Automated Watch Lists for Trading Halts (Limit Up, Limit Down and News related)

These watch lists are built on exchange data about symbols that are or have recently been halted for one of two reasons: the volatility halt (also known as LULD or LDLU for Limit Down/Limit Up) and for pending news release.

Content of Trading Halt Smart Watch Lists

Here's how we build them.

  1. We query the NYSE exchange for a list of symbols which have recently or are currently halted and the reasons for the halts.
  2. We organize the symbols that have experienced trading halts by the type of event and the time since the event occured (we only use Halt Start date, since Halt End date is not reliable on the data vendor).
  3. We then generate an automated watch list dynamically for several categories. These watch lists can be used to browse and scan stocks that have recently experienced a halt.

Note: "for 1 day" means "since beginning of the day today as of NY (EST) time zone"

Types of Halts

There are two types of halts that can occur:

  1. LULD (aka "Limit Up Limit Down" or more simply, the Volatility Halt). This type of halt code stands for "Limit Up Limit Down" and indicates that the security was halted by an automated circuit breaker, usually because the security has moved more than 5% up or down in a short period of time. This type of halt typically lasts for 5 minutes.
  2. Pending News (aka News Halt). This type of halt occurs when a company is about to release news during a trading session. This may include companies which report earnings intra-session, or companies that are under investigation by the government or waiting on government approval for something. This type of halt is not limited by a specific amount of time, and will generally be lifted after the news is released and the market is given a moment to digest it.

How you can use them

Smart Watch Lists can be used in a few different ways in TrendSpider:

  1. View or browse the watch list like any other
  2. Use the watch list as a universe for a Market Scanner
Dec 23, 2021

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