The file that holds the universe of markets that are visible to MarketScanner is called C:\UA\Archives\stkscn.bin. This file is available for immediate investigative use by third-party programs to explore auxiliary filtering strategies. The MarketScanner may be most valuable to analysts writing their own software in Fortran, C++, Basic, etc. and reading the C:\UA\Archives\stkscn.bin file. You have almost unlimited capability to define a huge database of perhaps hundreds of days of data in uncompressed form.
See the Developer's Document from the UA program group for details.