Scanners Screeners Filterers - pikers/piker GitHub Wiki

IBKR TWS or Gateway (API access?):

• https://interactivebrokers.github.io/tws-api/classIBApi_1_1ScannerSubscription.html#details
• https://interactivebrokers.github.io/tws-api/market_scanners.html

price movement real time:

• trades/min
• STvol 3 (short term volume 3min), STvol 5 (short term volume 5min)
• volume/min

liquidity:

• $volume
• volume
• trades
• option volume

size

• market cap
• shares outstanding

SCANZ:

• 5min % change (10min, 30min etc..)