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We have completely rebuilt the IQFeed interface in v1.6 which is currently in beta testing, and this allows you to ignore out of market ticks. If you don’t see the beta banner on start up, send support a ticket requesting access.
However, to scan on 2000 stocks may breach IQFeed’s data limit, so the scan may not work for such a big list. Try it first on the Dow 30 and see how you go.
Have you seen this tool? It shows average intraday volume on a chart which may be useful: