I am wanting to make a bot that trades the day’s biggest market movers (largest percent increase or decrease from the previous day). I read in this post that there is a use case where the user could query this data:
First, the investor could set up a daily query to check the 10 biggest daily losers out of a list of 500 stocks. Next, the system can retrieve the peers and industry tags for each of those losers and check their performance. Subsequently, part of the system can scan the news for the day and determine whether any major news occurred, potentially by keyword matching.
However, looking through the documentation, I don’t see which endpoint you could hit to achieve this screen. Hitting
/v2/assets returns over 10,000 assets, but there is no percent change field on the objects returned. To me, it seems that one would have to loop through each asset on this list and manually generate a list of market movers. I would greatly appreciate if somebody could let me know if this is, in fact, the only way to achieve this, or if there is a simpler way. That is, if there is an endpoint for querying by percent change.