Ionic Pro Plus ユーザーズマニュアル
Page 6
Page 6
Terminology
SETS
Most liquid LSE stocks.
SEAQ
Less liquid LSE stocks.
Mid
Average of the bid and offer.
Open
The first ‘reliable’ price for the day.
LSE SETS: The first uncrossing price or, failing
that, first automatic trade.
LSE SEAQ: Mid price when the market opens.
Other markets: First Trade
FTSE 100, 250, 350 & SmallCap indices: Value three
minutes after the open.
Other Indices: First quote.
High
LSE SETS: Highest trade during market hours.
LSE SEAQ: Highest mid price during market
hours.
Other markets: Highest trade during market hours.
S&P Indices: Index calculated on the highest
values of constituents.
Other Indices: Highest Value.
Low
The opposite of the High calculations.
Close
Last price of the day.
LSE calculate and distribute this value. Their
calculation method is complex.
Other markets: Last trade before the market
closes.
Indices: Last value.
Volume
Number of shares traded that day. Because
of delayed trades this figure can change for
several subsequent days.
Delayed
Trades are normally reported within 60 seconds but big
trades
trades and some other trades can be delayed for hours
or days.
OHLCV
Open, high, low, close & volume over a fixed time
period.
Candlesticks
A Japanese method of representing OHLC information.
VWAP
Volume weighted average price.