Till now I use the
c1 = close * volume > 10000000
I am not sure if this is the correct one.
Is there SORT by Mkt.Cap?
JSParticipant
Senior
The number of outstanding shares (free float) is not available by default in ProRealTime…
What you are currently using, Close × Volume, is the most commonly used alternative in PRT, but it does not represent true market capitalization; it reflects traded value instead…
(You can, however, manually look up the free float of a stock and use this value multiplied by the closing price to calculate market capitalization)