Hi, everybody

I usually use TWS for my trading orders. One of the instrument I usually trade is options. I am trying to find a way to get an scanner that can warning me everytime there is a movement in the volume for the day of the options of several stocks. I know there is in TWS a market scanner but it doesnt work for options.

The idea is the next : Let's say I am trading the options of Microsoft and IBM ( it is only an example ) If there is an increment of the volume for the day in any of the strikes and expiration date of the different options that can be traded, then an alarm or similar can be started.

I haven't find a way to implement such a scanner in TWS and I havenīt found an external tool.

Can anyone give me a clue ?

Thank you

There is a couple of external scanners, but they are most likely not free, not connected to IB and scan only specific exchanges. Did you think about creating something by yourself? In the latest version of IB Java API they added new method to download all options for given symbol, this makes such a scanner easier to made.

Have you any experience with that ? I'll take a look at the API but incase you have a link with the sentence or an example, I'll appreciate very much if you could post it.

Thank you very much