Option scanner with IB or other tools
I usually use TWS for my trading orders. One of the instrument I usually trade is options.
Interactive Brokers Options Trading Tutorial
I am trying to find a way to get an scanner that can warning me everytime there is a movement in the volume for the day of the options of several stocks.
I know there is in TWS a market scanner but it doesnt work for options.
The idea is the next : Let's say I am trading the options of Microsoft and IBM ( it is only an example ) If there is an increment of the volume for the day in any of the strikes and expiration date of the different options that can be traded, then an alarm or similar can be started.
I haven't find a way to implement such a scanner in TWS and I haven´t found an external tool.
Can anyone give me a clue ?