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Pipeline to pick etfs by sector & volume.

I was wondering if there is an easy way to pick etfs by sector & volume?

I have been playing with simplistic algorithms and I would like to test a simple algo that rebalances etfs based on sector and I just want to pick the highest volume shares traded for each sector the last n days. Basically give me the highest volume etf for each sector.

Is it possible?

How can I do it?