Top institutional inflows last 7 days

Screening Filters

1. region = United States

   • Purpose: Limit results to U.S.-domiciled stocks.
   • Rationale: Your request is explicitly for “US stocks,” so constraining the region to the United States ensures we only look at companies listed in the U.S. market.

2. list_exchange = [XNYS, XNAS, XASE] (NYSE, NASDAQ, NYSE American/AMEX)

   • Purpose: Focus on the major U.S. exchanges.
   • Rationale:
     • Most institutional capital in U.S. equities is concentrated on these three exchanges.
     • This avoids OTC, pink sheets, and very illiquid venues that often have unreliable or sparse ownership/trading data.
     • For “top institutional inflows,” it is most relevant to examine widely followed, institutionally investable markets, which these exchanges represent.

3. quarterly_insider_trading_dollar_volume ≥ 0

   • Purpose: Include only stocks for which insider trading dollar volume is tracked (i.e., the data field exists and is non-null).
   • Rationale:
     • We do not have a direct filter for “institutional inflows in the last 7 days.”
     • Instead, this field relates to insider trading (officers, directors, 10% holders), not general institutional flows (mutual funds, pensions, hedge funds, etc.).
     • Setting a minimum of 0 acts as a basic data-quality filter: it ensures we’re working with securities where ownership/trading activity fields are populated, which is often correlated with better coverage of institutional and insider data.
     • While not a direct measure of 7-day institutional inflows, it keeps us within a universe where transactional/ownership data is more complete and analyzable.

Why Results Match (and Where They Don’t)

• What matches your request well:

  • We correctly restrict to U.S. stocks and to major U.S. exchanges where institutional activity is most relevant and measurable.
  • The universe is appropriate for searching for stocks with significant institutional or ownership-related activity.

• What does not exactly match your request:

  • We do not support a direct “top institutional inflows in the last 7 days” indicator in these filters:
    • No filter for “institutional net buying/selling” or “institutional flows” over a 7-day horizon.
    • No explicit 7-day time window filter; the closest available ownership/trade-related field here is quarterly insider trading volume, which is:
      • Quarterly, not 7 days.
      • Insider-focused, not broad institutional flows.

• Why these filters are still useful:

  • They define a clean, high-quality U.S. large/mid-cap universe (plus some smaller caps) where institutional participation is generally higher and better reported.
  • The insider-trading-data requirement acts as a data coverage proxy: stocks with tracked insider volume are more likely to have reliable ownership/flow data overall, making them better candidates to further analyze for institutional activity using other tools or reports (outside of this screener).

In summary, while we cannot directly screen on “top institutional inflows in the last 7 days,” the applied filters do correctly narrow the universe to U.S. exchange-listed stocks with decent ownership/trading data coverage, which is the most appropriate available proxy for your goal within this screening system.