Not that I'm aware of but for the most part small cap and mid cap stocks trade with lower volume and wider spreads. Same with Prefered stocks. No Market maker wants to make narrow market in those. Too much risk. Try NYSE American stocks as a start. https://www.nyse.com/markets/nyse-american
I would use google finance and do ask-bid ... Assuming you didn't want to pay for real time data, 15 min samples should produce good enough list of tradable stocks.
%% Most all small caps have wide or wider bid ask: plenty of good trends.BUT small cap ETFs , plenty have penny bid/ask.................................................................................