Market Cap Filter in Scanning Manager

Optuma Scripting
1

Can you use a Market Cap filter (Fundamental Data field) in a Scan.

MC1=DATAFIELD(FEED=FD,FIELD=MarketCapitalization, LATESTONLY=True,);
(MC1>=100,000,000)

I am using the above to filter out stocks with Market Cap less than AUD 100 mil but I’m not getting any results displaying.

Tim

2

Hi Tim,

One thing to remember with the Market Cap information from Optuma Fundamental data is that it’s in units of one million. So 1 = 1,000,000.00. For your criteria you would need to set the value to 100 to filter out anything under 100 million.

DATAFIELD(FEED=FD, FIELD=MarketCapitalization) >= 100

Ex10

3

Hi Matthew,

Thanks - I hadn’t picked that little nuance up before.

Makes a big difference.

Tim