Interface ScannerSubscription

Defines a market scanner request.

Hierarchy

  • ScannerSubscription

Properties

abovePrice? aboveVolume? averageOptionVolumeAbove? belowPrice? couponRateAbove? couponRateBelow? excludeConvertible? instrument? locationCode? marketCapAbove? marketCapBelow? maturityDateAbove? maturityDateBelow? moodyRatingAbove? moodyRatingBelow? numberOfRows? scanCode? scannerSettingPairs? spRatingAbove? spRatingBelow? stockTypeFilter?

Properties

Optional abovePrice

abovePrice?: number

Filters out Contracts which price is below this value.

Optional aboveVolume

aboveVolume?: number

Filters out Contracts which volume is above this value.

Optional averageOptionVolumeAbove

averageOptionVolumeAbove?: number

Filters out Contracts which option volume is above this value.

Optional belowPrice

belowPrice?: number

Filters out contracts which price is above this value.

Optional couponRateAbove

couponRateAbove?: number

Filter out Contracts with a coupon rate lower than this value.

Optional couponRateBelow

couponRateBelow?: number

Filter out Contracts with a coupon rate higher than this value.

Optional excludeConvertible

excludeConvertible?: boolean

Filters out Convertible bonds.

Optional instrument

instrument?: Instrument

The instrument's type for the scan. I.e. STK, FUT.HK, etc.

Optional locationCode

locationCode?: LocationCode

The request's location (STK.US, STK.US.MAJOR, etc).

Optional marketCapAbove

marketCapAbove?: number

Filters out Contracts which market cap is above this value.

Optional marketCapBelow

marketCapBelow?: number

Filters out Contracts which market cap is below this value.

Optional maturityDateAbove

maturityDateAbove?: string

Filter out Contracts with a maturity date earlier than this value.

Optional maturityDateBelow

maturityDateBelow?: string

Filter out Contracts with a maturity date older than this value.

Optional moodyRatingAbove

moodyRatingAbove?: string

Filters out Contracts which Moody's rating is below this value.

Optional moodyRatingBelow

moodyRatingBelow?: string

Filters out Contracts which Moody's rating is above this value.

Optional numberOfRows

numberOfRows?: number

The number of rows to be returned for the query.

Optional scanCode

scanCode?: ScanCode

Same as TWS Market Scanner's "parameters" field, for example: TOP_PERC_GAIN.

Optional scannerSettingPairs

scannerSettingPairs?: string

For example, a pairing "Annual, true" used on the "top Option Implied Vol % Gainers" scan would return annualized volatilities.

Optional spRatingAbove

spRatingAbove?: string

Filters out Contracts with a S&P rating below this value.

Optional spRatingBelow

spRatingBelow?: string

Filters out Contracts with a S&P rating above this value.

Optional stockTypeFilter

stockTypeFilter?: string
  • CORP = Corporation
  • ADR = American Depositary Receipt
  • ETF = Exchange Traded Fund
  • REIT = Real Estate Investment Trust
  • CEF = Closed End Fund

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