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Hi, All:
I'm interested in filtering the stocks that came on the Equis CD
by volume. A few questions:
1. Does the Explorer take into account the fact that different
securities appear to have different volume multipliers? (i.e., so
that actual and not adjusted volumes are being compared)
2. If so, what level of liquidity would folks recommend in terms
of volume? (i.e., what's a minimum average number of shares traded
per week/ month to ensure that bid/ask spreads will be reasonable?)
3. Can the results of such an exploration be interfaced with the
Downloader so that I only download quotes for the securities meeting
my minimum requirements?
Perhaps the IRL package that's been discussed here recently might be
useful here?
OK, many thanks,
CAB VINTON
cvinton@xxxxxxxxxxxxxx
PS A related question concerns options liquidity: any recommendations
for minimum open interest/ volume?
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