Example of some source code: this aggregates all US stock securities given desired parameters, e.g. price, average volume, and market cap

log (example)

$ traverse -open=,25k -avgv=500k -mcap=500m
SYMBL	Name	Open	AvgV	MCap
GTES	Gates Industrial Corporation plc	18.76	4746935	5502345000
AVYA	Avaya Holdings Corp.	21.27	808037	10602883400
LILAK	Liberty Latin America Ltd. Class C Common Stock	22.13	834480	3807396300
LFIN	LongFin Corp Class A Common Stock	33.00	1278735	2399625000
NMRK	Newmark Group, Inc. Class A Common Stock	15.97	867653	2477118700
CEIX	CONSOL Energy Inc.	30.70	602684	866433400
SAIL	SailPoint Technologies Holdings	15.04	783591	1323225400
SFIX	Stitch Fix, Inc. Class A Common Stock	19.83	1267414	1945274900
SOGO	Sogou Inc.	9.90	3151604	1150198700
AQUA	Evoqua Water Technologies Corp.	22.11	747460	2330917300
TERP	TerraForm Power, Inc. Class A Common Stock NEW	10.96	638451	1013722300
BPMP	BP Midstream Partners LP	20.23	661188	2186154800
REDU	RISE Education Cayman Ltd American Depositary Shares	15.83	742692	800000000
SE	Sea Limited	11.78	1893367	2064239600
...

source1.go

package main

import (
	"flag"
	"fmt"
	"io/ioutil"
	"log"
	"net/http"
	"time"

	"owl.delivery/traverse/intv"
	"owl.delivery/traverse/rbh"
)

var open, avgv, mcap intv.Interval

func init() {
	log.SetFlags(0)
	http.DefaultClient.Timeout = 10 * time.Second
}

func init() {
	flag.CommandLine.SetOutput(ioutil.Discard)
	flag.Usage = func() { log.Fatalln("e.g. traverse -open=,25k -avgv=500k -mcap=500m") }
	flag.Var(&open, "open", "")
	flag.Var(&avgv, "avgv", "")
	flag.Var(&mcap, "mcap", "")
	flag.Parse()
	if len(flag.Args()) != 0 {
		flag.Usage()
	}
}

func main() {
	outputC := make(chan rbh.Security)
	go func() {
		fmt.Print("SYMBL\tName\tOpen\tAvgV\tMCap\n")
		for sec := range outputC {
			if filter(sec) {
				fmt.Printf("%s\t%s\t%0.2f\t%d\t%d\n",
					sec.SYMBL, sec.Name, sec.Open, sec.AvgV, sec.MCap,
				)
			}
		}
	}()
	if err := rbh.Traverse(rbh.Base+"/instruments/", outputC); err != nil {
		log.Println(err)
	}
}

func filter(sec rbh.Security) bool {
	return open.Covers(int64(sec.Open)) && avgv.Covers(sec.AvgV) && mcap.Covers(sec.MCap)
}