How our stock screener works

Stockbeep is a stock screener currently covering 3 markets:

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United States  –  NYSE and NASDAQ

Canada  –  TSX, TSXv and CSE

Australia  –  ASX

For each territory, we track the top 1000 most actively traded stocks, ranked by their 5-day volumes.

Overview

Traders use Stockbeep to discover price events and volume flows during the trading session.

New highs

Price events that traders look out for typically include new highs/lows. These could mean all-time highs or 52-week highs.

It could also mean monthly highs.

The New Highs scan tracks all-time, 52-week and monthly highs, helping traders discover stocks with significant new highs today.


Continuous updates

The scans update every 5 seconds during regular trading hours. To get the latest results for any scan, sort by Time. This will display stocks ranked by the timestamps of their latest highs/lows.

Price breakouts

Traders are often on the lookout for “breakout stocks". These are stocks where prices are showing a sharp upward move.

breakout scanner

The Breakout Stocks scanner

breakout screener

The methodology that we use, is the 5-day range. When a stock moves above its 5-day range by one standard deviation, it gets displayed on the scanner.

price breakout


Volume flows

Traders also look out for increased volume flows. The industry term would be “unusual volume", “high relative volume (RVol)" or “volume spike".

volume flows

Elevated volume flows typically signal that there is something going on today, or that the stock “is in play" today.

The Unusual Volume Stocks scan identifies stocks with increased trading activity today.

unusual volume stocks

Multiple sorting criteria

All scans can be sorted by your preferred criteria.

scanner sorting

For example, sorting by Time will display the latest results.

To look for large-cap stocks, sort by Cap.

To look for high volume stocks, sort by Volume.

To look for stocks with high relative volume, sort by RVol.


Other price events and patterns

Gap up stocks – these are stocks with a strong opening and have moved higher beyond the gap. They are also known as “bullish gaps" or runaway gaps".

gap up stock screener

Example of a “gap up" stock.

Trending stocks – these are stocks moving upwards over the last 5 days, with a series of higher highs and higher lows.

trending stocks screener

Example of a stock in a 5-day uptrend.

uptrend stock example

Stocks moving up now – these are stocks higher within the current 5-minute period. You can sort the data by 5-minute change, % change and volume.

stocks moving up now

Scanning for losers

To look for stocks with negative price action today, equivalent scans are also available.

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New lows

Breakdown stocks

Downtrend stocks

Gap down and lower

Unusual volume losers

Stocks moving down now


→ Next: Use stock screeners to improve your trading results

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About the author

David Miller is the Market Data Engineer at Stockbeep. He has spent more than two decades working across dealing rooms, market data vendors and trading ISVs.

For short term trading, David employs a data-based approach to trade equities and derivatives. For long term investing, he prefers ETFs and fixed income.

Besides helping traders find actionable information from data, he is an avid fan of hockey, golf and fishing.