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Finding Daily Lists of Large Intraday Stock Movers

Article Quant Q&A · Author: Blaze
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Summary

The document asks whether a free source can provide a list of stocks with large intraday moves on a given trading day, including after the market closes. The response says it knows of no ready-made source that supplies this exact information. It suggests building a script that periodically downloads market data from websites and identifies the day’s movers, or using downloadable index data and configuring a spreadsheet to make a custom list.

This is practical guidance for assembling a daily screener, but it does not name data providers, define what counts as a large move, or describe how to rank securities. It offers no comparison of data coverage, update frequency, licensing, or reliability. The suggested approach therefore leaves implementation and source selection to the reader, and it does not address historical screening.

Key ideas

  • The response reports no known source for the requested daily intraday mover list.
  • A custom script could periodically collect market data and identify large moves.
  • Downloaded index data may be arranged in a spreadsheet for a customized screen.
  • The document gives no provider recommendations or criteria for defining a large move.

Tags

EquitiesTechnical indicators
Full text
# How to get list of large intraday movers for that day?


# How to get list of large intraday movers for that day?












Is there a source (preferably free :) that provides a list of large intraday (versus pre market) movers for the day you look? I don't mind getting the list on market close. I don't need historical data, just data for the day I'm looking.

## Answer by kris123456 (score 1)

https://quant.stackexchange.com/a/21659

No Such source which provides you this information. You could write a script which periodically downloads the data from source pages/website and which could give you the required information.

Most indices let you download data in excel format. Custom configuration of excel could help you here.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.