In scottrade (which I LOVE) I can only get nasdaq... All I did at TDAmeritrade was sign up for a new individual brokerage account, I logged in, clicked trading tools, trade architect, then it says tool launcher on the right and you click trade architect
When that comes up go to GRID and you'll then be able to enter tickers--- there's a drop down box beside where you put the ticker in, select LII there and BLAM