Detect variation between auction closing price and last traded price

jevin · Tue, 07 Oct 2025 12:18:07 +0000

I would like to develop a screener that compares the auction price during the auction, with the last traded price before the auction. The purpose is to identify securities where the auction is about to close at a price which is significantly different to the last traded price. Can anyone please assist ?

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10/07/2025 at 1:18 PM #252256

jevin

I would like to develop a screener that compares the auction price during the auction, with the last traded price before the auction. The purpose is to identify securities where the auction is about to close at a price which is significantly different to the last traded price. Can anyone please assist ?

jevin
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