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ScannerSubscription Class Reference

Defines a market scanner request.

Properties
int NumberOfRows[get, set]
The number of rows to be returned for the query.
string Instrument[get, set]
The instrument's type for the scan. I.e. STK, FUT.HK, etc.
string LocationCode[get, set]
The request's location (STK.US, STK.US.MAJOR, etc).
string ScanCode[get, set]
Same as TWS Market Scanner's "parameters" field, for example: TOP_PERC_GAIN.
double AbovePrice[get, set]
Filters out Contracts which price is below this value.
double BelowPrice[get, set]
Filters out contracts which price is above this value.
int AboveVolume[get, set]
Filters out Contracts which volume is above this value.
int AverageOptionVolumeAbove[get, set]
Filters out Contracts which option volume is above this value.
double MarketCapAbove[get, set]
Filters out Contracts which market cap is above this value.
double MarketCapBelow[get, set]
Filters out Contracts which market cap is below this value.
string MoodyRatingAbove[get, set]
Filters out Contracts which Moody's rating is below this value.
string MoodyRatingBelow[get, set]
Filters out Contracts which Moody's rating is above this value.
string SpRatingAbove[get, set]
Filters out Contracts with a S&P rating below this value.
string SpRatingBelow[get, set]
Filters out Contracts with a S&P rating above this value.
string MaturityDateAbove[get, set]
Filter out Contracts with a maturity date earlier than this value.
string MaturityDateBelow[get, set]
Filter out Contracts with a maturity date older than this value.
double CouponRateAbove[get, set]
Filter out Contracts with a coupon rate lower than this value.
double CouponRateBelow[get, set]
Filter out Contracts with a coupon rate higher than this value.
bool ExcludeConvertible[get, set]
Filters out Convertible bonds.
string ScannerSettingPairs[get, set]
For example, a pairing "Annual, true" used on the "top Option Implied Vol % Gainers" scan would return annualized volatilities.
string StockTypeFilter[get, set]
CORP = Corporation ADR = American Depositary Receipt ETF = Exchange Traded Fund REIT = Real Estate Investment Trust CEF = Closed End Fund

Detailed Description

Defines a market scanner request.