get_premarket_scan_history

Get Premarket Scan History

Read-only17 parameters

What it does

Historical MARKET-WIDE premarket scan for one PAST ET trade date: every ticker with that day's premarket (default) session volume and its RVOL vs the trailing 30-day same-session baseline (the same math as get_rvol_history, across the market for one date). Filter by RVOL, market cap, price and float to backtest screens like "sub-$500M tickers with premarket RVOL > 5 on 2026-07-20"; rows ranked by RVOL descending.

A future or non-trading date returns an empty list with a reason (not an error).

Each row reports "baselineState" (why its RVOL is or is not null), "advRatio" (volume ÷ trailing 30-session average FULL-DAY volume), "advDays", and the RVOL denominator "baselineVolume" with "baselineThin" (true under 200 shares): a 90x RVOL off a 1-share baseline is arithmetically correct and analytically worthless, mostly an early-asOfTime effect on liquid large caps; screen it out with minBaselineVolume / minSessionVolume. includeNoHistory=true surfaces high-volume tickers with no computable RVOL (e.g. first-session listings). meta reports asOfApplied / asOfIgnored / asOfIgnoredReason, so an unhonoured time-of-day request is visible.

Tickers with no screener value for a price / market-cap / float filter (just renamed or listed) are NEVER silently dropped: "meta.unscreened" reports their count, filter families and tickers, and includeUnscreened=true returns them tagged "unscreenedFilters"; treat that tag as NOT MEASURED, not out of range. Charged per your API tier.

Ask your AI

With the Signal8 MCP server connected, your assistant calls this tool when a question needs it. For example:

Use Signal8's get_premarket_scan_history tool.

Parameters

Name	Type	Description
`date` required	string	REQUIRED past ET trade date to scan (YYYY-MM-DD). Future/non-trade dates return an empty list.
`session` optional	"premarket" \| "regular" \| "afterhours" \| "all"	Session bucket to scan (default premarket). "all" = full extended day.
`minRvol` optional	number	Minimum RVOL (day session volume ÷ trailing 30-day baseline). Drops rows whose baseline is not yet warm.
`includeNoHistory` optional	boolean	Also return the cohort minRvol structurally hides: tickers with NO computable RVOL. Two kinds, told apart by each row's "baselineState" — "no-history" (a new listing with no prior trading history at all, so RVOL is meaningless rather than merely missing; e.g. a stock that printed 20M shares on its first-ever session) and "no-cutoff-history" (an established ticker that simply never traded at this cutoff before — a genuine wake-up). Both come back with rvol=null and are ALWAYS ranked BELOW every real-RVOL row, ordered among themselves by "advRatio". Use "advRatio" (volume ÷ trailing 30-session average FULL-DAY volume, null when no full-day denominator exists) and "advDays" (its sample size) to size them — it is NOT an RVOL and is not comparable to one. Inert unless minRvol is set. Default false.
`minMarketCap` optional	number	Minimum market cap in USD (market_cap_computed = price × shares outstanding).
`maxMarketCap` optional	number	Maximum market cap in USD (e.g. 500000000 for sub-$500M).
`minBaselineVolume` optional	number	Minimum RVOL DENOMINATOR in shares. Drops rows whose "baselineVolume" is below it, plus every row that has no baseline at all. This is the direct fix for a huge RVOL computed against a near-zero baseline (e.g. 102 shares ÷ a 1.2-share baseline = 87x on a $10B company that just does not trade at 04:30). Try 200 to match the "baselineThin" flag, or higher for a stricter screen. Does NOT change any RVOL — it only removes rows. Note it also excludes the includeNoHistory cohort, which by definition has no denominator.
`minSessionVolume` optional	number	Minimum RVOL NUMERATOR in shares — the scanned session's own volume. Answers "did enough actually trade to be worth acting on?", where minBaselineVolume answers "is the comparison meaningful at all?". USE BOTH IF YOU MEAN BOTH: neither subsumes the other (a 1,000-share floor here cuts thin-baseline rows from ~26% to ~3%, yet a name with an 860-share baseline and 11.8M shares traded passes this and fails a baseline floor).
`minPrice` optional	number	Minimum latest price in USD.
`maxPrice` optional	number	Maximum latest price in USD.
`minFloat` optional	number	Minimum public float (shares).
`maxFloat` optional	number	Maximum public float (shares).
`includeUnscreened` optional	boolean	Also return rows that could not be RATED against the price / market-cap / float bounds above, because company_screener_data holds no value for them — typically a symbol renamed or listed within the last day (the source is a vendor screener that lags a rename by ~a day). Each such row carries "unscreenedFilters" naming the families that could not be applied, and the matching value field is null. READ THAT AS NOT MEASURED — never as "matched" or "did not match". Default false, in which case those rows are excluded from "rows" but are STILL reported in meta.unscreened (count / columns / tickers), so they are never silently dropped. Inert unless a price, market-cap or float filter is supplied.
`limit` optional	integer	Max rows to return (1–200, default 50). Rows are ranked by RVOL desc.
`offset` optional	integer	Pagination offset (default 0).
`asOfTime` optional	string	Optional TRUE time-of-day premarket basis. Any HH:MM ET premarket time; snapped to the nearest 15-minute grid cutoff (04:00–09:15, ties resolve to the earlier cutoff). When set, RVOL is cumulative premarket volume known BY that cutoff ÷ the trailing baselineDays (default 30) average of the SAME cutoff — a real time-of-day comparison, not the full 04:00–09:30 session. Each returned row carries a "basis" field: "asof-0700" (the snapped cutoff actually used) when a precomputed row exists, else "full-session" (automatic per-row fallback — the as-of series is forward-looking and may be sparse). Only applies to a premarket scan. Omit for full-session premarket volume. CHECK "meta.asOfApplied" (the SNAPPED cutoff actually used, or null) and "meta.asOfIgnored" / "meta.asOfIgnoredReason" ("date-not-covered" — the as-of grid has not been computed for this date, so the numbers are full-session; "non-premarket-session" — asOfTime only applies to a premarket scan; "unparseable"). Coverage is a set with HOLES that grows as the backfill runs, so do NOT assume any cutover date — read the meta per request. An unhonoured asOfTime is never an error, so this is the only reliable check. ALSO NOTE: this basis is where near-zero RVOL baselines come from — pair it with minBaselineVolume (see "baselineThin").
`baselineDays` optional	integer	Rolling RVOL baseline window, in trading rows (same-session days). Default 30; values outside 20-250 are clamped. This is the DENOMINATOR window: every RVOL in the response is that period's volume divided by the average of the trailing N same-session (or same-cutoff) days, excluding the day itself. A SHORTER window tracks recent regime changes faster and is noisier; a LONGER one is smoother and slower to react. The warm-up lookback scales with it automatically, so a wide window is never under-filled into an inflated ratio; the minimum-warm-days gate (20 prior sessions) does NOT scale down, so at the 30-row default a ticker needs 20 of its last 30 sessions populated before rvol is non-null. Omit for the standard 30-day baseline; pass 90 for the pre-2026-09 window.

Other Premarket & RVOL tools

What it does

A future or non-trading date returns an empty list with a reason (not an error).

Parameters

Name	Type	Description
`date` required	string	REQUIRED past ET trade date to scan (YYYY-MM-DD). Future/non-trade dates return an empty list.
`session` optional	"premarket" \| "regular" \| "afterhours" \| "all"	Session bucket to scan (default premarket). "all" = full extended day.
`minRvol` optional	number	Minimum RVOL (day session volume ÷ trailing 30-day baseline). Drops rows whose baseline is not yet warm.
`includeNoHistory` optional	boolean	Also return the cohort minRvol structurally hides: tickers with NO computable RVOL. Two kinds, told apart by each row's "baselineState" — "no-history" (a new listing with no prior trading history at all, so RVOL is meaningless rather than merely missing; e.g. a stock that printed 20M shares on its first-ever session) and "no-cutoff-history" (an established ticker that simply never traded at this cutoff before — a genuine wake-up). Both come back with rvol=null and are ALWAYS ranked BELOW every real-RVOL row, ordered among themselves by "advRatio". Use "advRatio" (volume ÷ trailing 30-session average FULL-DAY volume, null when no full-day denominator exists) and "advDays" (its sample size) to size them — it is NOT an RVOL and is not comparable to one. Inert unless minRvol is set. Default false.
`minMarketCap` optional	number	Minimum market cap in USD (market_cap_computed = price × shares outstanding).
`maxMarketCap` optional	number	Maximum market cap in USD (e.g. 500000000 for sub-$500M).
`minBaselineVolume` optional	number	Minimum RVOL DENOMINATOR in shares. Drops rows whose "baselineVolume" is below it, plus every row that has no baseline at all. This is the direct fix for a huge RVOL computed against a near-zero baseline (e.g. 102 shares ÷ a 1.2-share baseline = 87x on a $10B company that just does not trade at 04:30). Try 200 to match the "baselineThin" flag, or higher for a stricter screen. Does NOT change any RVOL — it only removes rows. Note it also excludes the includeNoHistory cohort, which by definition has no denominator.
`minSessionVolume` optional	number	Minimum RVOL NUMERATOR in shares — the scanned session's own volume. Answers "did enough actually trade to be worth acting on?", where minBaselineVolume answers "is the comparison meaningful at all?". USE BOTH IF YOU MEAN BOTH: neither subsumes the other (a 1,000-share floor here cuts thin-baseline rows from ~26% to ~3%, yet a name with an 860-share baseline and 11.8M shares traded passes this and fails a baseline floor).
`minPrice` optional	number	Minimum latest price in USD.
`maxPrice` optional	number	Maximum latest price in USD.
`minFloat` optional	number	Minimum public float (shares).
`maxFloat` optional	number	Maximum public float (shares).
`includeUnscreened` optional	boolean	Also return rows that could not be RATED against the price / market-cap / float bounds above, because company_screener_data holds no value for them — typically a symbol renamed or listed within the last day (the source is a vendor screener that lags a rename by ~a day). Each such row carries "unscreenedFilters" naming the families that could not be applied, and the matching value field is null. READ THAT AS NOT MEASURED — never as "matched" or "did not match". Default false, in which case those rows are excluded from "rows" but are STILL reported in meta.unscreened (count / columns / tickers), so they are never silently dropped. Inert unless a price, market-cap or float filter is supplied.
`limit` optional	integer	Max rows to return (1–200, default 50). Rows are ranked by RVOL desc.
`offset` optional	integer	Pagination offset (default 0).
`asOfTime` optional	string	Optional TRUE time-of-day premarket basis. Any HH:MM ET premarket time; snapped to the nearest 15-minute grid cutoff (04:00–09:15, ties resolve to the earlier cutoff). When set, RVOL is cumulative premarket volume known BY that cutoff ÷ the trailing baselineDays (default 30) average of the SAME cutoff — a real time-of-day comparison, not the full 04:00–09:30 session. Each returned row carries a "basis" field: "asof-0700" (the snapped cutoff actually used) when a precomputed row exists, else "full-session" (automatic per-row fallback — the as-of series is forward-looking and may be sparse). Only applies to a premarket scan. Omit for full-session premarket volume. CHECK "meta.asOfApplied" (the SNAPPED cutoff actually used, or null) and "meta.asOfIgnored" / "meta.asOfIgnoredReason" ("date-not-covered" — the as-of grid has not been computed for this date, so the numbers are full-session; "non-premarket-session" — asOfTime only applies to a premarket scan; "unparseable"). Coverage is a set with HOLES that grows as the backfill runs, so do NOT assume any cutover date — read the meta per request. An unhonoured asOfTime is never an error, so this is the only reliable check. ALSO NOTE: this basis is where near-zero RVOL baselines come from — pair it with minBaselineVolume (see "baselineThin").
`baselineDays` optional	integer	Rolling RVOL baseline window, in trading rows (same-session days). Default 30; values outside 20-250 are clamped. This is the DENOMINATOR window: every RVOL in the response is that period's volume divided by the average of the trailing N same-session (or same-cutoff) days, excluding the day itself. A SHORTER window tracks recent regime changes faster and is noisier; a LONGER one is smoother and slower to react. The warm-up lookback scales with it automatically, so a wide window is never under-filled into an inflated ratio; the minimum-warm-days gate (20 prior sessions) does NOT scale down, so at the 30-row default a ticker needs 20 of its last 30 sessions populated before rvol is non-null. Omit for the standard 30-day baseline; pass 90 for the pre-2026-09 window.