Any luck with screeners that look for this size stepping up , stepping down? I heard of whisper but that is about it... any other software? i think trade-ideas has its own version..
I do not understand why everyone needs a screener that picks up stepping sizes. A simple bid/offer real time sorter of a few hundred stocks, your eyes and a litle patience is all you need. Think about it. By the time the filter picks up the stepping size and brings it to you, it will be somewhat late. The MMM situation happens once in a blue moon. More often than that, you do have some big buyers come in into the big names and start stepping sizes in Open Book. But those do not last for 3 hours, so if you are not in early, you might lose or churn.