i know mc have a scanner function to real time monitoring a list of stocks.
i am aiming for another purpose, i want to do a eod scanning of all the stocks in a stock market on daily basis
for example, finding stocks which have price above 200 day sma and rsi < 30,
Yes, that's whole purpose of the scanner -- to find instruments that fit the criteria.
Note that you will need 200 days of data to find the 200 sma.
do i need to have a list with all the stocks number of that market (e.g. all stocks of hk market)...