RealTick will be integrating hottrend.com's real time filtering for unusual price/volume activity very soon. Contact them for more info or visit hottrend.com
If your time frame allows for a 20 min delay you might find this useful: http://www.investors.com/ I use a program called RavenQuote which allows me to screen for unusual volume as well as put a lot of other filters in that I create -- example: avg vol >300K shares todays vol on track to trade 150% of average stock making a new 65 day high daily RSI <60 etc etc Uses a quote.com data feed total cost runs about $130/mo also does charting and visual backtesting. Data is sometimes flaky but think that happens from many sources. IMO a good deal if you're serious but don't want to spend thousands on TradeStation etc. RavenQuote.com No connection just a resonably satisfied customer. Might want to check BigEasyInvestor.com & see if they're real time yet -- used to be EOD only, but about $40/mo. Bkout
Try getting a Medved Quote Tracker software and sort your stocks by Volume % Up, this will bring out heaviest traded stocks for the day and usually, if you check, there's always a news on it. Bob