Stock screener in Replay mode — how do I screen for RVol, ATR and gaps on a past date?

[daniel ospina 0]

Hi team,

Replay mode is great for going far back in time, but there's a gap that makes it hard to practice a complete workflow: the stock screener (and screener alerts) only seem to work on live market data. In replay I can't screen the market as of, say, 9:35 AM on a specific day in 2023 to see relative volume, total volume, ATR, gap %, etc.

That matters because ticker selection is half of the strategy. I trade Opening Range Breakouts (1-min, 5-min and 15-min), and the whole setup depends on identifying the right names in the first minutes of the session based on RVol, gap and ATR. Today I can replay any session, but I have to already know which ticker to load — which introduces hindsight bias and makes the practice unrealistic.

So my questions are:

1. Is there any way today to run a screener, or receive screener alerts, inside replay mode, scoped to the simulated timestamp rather than the live one?
2. If not, is a historical/replay-aware screener on the roadmap?
3. In the meantime, is there any way to access or export historical screener or pre-market data (CSV, API, saved scan results) so I can build the daily candidate list outside the platform and then load those tickers into replay?

Even a static "top gappers / top relative volume" list for a chosen past date would solve most of the problem.

Thanks!