Moving Average Convergence Divergence

Moving Average Convergence Divergence Python API Documentation

Moving average convergence divergence (MACD) is a trend-following momentum oscillator that consists of three indicators: (1) a 12 period short-term exponential moving average (EMA) a 26 period long-term EMA and a 9 period EMA signal line. Traders using MACD often look for signal line crossovers, centerline crossovers, and EMA divergences to indicate the momentum and underlying trend of a security`s price.

API Class:
SecurityApi
Instance Method:
get_security_price_technicals_macd()

Stock Price Code Example

Use my API Key
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
identifier = 'AAPL'
fast_period = 12
slow_period = 26
signal_period = 9
price_key = 'close'
start_date = '2018-01-01'
end_date = '2019-01-01'
page_size = 100
next_page = ''
response = intrinio.SecurityApi().get_security_price_technicals_macd(identifier, fast_period=fast_period, slow_period=slow_period, signal_period
  =signal_period, price_key=price_key, start_date=start_date, end_date=end_date, page_size=page_size, next_page=next_page)
print(response)
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Parameters

NameTypeDescriptionNotes
identifierstrA Security identifier (Ticker, FIGI, ISIN, CUSIP, Intrinio ID) 
fast_periodintThe number of observations, per period, to calculate the fast moving Exponential Moving Average for Moving Average Convergence Divergence[optional] [default to 12]  
slow_periodintThe number of observations, per period, to calculate the slow moving Exponential Moving Average for Moving Average Convergence Divergence[optional] [default to 26]  
signal_periodintThe number of observations, per period, to calculate the signal line for Moving Average Convergence Divergence[optional] [default to 9]  
price_keystrThe Stock Price field to use when calculating Moving Average Convergence Divergence[optional] [default to close]  
start_datestrReturn technical indicator values on or after the date[optional]  
end_datestrReturn technical indicator values on or before the date[optional]  
page_sizeintThe number of results to return[optional] [default to 100]  
next_pagestrGets the next page of data from a previous API call[optional]  


Return Type

object
ApiResponseSecurityMovingAverageConvergenceDivergence

Properties

NameTypeDescription
technicalslist[MovingAverageConvergenceDivergenceTechnicalValue] 
indicatorTechnicalIndicatorThe name and symbol of the technical indicator  
securitySecuritySummaryThe Security of the Stock Price  
next_pagestrThe token required to request the next page of the data. If null, no further results are available.  
object
MovingAverageConvergenceDivergenceTechnicalValue

Properties

NameTypeDescription
date_timedatetimeThe date_time of the observation  
macd_histogramfloatThe histogram value of the Moving Average Convergence Divergence calculation  
macd_linefloatThe line value of the Moving Average Convergence Divergence calculation  
signal_linefloatThe signal line value of the Moving Average Convergence Divergence calculation  
object
TechnicalIndicator

Properties

NameTypeDescription
namestrThe name of the Technical Indicator  
symbolstrThe symbol of the Technical Indicator  
object
SecuritySummary

Properties

NameTypeDescription
idstrThe Intrinio ID for Security  
company_idstrThe Intrinio ID for the Company for which the Security is issued  
exchangestrThe exchange's MIC  
exchange_micstrThe security's exchange MIC  
stock_exchange_idstrThe exchange's Intrinio ID  
namestrThe name of the Security  
codestrA 2-3 digit code classifying the Security (reference)  
currencystrThe currency in which the Security is traded on the exchange  
tickerstrThe common/local ticker of the Security  
composite_tickerstrThe country-composite ticker of the Security  
figistrThe OpenFIGI identifier  
composite_figistrThe country-composite OpenFIGI identifier  
share_class_figistrThe global-composite OpenFIGI identifier  
primary_listingboolIf True, the Security is the primary issue for the company, otherwise it is a secondary issue on a secondary stock exchange