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Thanks for your really prompt response!

Is it possible with either of the 2 that you mentioned to compare the volume over the past 5 days to the average weekly volume in the past (eg, compare the past week's volume to the average weekly volume over the past 3 months, 6 months, or 1 year) and then do a ranking?

When I historically backtest this, I'm assuming I could see the stocks that would pass the screen each week for the length of the historical data? How long is the historical data by the way?

By real time (perhaps not the right word) I meant after I create and backtest my screens, I could run those screens on current data to choose stocks for purchase. I'm assuming this is possible with both of the options you mentioned.
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