Scanning on volume average

Hi i like to scan the market looking for stocks that have
Average Volume last 10 days are twice the Average Volume of last 52 days.
Are stocks
Last price > 20
Market Cap at least 2 bln $
Are optionable.
Any one can help me ?

Hi Ciro,

Try this in a scan or watchlist column (note - if running on Bloomberg data for entire exchanges you may hit data limits, so if you would rather run on our end-of-day data let us know). Also, I don’t know of any way to tell if the security is optionable. Maybe there’s a Bloomberg field available?

AV10 = MA(VOL(), BARS=10, CALC=Close);
AV52 = MA(VOL(), BARS=52, CALC=Close);
//Get Bloomberg market cap datafield
//MA averages signal
AV10 > (AV52 * 2) and AV52 > 0 and
// Above $20
CLOSE() > 20 and
// Above $2 Bill market cap
MC1 > 2000000000


Hi Darren,

This is the field that can be used. It should give you Y or N


I'm trying to use your scan but i get no result.

something is not working



OK thanks Ciro. What’s your universe of stocks? The US market? Scanning for options and market cap will take a while, so it might be best to get a list of just those companies that are optionable and above $2b first in a .csv file from Bloomberg, and then run the volume scan on that list.