Scanning on volume average

Optuma Forums Optuma Scripting Scanning on volume average

This topic contains 3 replies, has 2 voices, and was last updated by Darren Darren 3 weeks, 2 days ago.

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  • #53101
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    Ciro
    • Topics: 6
    • Replies: 9
    • Posts: 15

    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  ?
    Ciro

    #53107
    Darren
    Darren
    • Topics: 37
    • Replies: 220
    • Posts: 257

    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?

     

    #53199
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    Ciro
    • Topics: 6
    • Replies: 9
    • Posts: 15

    Hi Darren, 

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

    EQY_OPT_AVAIL

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

    something is not working

     

    Attachments:
    #53227
    Darren
    Darren
    • Topics: 37
    • Replies: 220
    • Posts: 257

    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.

     

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