screener

Screen the listed universe by venue, instrument type, and size.

Examples

from openbb import obb
# Screen the listed universe by venue, type, and size.
obb.tmx.equity.screener(exchange='TSX', provider='tmx')

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.

---

Returns

results: TmxEquityScreener

Serializable results.

provider: str | None

Provider name.

warnings: Optional[list[Warning_]]

List of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

---

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.