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The following variables are available when creating a Per Symbol formula:
Variable Name | Description |
|---|---|
$date | The trade date in YYYY-MM-DD format (e.g. 2011-08-15). |
$quantity | Total shares or contracts traded in this symbol. |
| $quantityBought | Total shares or contracts bought. |
| $quantityBoughtToOpen | Shares or contracts bought to open a long position. First execution has side/intention set to B. (v 1.5.97.14.83 or greater). |
| $quantityBoughtToClose | Shares or contracts bought to cover a short position. First execution has side/intention set to C. (v 1.5.97.14.83 or greater) |
| $quantitySold | Number of shares or contracts sold. |
| $quantitySoldToOpen | Shares or contracts sold to open a short position. First execution has side/intention set to T. (v 1.5.97.14.83 or greater) |
| $quantitySoldToClose | Shares or contracts sold to close a long position. First execution has side/intention set to S. (v 1.5.97.14.83 or greater) |
| $orderCount | Total number of orders in this symbol. This is determined by the Order Id on each execution. |
| $symbol | Ticker symbol of the instrument being traded. |
| $multiplier | The multiplier (can be called "contract size" for options and "value multiplier" for futures) used when computing profit and loss. |
| $listingExchange | Listing exchange for the security being traded (see list of exchange codes). |
| $spotRate | The conversion rate from the trade currency to the account currency. |
| $dailyValueBought | Value of all purchase transactions in this symbol in the currency of the account. |
| $dailyValueSold | Value of all sale transactions in this symbol in the currency of the account. |
Important: The order intention quantities (quantityBoughtToOpen, quantitySoldToClose, etc) are based on how executions are marked in the data being imported. Not all data sources send the intention of the trade.