NORGATE DATA

 

AmiBroker Database Layout and Content

Data Fields

AmiBroker has fields for Ticker, Date, Open , High, Low, Close, Volume, Open Interest, Aux1 and Aux2.


Notes:

  1. Open Interest - this field is only applicable for futures and derivatives data.
  2. AUX1 (for Stocks) - shows Turnover, which is the dollar amount of the stock traded on the day.
  3. AUX1 (for Continuous Futures) - identifies the current contract month in the series by year and month.
  4. AUX2 and Dividends - dividends are shown in the AUX2 field depending on whether or not they have already been accounted for in the data by the "Price Adjustment" method.
    • If the data is adjusted for capital reconstructions only, then both special and ordinary dividends are shown.
    • If the data is adjusted for capital reconstructions and special dividends, then only ordinary dividends are shown.
    • If the data is adjusted for capital reconstructions, special dividends and ordinary dividends, then no information is shown.

Dividend/Distribution information is shown as of the day before the ex-date - i.e. if you are holding the security at the close, you will be entitled to the dividend/distribution

AmiBroker Symbols Window

The illustrations below show the AmiBroker Markets and Groups that may be populated by the Norgate Data plugin:

Some Group Definitions

Sectors

AmiBroker Sectors are populated by the Norgate Data plugin with information from the Thomson Reuters Business Classification scheme (TRBC).

The Sectors field has two levels - Group and Industry.

Group corresponds to TRBC level 1 (Economic Sector).

Industry corresponds to TRBC level 4 (Industry)

AmiBroker Information Window

The AmiBroker Information Window allows the display of "metadata" and "fundamentals". The Norgate Data plugin populates many of the available fields but not all of them. Fundamental data is provided for most stocks but not all. Also, some stocks do not have broker estimates for forward EPS, target price etc., so these fields may be empty. The tables below identify the fields that are generally populated along with definitions.

All of these fields are accessible in the AFL via the GetFnData function.

Statistics
FieldDefinitionCalculation
Shares Out.Number of shares outstanding 
Shares FloatNumber of shares outstanding that are freely available for trading ("Free Float") 
% Held by Insidersn/a 
% Held by Institutionsn/a 
Shares Shortn/a 
Shares Short Prior Monthn/a 
BetaA measure of a stock's price volatility relative to the market. The slope of the 60 month regression line of the percentage price change of the stock relative to the percentage price change of the benchmark index. Beta values are not calculated if less than 40 months of pricing is available.


Financials
FieldDefinitionCalculation
EPSEPS excluding extraordinary items - trailing 12 monthThe Adjusted Income Available to Common Stockholders for the trailing twelve months divided by the trailing twelve month Diluted Weighted Average Shares Outstanding.
EPS Est. Current YearCurrent Consensus for EPSAs reported to Thomson Reuters
EPS Est. Next Yearn/a 
EPS Est. Next Quartern/a 
Forward EPSn/a 
Book Value (p.s)Book value per share - most recent quarterThe Shareholder's Equity divided by the Shares Outstanding at the end of the most recent interim period.
PEG Ration/a 
Profit MarginNet Profit Margin % - trailing 12 monthThe Income After Taxes for the trailing twelve months divided by Total Revenue for the same period and expressed as a percentage. NOTE: Most Banks and Finance companies do not report revenues when they announce their preliminary quarterly financial results in the press. When this happens, the trailing twelve month value will not be available.
Operating MarginOperating margin - trailing 12 monthThe trailing 12 months Operating Income divided by the trailing 12 months Total Revenue, multiplied by 100. Operating Income is defined as Total Revenue minus Total Operating Expenses.
1yr target priceCurrent Consensus Target PriceAs reported to Thomson Reuters
Return on Assets (ttm)Return on average assets - trailing 12 monthThe Income After Taxes for the trailing twelve months divided by the Average Total Assets, expressed as a percentage. Average Total Assets is calculated by adding the Total Assets for the 5 most recent quarters and dividing by 5.
Return on Equity (ttm)Return on average equity - trailing 12 monthThe Income Available to Common Stockholders for the trailing twelve months divided by the Average Common Equity expressed as a percentage. Average Common Equity is calculated by adding the Common Equity for the 5 most recent quarters and dividing by 5.
Qtrly Rev. GrowthRevenue Change % - most recent quarter 1 year agoThe most recent interim period Sales minus the Sales for the same interim period 1 year ago divided by the Sales for the same interim period one year ago, multiplied by 100.
Gross Profit (p.s)n/a 
Sales Per ShareRevenue per share - trailing 12 monthThe trailing twelve month Total Revenue divided by the Average Diluted Shares Outstanding for the trailing twelve months. NOTE: Most Banks and Insurance companies do not report revenues when they announce their preliminary quarterly financial results in the press. When this happens, the trailing twelve month values will not be available.
EBITDA (p.s)EBITD per share - trailing 12 monthThe trailing twelve month EBITD divided by the Average Shares Outstanding for the same period. EBITD is EBIT plus Depreciation and Amortization expenses (from the Statement of Cash Flows). NOTE: This item is not available for Banks and Insurance companies.
Qtrly Earnings GrowthEPS Change % - most recent quarter vs corresponding 1 year agoThe most recent interim period EPS minus the EPS for the same interim period 1 year ago divided by the EPS for the same interim period one year ago, multiplied by 100. NOTE: EPS must be positive for both periods. If either EPS value is negative, the result in not meaningful.
Operating Cash Flown/a 
Leveraged Free Cash Flown/a 


Dividends & Splits
FieldDefinitionCalculation
DividendDividends per share - trailing 12 monthThe sum of the Cash Dividends per share paid to common stockholders during the last trailing twelve month period.
Dividend Pay Daten/a 
Ex-Dividend Daten/a 
Forward DividendCurrent Consensus for Dividend Per ShareAs reported to Thomson Reuters
Last Split DateThe ex-date of the last share split or reverse split (consolidation) 
Last Split RatioThe ratio of new shares to old in the last split 
Delisting DateThe last day that the security was available for trading before delisting 

Norgate Data Indicators/Functions

Many additional data indicators/functions have been created in AmiBroker and their usage is described here.