Understanding TWS Common Stock and Options Scanner Codes
In the world of trading and analysis, TWS scanner codes are invaluable tools for identifying stocks and options that meet specific criteria. Here’s a breakdown of some commonly used scanner codes to help you interpret them effectively.
Top Scanners
- TOP_AFTER_HOURS_PERC_GAIN
- Description: Identifies the highest percentage gainers during after-hours trading.
- TOP_AFTER_HOURS_PERC_LOSE
- Description: Finds the highest percentage losers during after-hours trading.
- TOP_OPEN_PERC_GAIN
- Description: Highlights stocks with the largest percentage gain at market open.
- TOP_OPEN_PERC_LOSE
- Description: Highlights stocks with the largest percentage loss at market open.
- TOP_PERC_GAIN
- Description: Tracks stocks with the highest overall percentage gain.
- TOP_PERC_LOSE
- Description: Tracks stocks with the highest overall percentage loss.
- TOP_PRICE_RANGE
- Description: Identifies stocks with the largest intraday price range.
- TOP_STOCK_BUY_IMBALANCE_ADV_RATIO
- Description: Shows stocks with the highest buy imbalance compared to average daily volume.
- TOP_STOCK_BUY_REG_IMBALANCE_ADV_RATIO
- Description: Tracks stocks with regulatory buy imbalance compared to average daily volume.
- TOP_TRADE_COUNT
- Description: Highlights stocks with the highest number of trades.
- TOP_TRADE_RATE
- Description: Tracks stocks with the fastest trading rate.
- TOP_VOLUME_RATE
- Description: Tracks stocks with the highest trading volume relative to their average.
- TOP_OPT_IMP_VOLAT_GAIN
- Description: Finds options with the largest increase in implied volatility.
- TOP_OPT_IMP_VOLAT_LOSE
- Description: Finds options with the largest decrease in implied volatility.
Bearish Indicators
- BEARISH_EMA_DIFF_VS_LAST
- Description: Highlights stocks with prices moving below exponential moving averages.
- BEARISH_LAST_VS_EMA100
- Description: Last price is below the 100-period EMA.
- BEARISH_LAST_VS_EMA20
- Description: Last price is below the 20-period EMA.
- BEARISH_LAST_VS_EMA200
- Description: Last price is below the 200-period EMA.
- BEARISH_LAST_VS_EMA50
- Description: Last price is below the 50-period EMA.
- BEARISH_MACD_DIST_VS_LAST
- Description: Bearish divergence between price and MACD.
- BEARISH_PPO_DIST
- Description: Highlights stocks with negative Percentage Price Oscillator (PPO).
Bullish Indicators
- BULLISH_EMA_DIFF_VS_LAST
- Description: Highlights stocks with prices moving above exponential moving averages.
- BULLISH_LAST_VS_EMA100
- Description: Last price is above the 100-period EMA.
- BULLISH_LAST_VS_EMA20
- Description: Last price is above the 20-period EMA.
- BULLISH_LAST_VS_EMA200
- Description: Last price is above the 200-period EMA.
- BULLISH_LAST_VS_EMA50
- Description: Last price is above the 50-period EMA.
- BULLISH_MACD_DIST_VS_LAST
- Description: Bullish divergence between price and MACD.
- BULLISH_PPO_DIST
- Description: Highlights stocks with positive Percentage Price Oscillator (PPO).
Combination Scanners
- COMBO_ALL_QUOTE_TIME_ASC
- Description: Displays quotes sorted by ascending time.
- COMBO_ALL_QUOTE_TIME_DESC
- Description: Displays quotes sorted by descending time.
- COMBO_ALL_TRADE_QUOTE_TIME_ASC
- Description: Displays trades and quotes sorted by ascending time.
- COMBO_ALL_TRADE_QUOTE_TIME_DESC
- Description: Displays trades and quotes sorted by descending time.
- COMBO_ALL_TRADE_TIME_ASC
- Description: Displays trades sorted by ascending time.
- COMBO_ALL_TRADE_TIME_DESC
- Description: Displays trades sorted by descending time.
- COMBO_ALL_VOLUME_ASC
- Description: Displays combinations sorted by ascending volume.
- COMBO_ALL_VOLUME_DESC
- Description: Displays combinations sorted by descending volume.
- COMBO_LATEST_TRADE
- Description: Displays the most recent trade for combinations.
- COMBO_MOST_ACTIVE
- Description: Highlights the most actively traded combinations.
- COMBO_QUOTES
- Description: Displays the latest quotes for combinations.
Additional Scanners
- HIGH_OPT_IMP_VOLAT
- Description: Highlights options with the highest implied volatility.
- HIGH_OPT_IMP_VOLAT_OVER_HIST
- Description: Identifies options with implied volatility significantly higher than historical values.
- LOW_OPT_IMP_VOLAT
- Description: Highlights options with the lowest implied volatility.
- LOW_OPT_IMP_VOLAT_OVER_HIST
- Description: Identifies options with implied volatility significantly lower than historical values.
Event-Based Scanners
- WSH_NEXT_EARNINGS
- Description: Lists stocks with upcoming earnings announcements.
- WSH_NEXT_MAJOR_EVENT
- Description: Tracks stocks with significant upcoming events.
- WSH_PREV_EARNINGS
- Description: Highlights stocks with recent earnings announcements.
- WSH_PREV_EVENT
- Description: Tracks stocks with recently concluded major events.
This document covers only a subset of available scanner codes. Each code offers unique insights to guide trading and analysis strategies. Additional explanations for remaining scancodes can be provided on request.