Next-Day Movers
get_next_day_moversNext-Day Movers: each trading day, the US equities a volatility model ranks most
likely to make an outsized price move in the next session. Rows carry the ticker,
the list date, and -- once the next session has traded -- the realized outcome
(return = signed next-day return, absolute_move = unsigned magnitude), so the
dataset doubles as its own scorecard.
Use it to focus long-gamma / straddle / breakout attention on a short daily list, or to backtest the signal against realized moves over a date range.
Requires an Alphanume Pro API key. A 403 PRO_SUBSCRIPTION_REQUIRED or DATE_RANGE_RESTRICTED error means the key's plan does not cover the request -- it does not mean the data is missing.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| date | No | Exact date, YYYY-MM-DD. Cannot be combined with the date range parameters. | |
| date_gt | No | Start of date range, exclusive (YYYY-MM-DD). | |
| date_lt | No | End of date range, exclusive (YYYY-MM-DD). | |
| date_gte | No | Start of date range, inclusive (YYYY-MM-DD). | |
| date_lte | No | End of date range, inclusive (YYYY-MM-DD). | |
| max_rows | No | Maximum data rows to return to the client (applied after the API responds). Default 500. Use 0 for no cap. Prefer narrowing with date/ticker filters over raising this. |