Creating Filters and Columns

The filter and column builder is designed to help you return securities that match precise conditions. Filters are created through a guided, step-by-step dropdown interface that automatically updates based on your selections. This approach makes it possible to build complex filters in a structured and manageable way.

The sections below outline the available selections. Depending on your choices, some options may be hidden or unavailable.

Filter/Compare/Column Type

Shown as Filter Type, Compare Type, or Column Type depending on whether you are creating a filter condition, filter comparison, or column.

• Data Point - Select a raw metric such as price, volume, ownership, or time.

• Calculation - Apply an arithmetic operation to a selected data point.

• Indicator - Select a common technical indicator.

• Value - Enter a fixed value to compare against (only available for Comparison).

• Security Info - Return descriptive or fundamental information about the security (only available for Column).

Data Interval

Select whether to use daily or intraday data.

• Daily - Return price and volume data aggregated by day.

• Intraday - Return price and volume data aggregated by intraday intervals ranging from 1 minute to 60 minutes.

Calculation

• Average - Return the average of a requested data point.

• Sum - Return the total of a requested data point.

• Max - Return the maximum value of a requested data point.

• Min - Return the minimum value of a requested data point.

• First - Return the first value of a requested data point (only available for intraday data).

• Last - Return the last value of a requested data point (only available for intraday data).

Indicator

• SMA - Return the simple moving average.

• EMA - Return the exponential moving average.

• RSI - Return the relative strength index.

• ATR - Return the average true range.

• VWAP - Return the volume weighted average price (only available for intraday data).

Data Point

For the full list of available data points, see the data point reference.

• Price - Select from available price data points.

• Volume - Select from available volume data points.

• Dollar Volume - Select from available dollar volume data points.

• Relative Volume - Return the relative volume by dividing the total volume by the 10-day average volume (only available for daily data).

• Percentage - Select from pre-calculated percentage values (only available for daily data).

• Date - Return the trading date value (only available for Column).

• Time - Select from pre-calculated time values (only available for daily data).

• Ownership - Select from available institutional and ownership data (only available for daily data).

• Short Interest - Select from available short interest metrics (only available for daily data).

• Security Info - Select from available descriptive or fundamental information about a security (only available for Column).

Adjustment

Select whether to use price and volume data that accounts for stock splits.

• Adjusted - Return price and volume data that has been normalized for splits.

• Unadjusted - Return the raw price and volume data as it was seen on the day it traded, without any split corrections.

Bar Size

For intraday data, select the bar aggregation interval

• 1 minute

• 5 minutes

• 15 minutes

• 30 minutes

• 60 minutes

Periods

For indicators, enter the number of periods (bars or days) in include.

Day Offset

Enter the number of trading days to offset from the scan date.

Start Day Offset

Enter the start of the date range to evaluate, specified as trading days relative to the scan date.

End Day Offset

Enter the end of the date range to evaluate, specified as trading days relative to the scan date.

At Time

Select the intraday time to return an indicator value. You can choose from a list of pre-calculated times or enter a custom time.

Enter Time

Enter a time value using the 24-hour or HH:MM AM/PM format.

Value

Enter a value for comparisons.