For use in the Data section to tag a data item as a crosssectional function. Normally, a data formula is calculated by going back in time from the current bar for the given symbol. Crosssectional items are instead calculated by going across all symbols on the given date. One use of crosssectional data is to calculate ranking for a rotational strategy. Another is to generate marketbreadth indicators.
#Avg  crosssectional average value
#ByMkt  groups values by futures market (ES, CL, etc.) for any crosssectional function
#ByCII  groups values by corresponding industry index (?CII) for any crosssectional function
#ByIndu  groups values by industry (?Industry) for any crosssectional function
#BySect  groups values by sector (?Sector) for any crosssectional function
#Count  crosssectional count of values
#Highest  crosssectional highest value
#Lowest  crosssectional lowest value
#Median  crosssectional median value
#PercentRank  crosssectional percent rank
#Rank  crosssectional numeric rank
#StdDev  crosssectional standard deviation
#Sum  crosssectional sum of values
