Screening Filters
market_cap ≥ 50,000,000,000 (≥ $50B)
- Purpose: Focus on very large, established companies.
- Rationale: Mega-cap stocks tend to trade heavily every day because they are widely held by institutions, included in major indexes, and used for large tactical trades. This strongly increases the chance that any stock returned will have consistently high trading volume, not just a one‑off spike.
price between $10 and $300
- Purpose: Exclude penny stocks and ultra‑expensive names while keeping widely traded, accessible stocks.
- Rationale:
- Stocks below $10 are often less liquid, more volatile, and can have apparent high share volume that doesn’t translate into stable dollar liquidity.
- Stocks well above $300 can have solid dollar volume but fewer shares traded, which may not match a “high volume” feel for smaller day-trade accounts.
- This range keeps names that are both actively traded and practical for position sizing in the $1k–$10k range implied by your prior context.
volume ≥ 30,000,000 (30M shares traded today)
- Purpose: Directly enforce “high trading volume.”
- Rationale: A 30M‑share minimum is a very strict liquidity filter. Only a relatively small set of U.S. stocks trade this many shares in a day, so this ensures:
- tight bid–ask spreads
- easy entry/exit even for active day trading
- enough intraday activity for technical setups
monthly_average_dollar_volume ≥ 10,000,000 ($10M)
- Purpose: Make sure volume is sustained in dollar terms, not just an occasional spike in share count.
- Rationale:
- Dollar volume = price × shares traded.
- A stock might trade many cheap shares but still be thin in actual money terms.
- A $10M+ average monthly dollar volume threshold helps ensure ongoing institutional participation and real liquidity over time, not just a one‑day anomaly.
region = United States
- Purpose: Limit to U.S.‑listed companies.
- Rationale: The U.S. market has some of the deepest liquidity globally. Focusing on one region avoids illiquid foreign tickers or ADRs that may have fragmented or lower volume, while matching the most common venue for high‑volume trading.
list_exchange ∈ {XNYS, XNAS, XASE} (NYSE, NASDAQ, AMEX)
- Purpose: Restrict results to major U.S. exchanges.
- Rationale: These exchanges list the most liquid, actively traded stocks. Excluding OTC and smaller venues reduces the risk of pulling in thinly traded or less transparent names that might not meet your “high volume” requirement in practice.
Why Results Match Your Request
- The core high‑volume requirement is enforced explicitly by the volume ≥ 30M filter and reinforced by monthly_average_dollar_volume ≥ $10M to ensure that liquidity is both high and consistent.
- Additional filters (large market cap, U.S. region, major exchanges, mid-range price) refine the universe to liquid, mainstream U.S. stocks that are actually practical to trade at scale—exactly the type of names that typically exhibit the “high trading volume” you asked for.
This list is generated based on data from one or more third party data providers. It is provided for informational purposes only by Intellectia.AI, and is not investment advice or a recommendation. Intellectia does not make any warranty or guarantee relating to the accuracy, timeliness or completeness of any third-party information, and the provision of this information does not constitute a recommendation.