Tmx Equity Screener
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
TmxEquityScreener | TmxEquityScreenerQueryParams | TmxEquityScreenerData |
Import Statement
from openbb_core.provider.standard_models. import (
TmxEquityScreenerData,
TmxEquityScreenerQueryParams,
)
Parameters
- standard
- tmx
exchange: str | None
Restrict to one listing venue.
symbol_type: str | None
Restrict to one instrument type.
country: str | None
Default: CA
Two-letter country code, or None for every market.
sector: str | None
Restrict to one sector.
industry_group: str | None
Restrict to one industry group.
industry: str | None
Restrict to one industry.
optionable: bool | None
Restrict to instruments with listed options.
primary_symbol: bool | None
Restrict to primary exchange listings.
filing_current: bool | None
Restrict to issuers whose filings are current.
above_52w_high: bool | None
Restrict to issues trading above their 52-week high.
below_52w_low: bool | None
Restrict to issues trading below their 52-week low.
market_cap_min: float | None
Minimum market capitalization.
market_cap_max: float | None
Maximum market capitalization.
price_min: float | None
Minimum stock price.
price_max: float | None
Maximum stock price.
price_change_min: float | None
Minimum price change, as a normalized percent.
price_change_max: float | None
Maximum price change, as a normalized percent.
dividend_yield_min: float | None
Minimum dividend yield, in percent.
dividend_yield_max: float | None
Maximum dividend yield, in percent.
dividend_rate_min: float | None
Minimum dividend rate.
dividend_rate_max: float | None
Maximum dividend rate.
dividend_growth_3y_min: float | None
Minimum three-year average dividend growth rate.
dividend_growth_3y_max: float | None
Maximum three-year average dividend growth rate.
dividend_growth_5y_min: float | None
Minimum five-year average dividend growth rate.
dividend_growth_5y_max: float | None
Maximum five-year average dividend growth rate.
pe_ratio_min: float | None
Minimum price-to-earnings ratio.
pe_ratio_max: float | None
Maximum price-to-earnings ratio.
ps_ratio_min: float | None
Minimum price-to-sales ratio.
ps_ratio_max: float | None
Maximum price-to-sales ratio.
pb_ratio_min: float | None
Minimum price-to-book ratio.
pb_ratio_max: float | None
Maximum price-to-book ratio.
pcf_ratio_min: float | None
Minimum price-to-cash-flow ratio.
pcf_ratio_max: float | None
Maximum price-to-cash-flow ratio.
book_value_per_share_min: float | None
Minimum book value per share.
book_value_per_share_max: float | None
Maximum book value per share.
current_ratio_min: float | None
Minimum current ratio.
current_ratio_max: float | None
Maximum current ratio.
quick_ratio_min: float | None
Minimum quick ratio.
quick_ratio_max: float | None
Maximum quick ratio.
debt_to_equity_min: float | None
Minimum debt-to-equity ratio.
debt_to_equity_max: float | None
Maximum debt-to-equity ratio.
debt_to_capital_min: float | None
Minimum debt-to-capital ratio.
debt_to_capital_max: float | None
Maximum debt-to-capital ratio.
eps_min: float | None
Minimum latest fiscal earnings per share.
eps_max: float | None
Maximum latest fiscal earnings per share.
gross_margin_min: float | None
Minimum gross margin.
gross_margin_max: float | None
Maximum gross margin.
ebitda_margin_min: float | None
Minimum eBITDA margin.
ebitda_margin_max: float | None
Maximum eBITDA margin.
ebit_margin_min: float | None
Minimum eBIT margin.
ebit_margin_max: float | None
Maximum eBIT margin.
return_on_assets_min: float | None
Minimum return on assets.
return_on_assets_max: float | None
Maximum return on assets.
return_on_equity_min: float | None
Minimum return on equity.
return_on_equity_max: float | None
Maximum return on equity.
return_on_capital_min: float | None
Minimum return on capital.
return_on_capital_max: float | None
Maximum return on capital.
revenue_per_share_min: float | None
Minimum revenue per share.
revenue_per_share_max: float | None
Maximum revenue per share.
revenue_ltm_min: float | None
Minimum revenue over the last twelve months.
revenue_ltm_max: float | None
Maximum revenue over the last twelve months.
total_revenue_min: float | None
Minimum total revenue.
total_revenue_max: float | None
Maximum total revenue.
free_cash_flow_min: float | None
Minimum free cash flow.
free_cash_flow_max: float | None
Maximum free cash flow.
employees_min: float | None
Minimum number of employees.
employees_max: float | None
Maximum number of employees.
book_value_min: float | None
Minimum book value.
book_value_max: float | None
Maximum book value.
total_equity_min: float | None
Minimum total equity.
total_equity_max: float | None
Maximum total equity.
total_assets_min: float | None
Minimum total assets.
total_assets_max: float | None
Maximum total assets.
current_liabilities_min: float | None
Minimum current liabilities.
current_liabilities_max: float | None
Maximum current liabilities.
current_assets_min: float | None
Minimum current assets.
current_assets_max: float | None
Maximum current assets.
beta_min: float | None
Minimum beta.
beta_max: float | None
Maximum beta.
alpha_min: float | None
Minimum alpha.
alpha_max: float | None
Maximum alpha.
r_squared_min: float | None
Minimum r-squared.
r_squared_max: float | None
Maximum r-squared.
standard_deviation_min: float | None
Minimum standard deviation of returns.
standard_deviation_max: float | None
Maximum standard deviation of returns.
volume_min: float | None
Minimum intraday volume.
volume_max: float | None
Maximum intraday volume.
volume_previous_day_min: float | None
Minimum previous session volume.
volume_previous_day_max: float | None
Maximum previous session volume.
volume_avg_10d_min: float | None
Minimum ten-day average volume.
volume_avg_10d_max: float | None
Maximum ten-day average volume.
volume_avg_30d_min: float | None
Minimum thirty-day average volume.
volume_avg_30d_max: float | None
Maximum thirty-day average volume.
volume_avg_50d_min: float | None
Minimum fifty-day average volume.
volume_avg_50d_max: float | None
Maximum fifty-day average volume.
volume_avg_90d_min: float | None
Minimum ninety-day average volume.
volume_avg_90d_max: float | None
Maximum ninety-day average volume.
trade_value_avg_90d_min: float | None
Minimum ninety-day average trade value.
trade_value_avg_90d_max: float | None
Maximum ninety-day average trade value.
insider_holdings_min: float | None
Minimum insider holdings, in percent.
insider_holdings_max: float | None
Maximum insider holdings, in percent.
institutional_holdings_min: float | None
Minimum institutional ownership, in percent.
institutional_holdings_max: float | None
Maximum institutional ownership, in percent.
performance_7d_min: float | None
Minimum seven-day price performance.
performance_7d_max: float | None
Maximum seven-day price performance.
performance_30d_min: float | None
Minimum thirty-day price performance.
performance_30d_max: float | None
Maximum thirty-day price performance.
performance_90d_min: float | None
Minimum ninety-day price performance.
performance_90d_max: float | None
Maximum ninety-day price performance.
performance_ytd_min: float | None
Minimum year-to-date price performance.
performance_ytd_max: float | None
Maximum year-to-date price performance.
change_52w_min: float | None
Minimum fifty-two week change.
change_52w_max: float | None
Maximum fifty-two week change.
high_52w_min: float | None
Minimum fifty-two week high price.
high_52w_max: float | None
Maximum fifty-two week high price.
low_52w_min: float | None
Minimum fifty-two week low price.
low_52w_max: float | None
Maximum fifty-two week low price.
revenue_growth_3y_min: float | None
Minimum three-year annual revenue growth.
revenue_growth_3y_max: float | None
Maximum three-year annual revenue growth.
revenue_growth_5y_min: float | None
Minimum five-year annual revenue growth.
revenue_growth_5y_max: float | None
Maximum five-year annual revenue growth.
income_growth_3y_min: float | None
Minimum three-year annual income growth.
income_growth_3y_max: float | None
Maximum three-year annual income growth.
income_growth_5y_min: float | None
Minimum five-year annual income growth.
income_growth_5y_max: float | None
Maximum five-year annual income growth.
open_interest_min: float | None
Minimum open interest.
open_interest_max: float | None
Maximum open interest.
sort_by: str | None
Default: market_cap
The field to sort by, named as the query parameter.
sort_order: str | None
Default: DESC
The direction to sort in.
fundamentals: bool | None
Default: True
Join the screener fundamentals onto the matched universe.
limit: int | None
Default: 100
The maximum number of results to return.
use_cache: bool | None
Default: True
Whether to use the on-disk response cache. Set to False to bypass.
Data
- standard
- tmx
symbol: str
Symbol representing the entity requested in the data.
name: str | None
Name of the instrument.
exchange: str | None
The listing venue.
country: str | None
The country of listing.
symbol_type: str | None
The instrument type.
expiration: date | None
The delivery month of the contract.
currency: str | None
The currency the instrument trades in.
sector: int | None
The published sector, industry group, and industry code.
primary_symbol: bool | None
Whether this is the primary listing of the issue.
filing_current: bool | None
Whether the issuer's filings are current.
optionable: bool | None
Whether the instrument has listed options.
market_cap: float | None
The market capitalization.
intraday_market_cap: float | None
The intraday market capitalization.
price: float | None
The last price.
settlement_price: float | None
The exchange's settlement price for the contract.
intraday_price: float | None
The intraday price.
open: float | None
The session's opening price.
high: float | None
The session's high price.
low: float | None
The session's low price.
prev_close: float | None
The previous session's closing price.
price_change: float | None
The price change, as a normalized percent.
net_change: float | None
The change in price from the previous session.
high_52w: float | None
The fifty-two week high price.
low_52w: float | None
The fifty-two week low price.
above_52w_high: bool | None
Whether the issue trades above its fifty-two week high.
below_52w_low: bool | None
Whether the issue trades below its fifty-two week low.
change_52w: float | None
The fifty-two week change, as a normalized percent.
performance_7d: float | None
The seven-day price performance.
performance_30d: float | None
The thirty-day price performance.
performance_90d: float | None
The ninety-day price performance.
performance_ytd: float | None
The year-to-date price performance.
volume: int | None
The intraday volume.
open_interest: int | None
The number of contracts outstanding.
transactions: int | None
The number of transactions in the session.
volume_previous_day: int | None
The previous session volume.
volume_avg_10d: int | None
The ten-day average volume.
volume_avg_30d: int | None
The thirty-day average volume.
volume_avg_50d: int | None
The fifty-day average volume.
volume_avg_90d: int | None
The ninety-day average volume.
trade_value_avg_90d: float | None
The ninety-day average trade value.
beta: float | None
Beta.
alpha: float | None
Alpha.
r_squared: float | None
R-squared.
standard_deviation: float | None
The standard deviation of returns.
insider_holdings: float | None
Insider holdings, in percent.
institutional_holdings: float | None
Institutional ownership, in percent.
pe_ratio: float | None
The price-to-earnings ratio.
ps_ratio: float | None
The price-to-sales ratio.
pb_ratio: float | None
The price-to-book ratio.
pcf_ratio: float | None
The price-to-cash-flow ratio.
book_value_per_share: float | None
The book value per share.
eps: float | None
The latest fiscal earnings per share.
current_ratio: float | None
The current ratio.
quick_ratio: float | None
The quick ratio.
debt_to_equity: float | None
The debt-to-equity ratio.
debt_to_capital: float | None
The debt-to-capital ratio.
gross_margin: float | None
The gross margin.
ebitda_margin: float | None
The EBITDA margin.
ebit_margin: float | None
The EBIT margin.
return_on_assets: float | None
The return on assets.
return_on_equity: float | None
The return on equity.
return_on_capital: float | None
The return on capital.
dividend_yield: float | None
The dividend yield, in percent.
dividend_rate: float | None
The dividend rate.
dividend_growth_3y: float | None
The three-year average dividend growth rate.
dividend_growth_5y: float | None
The five-year average dividend growth rate.
revenue_ltm: float | None
The revenue over the last twelve months.
total_revenue: float | None
The total revenue.
revenue_per_share: float | None
The revenue per share.
revenue_growth_3y: float | None
The three-year annual revenue growth.
revenue_growth_5y: float | None
The five-year annual revenue growth.
income_growth_3y: float | None
The three-year annual income growth.
income_growth_5y: float | None
The five-year annual income growth.
free_cash_flow: float | None
The free cash flow.
book_value: float | None
The book value.
total_assets: float | None
Total assets.
total_equity: float | None
Total equity.
current_assets: float | None
Current assets.
current_liabilities: float | None
Current liabilities.
employees: int | None
The number of employees.