INSTITUTIONAL QUALITY STOCK AND OPTIONS SCANNERS
Trading opportunities software provides traders with multiple trading tools helping them identify active and potentially mispriced options and equities. Trading tools include:
- Hyperactive – identifies active option classes based on parameters that traders define using time and tick information.
- Vertigo – identifies activity based on parameters that are set for trading imbalances (i.e. puts/calls and buys/sells).
- Block ticker – identifies trades larger than a trader determined size.
- Inversion trades – identifies inverted markets where the bid exceeds the ask by a specific threshold and sends matches to subscribed clients.
- Trades under parity – identifies options trades where the traded price is below the parity value at the time of trade.
- Spread ticker – identifies trades of the same underlying, inside a given time window.
- Development – We are always working with our clients to build and release new tools. We regularly consult with traders for their input on ways to enhance our suite of tools.
Lightscan, Lightspeed’s market scanner now offers an integrated market scanning and filtering tool for US equities and options. We’ve created six initial analytical columns:
- Net change: change from beginning of the period to last price.
- % Change: net change of the period as a % of price at beginning of period.
- Price range: the range between the high and low of the period.
- High price: high price for the period.
- Low price: low price for the period.
- H/L: displaying whether the stock is currently at the high or low of the period.
Several additional customizable columns are also available, such as: First Price, % Range, Volume & Volume Rate. Traders can filter by market, by price range and by specific symbols. Additional customizations include:
- More columns available by right clicking. Level 1, imbalance, positions or time frame columns.
- Specific time frames other than default can easily be configured.
- Similar to sorting a spreadsheet, Lightscan can be configured to sort by multiple columns.
- Lightscan can be configured to act as a dynamic hi-low scroller.