Highest Volume Macro

To display the instruments that have posted the highest volume (Highest volume is calculated from the TVOL field), or those instruments that are “most active,” on an exchange, open the first group on a quote page and enter an exchange symbol, a period (.), and the letter A, for example,

NYSE.A

(You can enter any subset of the word “active” after the period.) When you enter this macro, the program fills in the first twenty instrument groups with the top twenty contracts with the highest volume from the New York Stock Exchange.

You can also limit the number of contracts with the highest volume displayed on the quote page by adding a positive integer to the end of the symbol, for example,

NYSE.A5

Entering this macro fills the first five instrument groups with the top five contracts with the highest volume from the NYSE.