I am finally breaking down and asking for help on something that has been a major headache for me and I'm sure you guys have dealt with before. For the past few months I have been struggling with what seems an inherent shortcoming of the thinkorswim software. Whenever I run my daily scans I come up with hundreds of candidates to look at for potential trade setups. However, there have been countless times where I find myself looking at a great chart only to find the option volume/open interest are much too low/non-existent for me to touch it since I only wish to trade in relatively liquid markets. Since the software has no way of filtering total volume/OI it has no bias to the equities it presents to me and needless to say wastes a lot of my time. I've been keeping a running spreadsheet of what I deem to be "ok to trade" and just use vlookup to filter them out, but visually inspecting 3,500 stocks is less than ideal. I know other brokers have this ability and I'm very surprised TOS does not nor seems to have any plans to incorporate it given how "option friendly" they are supposed to be. I don't wish to pay for a service such as Livevol at this time so can anyone offer an alternative? -I've tried coding something in their thinkscript language but it's just not powerful enough to accomplish this. -I also created a VBA program which uses an algorithm to create option tickers for a list of stocks I specify and then creates DDE formulas to pull and summarize stats but since the TOS DDE engine seems to be very spotty (and support is non-existent) I can never get clean results. It's been months and I've all but given up. Is there any alternative to just paying for the data? I'm sure all of you have faced this issue in your trading so I'd love to hear how everyone handles it. Thanks!