FTB-C000216 / Algorithm

Liquidity Screen

A liquidity screen applies declared market-activity and tradability criteria to determine index or universe eligibility.

Also known asliquidity eligibility screen

Definitions

In plain terms

It may require minimum traded value, trading frequency, history, spread, or other measures before a security can enter or remain.

Technical

The screen defines metrics, sources, windows, currencies, thresholds and inclusivity, new-listing treatment, missing days, buffers, effective dates, and exceptions.

Scope

Passing a historical screen does not guarantee future capacity or executable liquidity.

Examples

  • A governed methodology records liquidity screen with its source, cutoff, units, parameters, and effective version.

Common misconceptions

  • Liquidity Screen does not have one universal implementation without the declared methodology, data basis, and constraints.

Concept relationships

Where this concept is used

Evidence and governance

  1. MSCI Global Investable Market Indexes Methodology Library MSCI · first party methodology

    Supports: preferred label, short definition, technical definition

    Limits: MSCI methodology and production data are provider-specific and branded data or calculated values may require licenses.

  2. Fintech Builder Glossary Definition Contract The Fintech Builder · internal governed contract

    Supports: variant distinction

    Limits: Defines governed platform behavior rather than claiming these policies are universally prescribed by external McClellan methodology.

Reviewed by
fintech-builder-batch-004
Last reviewed
2026-07-27
Next review
2027-07-27
Record status
evidence reviewed

This record is evidence-reviewed and readable, but not yet promoted to published — it is served noindex,follow and excluded from the sitemap.