | =RTD("tos.rtd",,"WEIGHTED_BACK_VOL",[SYMBOL]) | |
VOL_DIFF | =RTD("tos.rtd",,"VOL_DIFF",[SYMBOL]) | |
PUT_CALL_RATIO | =RTD("tos.rtd",,"PUT_CALL_RATIO",[SYMBOL]) | |
CALL_VOLUME_INDEX | =RTD("tos.rtd",,"CALL_VOLUME_INDEX",[SYMBOL]) | |
PUT_VOLUME_INDEX | =RTD("tos.rtd",,"PUT_VOLUME_INDEX",[SYMBOL]) | |
OPTION_VOLUME_INDEX | =RTD("tos.rtd",,"OPTION_VOLUME_INDEX",[SYMBOL]) | |
FRONT_EXPECTED_MOVE | =RTD("tos.rtd",,"FRONT_EX_MOVE",[SYMBOL]) | |
BACK_EXPECTED_MOVE | =RTD("tos.rtd",,"BACK_EX_MOVE",[SYMBOL]) | |
EXPECTED_MOVE_DIFF | =RTD("tos.rtd",,"EX_MOVE_DIFF",[SYMBOL]) | |
BETA | =RTD("tos.rtd",,"BETA",[SYMBOL]) | |
HIGH52 | =RTD("tos.rtd",,"52HIGH",[SYMBOL]) | |
LOW52 | =RTD("tos.rtd",,"52LOW",[SYMBOL]) | |
PE | =RTD("tos.rtd",,"PE",[SYMBOL]) | |
EPS | =RTD("tos.rtd",,"EPS",[SYMBOL]) | |
MARKET_CAP | =RTD("tos.rtd",,"MARKET_CAP",[SYMBOL]) | |
SHARES | =RTD("tos.rtd",,"SHARES",[SYMBOL]) | |
DIVIDEND_YIELD | =RTD("tos.rtd",,"YIELD",[SYMBOL]) | |
DIVIDEND_SHARE | =RTD("tos.rtd",,"DIV",[SYMBOL]) | |
LAST_UPDATE_TIMESTAMP |
rtd.quote_day_history_tos
The table contains day data history of stocks, futures, and currency pairs from Thinkorswim thinkDesktop.
COLUMN_NAME | RTD_FORMULA | COMMENT |
---|---|---|
SYMBOL | PK | |
DATE | =Date() | PK |
TIME | =Time() | |
DESCRIPTION | =RTD("tos.rtd",,"DESCRIPTION",[SYMBOL]) | |
LAST | =RTD("tos.rtd",,"LAST",[SYMBOL]) | |
CHANGE | =RTD("tos.rtd",,"NET_CHANGE",[SYMBOL]) | |
PERCENT_CHANGE | =RTD("tos.rtd",,"PERCENT_CHANGE",[SYMBOL]) | |
LAST_SIZE | =RTD("tos.rtd",,"LAST_SIZE",[SYMBOL]) | |
LAST_X | =RTD("tos.rtd",,"LX",[SYMBOL]) | |
MARK | =RTD("tos.rtd",,"MARK",[SYMBOL]) | |
MARK_CHANGE | =RTD("tos.rtd",,"MARK_CHANGE",[SYMBOL]) | |
MARK_PERCENT_CHANGE | =RTD("tos.rtd",,"MARK_PERCENT_CHANGE",[SYMBOL]) | |
BID | =RTD("tos.rtd",,"BID",[SYMBOL]) | |
ASK | =RTD("tos.rtd",,"ASK",[SYMBOL]) | |
BID_SIZE | =RTD("tos.rtd",,"BID_SIZE",[SYMBOL]) | |
ASK_SIZE | =RTD("tos.rtd",,"ASK_SIZE",[SYMBOL]) | |
BID_ASK_SIZE | =RTD("tos.rtd",,"BA_SIZE",[SYMBOL]) | |
BID_X | =RTD("tos.rtd",,"BX",[SYMBOL]) | |
ASK_X | =RTD("tos.rtd",,"AX",[SYMBOL]) | |
STRENGTH_METER | =RTD("tos.rtd",,"STRENGTH_METER",[SYMBOL]) | |
OPEN | =RTD("tos.rtd",,"OPEN",[SYMBOL]) | |
HIGH | =RTD("tos.rtd",,"HIGH",[SYMBOL]) | |
LOW | =RTD("tos.rtd",,"LOW",[SYMBOL]) | |
CLOSE | =RTD("tos.rtd",,"CLOSE",[SYMBOL]) | |
VOLUME | =RTD("tos.rtd",,"VOLUME",[SYMBOL]) | |
OPEN_INT | =RTD("tos.rtd",,"OPEN_INT",[SYMBOL]) | |
IMPLIED_VOL | =RTD("tos.rtd",,"IMPL_VOL",[SYMBOL]) | |
VOL_INDEX | =RTD("tos.rtd",,"VOL_INDEX",[SYMBOL]) | |
FRONT_VOL | =RTD("tos.rtd",,"FRONT_VOL",[SYMBOL]) | |
BACK_VOL | =RTD("tos.rtd",,"BACK_VOL",[SYMBOL]) | |
WEIGHTED_BACK_VOL | =RTD("tos.rtd",,"WEIGHTED_BACK_VOL",[SYMBOL]) | |
VOL_DIFF | =RTD("tos.rtd",,"VOL_DIFF",[SYMBOL]) | |
PUT_CALL_RATIO | =RTD("tos.rtd",,"PUT_CALL_RATIO",[SYMBOL]) | |
CALL_VOLUME_INDEX | =RTD("tos.rtd",,"CALL_VOLUME_INDEX",[SYMBOL]) | |
PUT_VOLUME_INDEX | =RTD("tos.rtd",,"PUT_VOLUME_INDEX",[SYMBOL]) | |
OPTION_VOLUME_INDEX | =RTD("tos.rtd",,"OPTION_VOLUME_INDEX",[SYMBOL]) | |
FRONT_EXPECTED_MOVE | =RTD("tos.rtd",,"FRONT_EX_MOVE",[SYMBOL]) | |
BACK_EXPECTED_MOVE | =RTD("tos.rtd",,"BACK_EX_MOVE",[SYMBOL]) | |
EXPECTED_MOVE_DIFF | =RTD("tos.rtd",,"EX_MOVE_DIFF",[SYMBOL]) | |
BETA | =RTD("tos.rtd",,"BETA",[SYMBOL]) | |
HIGH52 | =RTD("tos.rtd",,"52HIGH",[SYMBOL]) | |
LOW52 | =RTD("tos.rtd",,"52LOW",[SYMBOL]) | |
PE | =RTD("tos.rtd",,"PE",[SYMBOL]) | |
EPS | =RTD("tos.rtd",,"EPS",[SYMBOL]) | |
MARKET_CAP | =RTD("tos.rtd",,"MARKET_CAP",[SYMBOL]) | |
SHARES | =RTD("tos.rtd",,"SHARES",[SYMBOL]) | |
DIVIDEND_YIELD | =RTD("tos.rtd",,"YIELD",[SYMBOL]) | |
DIVIDEND_SHARE | =RTD("tos.rtd",,"DIV",[SYMBOL]) | |
LAST_UPDATE_TIMESTAMP |
rtd.quote_tick_history_tos
The table contains tick data history of stocks, futures, and currency pairs from Thinkorswim thinkDesktop.
COLUMN_NAME | RTD_FORMULA | COMMENT |
---|---|---|
ID | PK, IDENTITY | |
SYMBOL | ||
DATETIME | =DateTime() | |
DATE | =Date() | |
TIME | =Time() | |
DESCRIPTION | =RTD("tos.rtd",,"DESCRIPTION",[SYMBOL]) | |
LAST | =RTD("tos.rtd",,"LAST",[SYMBOL]) | |
CHANGE | =RTD("tos.rtd",,"NET_CHANGE",[SYMBOL]) | |
PERCENT_CHANGE | =RTD("tos.rtd",,"PERCENT_CHANGE",[SYMBOL]) | |
LAST_SIZE | =RTD("tos.rtd",,"LAST_SIZE",[SYMBOL]) | |
LAST_X | =RTD("tos.rtd",,"LX",[SYMBOL]) | |
MARK | =RTD("tos.rtd",,"MARK",[SYMBOL]) | |
MARK_CHANGE | =RTD("tos.rtd",,"MARK_CHANGE",[SYMBOL]) | |
MARK_PERCENT_CHANGE | =RTD("tos.rtd",,"MARK_PERCENT_CHANGE",[SYMBOL]) | |
BID | =RTD("tos.rtd",,"BID",[SYMBOL]) | |
ASK | =RTD("tos.rtd",,"ASK",[SYMBOL]) | |
BID_SIZE | =RTD("tos.rtd",,"BID_SIZE",[SYMBOL]) | |
ASK_SIZE | =RTD("tos.rtd",,"ASK_SIZE",[SYMBOL]) | |
BID_ASK_SIZE | =RTD("tos.rtd",,"BA_SIZE",[SYMBOL]) | |
BID_X | =RTD("tos.rtd",,"BX",[SYMBOL]) | |
ASK_X | =RTD("tos.rtd",,"AX",[SYMBOL]) | |
STRENGTH_METER | =RTD("tos.rtd",,"STRENGTH_METER",[SYMBOL]) | |
OPEN | =RTD("tos.rtd",,"OPEN",[SYMBOL]) | |
HIGH | =RTD("tos.rtd",,"HIGH",[SYMBOL]) | |
LOW | =RTD("tos.rtd",,"LOW",[SYMBOL]) | |
CLOSE | =RTD("tos.rtd",,"CLOSE",[SYMBOL]) | |
VOLUME | =RTD("tos.rtd",,"VOLUME",[SYMBOL]) | |
OPEN_INT | =RTD("tos.rtd",,"OPEN_INT",[SYMBOL]) | |
IMPLIED_VOL | =RTD("tos.rtd",,"IMPL_VOL",[SYMBOL]) | |
VOL_INDEX | =RTD("tos.rtd",,"VOL_INDEX",[SYMBOL]) | |
FRONT_VOL | =RTD("tos.rtd",,"FRONT_VOL",[SYMBOL]) | |
BACK_VOL | =RTD("tos.rtd",,"BACK_VOL",[SYMBOL]) | |
WEIGHTED_BACK_VOL | =RTD("tos.rtd",,"WEIGHTED_BACK_VOL",[SYMBOL]) | |
VOL_DIFF | =RTD("tos.rtd",,"VOL_DIFF",[SYMBOL]) | |
PUT_CALL_RATIO | =RTD("tos.rtd",,"PUT_CALL_RATIO",[SYMBOL]) | |
CALL_VOLUME_INDEX | =RTD("tos.rtd",,"CALL_VOLUME_INDEX",[SYMBOL]) | |
PUT_VOLUME_INDEX | =RTD("tos.rtd",,"PUT_VOLUME_INDEX",[SYMBOL]) | |
OPTION_VOLUME_INDEX | =RTD("tos.rtd",,"OPTION_VOLUME_INDEX",[SYMBOL]) | |
FRONT_EXPECTED_MOVE | =RTD("tos.rtd",,"FRONT_EX_MOVE",[SYMBOL]) | |
BACK_EXPECTED_MOVE | =RTD("tos.rtd",,"BACK_EX_MOVE",[SYMBOL]) | |
EXPECTED_MOVE_DIFF | =RTD("tos.rtd",,"EX_MOVE_DIFF",[SYMBOL]) | |
BETA | =RTD("tos.rtd",,"BETA",[SYMBOL]) | |
HIGH52 | =RTD("tos.rtd",,"52HIGH",[SYMBOL]) | |
LOW52 | =RTD("tos.rtd",,"52LOW",[SYMBOL]) | |
PE | =RTD("tos.rtd",,"PE",[SYMBOL]) | |
EPS | =RTD("tos.rtd",,"EPS",[SYMBOL]) | |
MARKET_CAP | =RTD("tos.rtd",,"MARKET_CAP",[SYMBOL]) | |
SHARES | =RTD("tos.rtd",,"SHARES",[SYMBOL]) | |
DIVIDEND_YIELD | =RTD("tos.rtd",,"YIELD",[SYMBOL]) | |
DIVIDEND_SHARE | =RTD("tos.rtd",,"DIV",[SYMBOL]) |