Instrument rules
Tick size, step size and minimum notional differ, so the same idea produces a different placeable order on each. The paper venue borrows the specs of whichever venue it stands in for, so a rehearsal rounds the way the real one will.
Screens
The same ticker on two venues has different liquidity, different funding and a different price. Screens here are per venue, using that venue’s registry for the universe and the quote asset, so a condition means something specific rather than something averaged.
Rank the "top ten by momentum" across two exchanges and you get a list where half the entries are the same coin twice with slightly different numbers. Worse, the differences you are averaging away — spread, depth, funding — are exactly what decides whether the setup is tradeable.
Venue, market type and quote asset are taken from the instrument registry when a screen is built. That is not a convenience: a hand-typed market that does not exist produces a screen that scans zero symbols and reports a clean run, which is indistinguishable from a quiet market. Making it unwritable removed a whole class of silent failure.
Crypto: spot and perpetuals on the venues it reads. Equities are not offered — the platform has an equities connector and both of its runs are paused, because the symbols come back without a currency and a price with no currency is not a price. A screener page that listed equities anyway would be exactly the kind of claim this site is written to avoid.
Tick size, step size and minimum notional differ, so the same idea produces a different placeable order on each. The paper venue borrows the specs of whichever venue it stands in for, so a rehearsal rounds the way the real one will.
A venue’s published schedule and its fills can disagree — one we trade publishes zero for a market where the fills say about 14 basis points round trip. Effective rates come from fills.
Measured per symbol: at our size the majors round 13–32% off, while several mid-caps are clean. That is a venue-and-symbol fact, and it belongs in the screen’s universe rather than in a footnote.
Funding, open interest and long/short come per venue. Comparing them across venues is informative; merging them is not.
Yes — the same rule, two screens, one per venue. Both keep their own firing history, which is the interesting comparison: the same setup does not perform identically on two books.
Crypto venues the platform reads for data and screening, with order placement certified on one of them. The page for each venue says which verb applies, rather than listing logos.
Not today, and the reason is written down rather than hidden: the equities integration is paused over a symbol-format problem, and a screener that offered it would be advertising something the platform will refuse.
Free paper accounts get every venue the platform reads.