In order to bring you a robust scanner with comprehensive filters and attributes, we maintain and update hundreds of data points for every stock and option in the US (About 1.3M) on over 4000 stocks, ETFs and indexes (the entire optionable universe).
We process data from all US stock markets including:
- New York Stock Exchange (NYSE)
- Chicago Board Options Exchange (CBOE).
- And more.
You get access to data such as corporate actions, fundamentals, technical analysis, etc as well as unique volatility calculations like IV rank, Skew, Call Skew, and more.
At the moment we are focusing on the US equities markets. We don't have data for any other markets (such as EU, Indian, etc) and we don't have Futures data. We will look into adding those markets in the future, but we have no concrete plans at this moment.