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Screen for volume
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TOPIC: Screen for volume

Screen for volume 4 years, 8 months ago #1869

  • kettch
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This feels a bit stupid, because this is such a basic data field for stock prices, but I can't seem to find the volume data for the day in the list of variables.
I could find this one: "Volume-1 Day Average", but the help talks about an average over the last 91 days of volume, so this is not right. There is one that seems to express the volume, but in a % of shares outstanding, and so it can't be compared to an average volume for the last 10 days.

Also, I was wondering if it could be possible to do an average of volume (or price data, for that matter), over some other period than 10 days?
Fred
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Re: Screen for volume 4 years, 8 months ago #1873

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You can use any of the included volume variables:

Volume (daily) as a of Shares Outstanding
Volume (monthly) as a of Shares Outstanding
Volume Liquidity (10 day avg daily shares move price 1%)
Volume-1 Day Average
Volume-1 Day Change
Volume-avg. trading volume for the last 3 months
Volume-avg. trading volume for the last ten days

We do not offer the ability to select a user-defined period for the volume.

Re: Screen for volume 4 years, 8 months ago #1875

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Yeah, I saw the list of available variables for volume, but here's what I want to do: screen for stocks that have a volume for the last trading day that is at least a multiple of the N last days average volume. If I can't select, I'll make do with a 10-day period.
However, the problem is that none of the variables can be compare to that average:
- Volume as a of Shares Outstanding (I'm assuming that's a %, because it seems there's some word or character missing there), is a percentage, so it can't be compared to an absolute volume in number of shares
- The same one, but monthly, is of course not for the last trading day
- Volume Liquidity: I don't know what it is, but it doesn't look like it
- Volume-1 Day Average: if it's the volume for the last trading day, why call it average? Plus the documentation talks about a 91-day period?!?
- Volume-1 Day Change: Obviously, not a big help here...
- Volume-avg. for the last 3 months: Well, not what I'm looking for either
- Volume-avg. for the last ten days: that's the one I'm comparing to

There's a variable to get the last price, why not have a simple one called "Volume" to get the volume of the last trading day?
Fred

Re: Screen for volume 4 years, 8 months ago #1876

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Unfortunately, we are limited by the data that Reuters makes available to us. We do not have the more detailed volume data.

Re: Screen for volume 4 years, 8 months ago #1877

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So what I just described is pretty much impossible on your screener, is that it?
Or is there one of those variable that could be somehow tortured to reach the value I'm looking for?
Fred

Re: Screen for volume 4 years, 8 months ago #1878

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We do not have the data point that you are looking for. The average volume variables can be used as proxies for analytical purposes, but the specific value you are looking for is not available.
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