Market Movers

Screening Filters

1. Region: United States ("region": ["United States"])

   • Purpose: Limit results to U.S.-listed companies.
   • Rationale: You specifically asked for “current market movers in the US stock market,” so restricting to U.S. region ensures we’re only looking at stocks that are part of the U.S. market, not international exchanges.

2. Exchange: NYSE, NASDAQ, AMEX
   ("list_exchange": ["XNYS", "XNAS", "XASE"])

   • Purpose: Focus on the major U.S. stock exchanges.
   • Rationale: NYSE (XNYS), NASDAQ (XNAS), and AMEX/NYSE American (XASE) are the primary venues where most U.S. “market movers” trade. This avoids over-the-counter (OTC) and illiquid venues that might have extreme moves but are not really core “market movers” in the institutional sense.

3. Market Cap ≥ $500M
   ("market_cap": {"min": "500000000"})

   • Purpose: Filter out microcaps and very small companies.
   • Rationale: When people say “market movers,” they usually mean stocks large enough that their moves matter to broader investors and indices. Setting a floor at $500M keeps in reasonably established companies, while still allowing mid caps and smaller large caps, and excludes tiny, highly speculative names that might move a lot but aren’t representative of the broader market.

4. Price Between $2 and $2,000
   ("price": {"min": "2", "max": "2000"})

   • Purpose: Avoid penny stocks and ultra-high-priced outliers.
   • Rationale:
     • Minimum $2: Excludes penny stocks, which can show huge percentage moves on tiny dollar changes and low quality trading. Those are often noise rather than meaningful “market movers.”
     • Maximum $2,000: Caps extremely high-priced shares (like certain very expensive single-share names) that can distort percentage or dollar-move impressions and are less typical “trading vehicles” for most market participants.

5. Average Volume ≥ 5,000,000 Shares
   ("volume": {"min": "5000000"})

   • Purpose: Ensure that the “movers” are actively traded and liquid.
   • Rationale: A true “market mover” is not just moving in price; it’s attracting significant trading interest. A 5M+ share volume filter focuses on high-liquidity names that:
     • Are widely followed and traded by institutions and retail investors
     • Have price moves that reflect real market attention, not thinly traded spikes

6. Daily Price Change ≥ +5%
   ("price_change_pct": {"min": "5", "max": "100"})

   • Purpose: Identify stocks with significant positive moves today.
   • Rationale: A +5% or greater day move is typically considered a notable move for most established stocks, indicating:
     • News, earnings, rumors, or macro catalysts
     • Unusual buying interest or momentum
       Setting the lower bound at +5% isolates the true “movers” from small, everyday fluctuations of 1–2%. The upper bound at 100% simply avoids clearly erroneous or extreme data.

Why Results Match Your Request

• The region and exchange filters make sure you’re seeing movers specifically in the U.S. stock market (NYSE, NASDAQ, AMEX), in line with your question.
• The market cap and price filters exclude ultra-speculative penny stocks and very tiny companies, focusing on more meaningful names whose moves actually matter to the broader market.
• The volume filter ensures we’re talking about actively traded stocks—those that are genuinely “in play” and drawing real market attention.
• The price change filter directly targets stocks experiencing significant intraday moves, which is exactly what “current market movers” refers to in practice.