Return functions enables quick access to a comprehensive set of functions to calculate periodical change, average, minimum, and maximum values of various data types.
In terms of user-friendliness, the naming of return functions has the same structure and is divided in levels: [Level1]-Level2-Level3-Level4. These levels correspond to the levels used in the function selection screen.
Level 1 is not used for security-based functions. Valid only for Groups.
Level 2 includes data types as Session, Day, Week, and Month.
Level 3 determines what type query you want to make.
Level 4 helps you determine the date range within which you perform your query.
Level 1: Security or group based selection
[ ] Security based function
Group Group based function
Level 2: Data type (Session, Day, Week, and Month) selection
Daily Daily data query
Sessionly Sessionly data query
Weekly Weekly data query
Monthly Monthly data query
Level 3: Query type selection
Change Percentage change rate (Selected data between selected dates)
Avg Mathematical average (the # of data is used for the denominator, not # of dates so if there is no data for a certain date it will not be included into calculation).
RateToAvg The ratio between percentage of the last date value and the average of values
Min The minimum value at date range.
MinDate The date of minimum value at the date range.
RateToMin The ratio between percentage of the value of the last date and minimum value.
Max The maximum value for specified date interval.
MaxDate The date of maximum value at the date range.
RateToMax The ratio between percentage of the value of the last date and maximum value.
Sum The summation of values within the date range.
PointInRange The ratio between the data of the last date and “max-min” at 0-1 range "(last - min) / (max - min)".
MarketShareROC The rate of change of market share for the specified group.
ROCRank The ranking for specified group, according to the change ratio of the data between two dates.
Level 4: Date range selection
Although all functions receive at least one date parameter as parameter, they run between the two dates.
BOFFiscalYear the Beginning of Fiscal Year to Selected Date
BOFMonth the Beginning of Month to Selected Date
BOFPeriod the Beginning of Period to Selected Date
BOFWeek the Beginning of Week to Selected Date
BOFYear the Beginning of Year to Selected Date
PrevDay the Previous Day to Selected Date or with specified # of Days, the Previous Day to Selected Date
PrevWeek the Previous Week to Selected Date or with specified # of Weeks, the Previous Day to Selected Date
PrevMonth the Previous Month to Selected Date or with specified # of Months, the Previous Day to Selected Date
PrevYear the Previous Year to Selected Date or with specified # of Years, the Previous Day to Selected Date
EOFPrevWeek the End of Previous Week to Selected Date
EOFPrevMonth the End of Previous Month to Selected Date
EOFPrevYear the End of Previous Year to Selected Date
Between Between two dates (Both two dates are expected to be selected by the user.)
DailyROCEOFPrevYear: Daily-ROC-EOFPrevYear
This function calculates the rate of change of a daily data type for instance: “Close” or “Volume” of a security between the last day and the previous year.
You can select "DailyROCEOFPrevYear" functions (Data from Category -> Daily from Data Type (Level2) -> Change from Functions (Level3) ->
Previous Year from Period (Level4)) from the function list with the help of naming easily.
GroupDailyAvgBetween: Group-Daily-Avg-Between
This function calculates the daily average value of a daily data type for instance: “volume” of a group of securities for the selected date range.
You can select “GroupDailyAvgBetween” functions (Group Data from Category -> Daily from Data Type (Level2) -> Average from Functions (Level3) ->
Between from Period (Level4)) from the function list with the help of naming easily.