Table of Contents

Price, Volume and SCTRs

Scan Syntax Reference: Price, Volume and SCTRs

There are several price, volume and SCTR values that you can set as filters for your scan. For more information on writing scans using these and other scan clauses, please see our Support Center article on Writing Scans.

High

The largest price value for a security during the time period.

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Close

The last price value for a security during the time period. Note that when the market is open and an intraday scan is used, the “close” value is equal to the most recent price for the security.

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Open

The first price value for a security during the time period.

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Low

The smallest price value for a security during the time period.

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Example:

All Time High

The all-time high value for a security. Note that the example scan clause below will scan for symbols that closed at their all time high. To scan for symbols that recorded a new all time high at any point during the trading day, use: [all time high = high]

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Volume

The number of shares traded for a security during the time period.

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Range (High - Low)

The range for a security during the time period, calculated as the value of the high minus the value of the low for that time period.

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Gain

The gain for a security during the time period. The gain is calculated as the value of the close minus the value of the open for that time period.

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AbsGain

The absolute value of the gain for a security during the time period, calculated as the value of the close minus the value of the open for that time period. This represents the size of the candle body for that security.

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Liquidity

The liquidity for a security during the time period, calculated as the value of close multiplied by the volume for that time period.

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SCTR

The SCTR value for a security during the time period. This finds securities with the requested SCTR value, regardless of the SCTR's universe. See our Support Center article on Scanning SCTRs for more information.

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Example:

SCTR.large

The SCTR value for a large-cap US stock during the time period. This finds securities with the requested SCTR value from within the Large-Cap SCTR Universe. See our Support Center article on Scanning SCTRs for more information.

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Example:

SCTR.mid

The SCTR value for a mid-cap US stock during the time period. This finds securities with the requested SCTR value from within the Mid-Cap SCTR Universe. See our Support Center article on Scanning SCTRs for more information.

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Example:

SCTR.small

The SCTR value for a small-cap US stock during the time period. This finds securities with the requested SCTR value from within the Small-Cap SCTR Universe. See our Support Center article on Scanning SCTRs for more information.

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Example:

SCTR.us.etf

The SCTR value for a US-listed ETF during the time period. This finds securities with the requested SCTR value from within the ETF SCTR Universe. See our Support Center article on Scanning SCTRs for more information.

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Example:

SCTR.tsx

The SCTR value for a TSX-listed security during the time period. This finds Canadian securities with the requested SCTR value from within the TSX SCTR Universe. See our Support Center article on Scanning SCTRs for more information.

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Example:

SCTR.lse

The SCTR value for an LSE-listed security during the time period. This finds London securities with the requested SCTR value from within the LSE SCTR Universe. See our Support Center article on Scanning SCTRs for more information.

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Example:

SCTR.nse

The SCTR value for an NSE-listed security during the time period. This finds Indian securities with the requested SCTR value from within the NSE SCTR Universe. See our Support Center article on Scanning SCTRs for more information.

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Example: