On-balance Volume Mean R API Documentation

On-balance volume mean (OBVM) is a leading momentum indicator that uses the increase/decrease flow in volume to predict upcoming stock price changes. The difference between OBV and OBVM is that OBVM takes the mean average of a provided period. When both OBVM and a security`s price are making higher highs, it is presumed the upward trend is likely to continue and vice versa.

API Class:

IntrinioSDK::SecurityApi

Instance Method:

get_security_price_technicals_obv_mean()

Stock Price Code Example

Use my API Key

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client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
SecurityApi <- IntrinioSDK::SecurityApi$new(client)
# Required params
identifier <- "AAPL"
# Optional params
opts <- list(
  period = 10,
  start_date = "2018-01-01",
  end_date = "2019-01-01",
  page_size = 100,
  next_page = NULL
)
response <- SecurityApi$get_security_price_technicals_obv_mean(identifier, opts)
print(response)
print(response$content)
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XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Parameters

Name	Type	Description	Notes
identifier	Character	A Security identifier (Ticker, FIGI, ISIN, CUSIP, Intrinio ID)
period	Integer	The number of observations, per period, to calculate On-balance Volume Mean	[optional] [default to 10]
start_date	Character	Return technical indicator values on or after the date	[optional]
end_date	Character	Return technical indicator values on or before the date	[optional]
page_size	Integer	The number of results to return	[optional] [default to 100]
next_page	Character	Gets the next page of data from a previous API call	[optional]

Return Type

object

IntrinioSDK::ApiResponseSecurityOnBalanceVolumeMean

Properties

Name	Type	Description
technicals	List of OnBalanceVolumeMeanTechnicalValue
technicals_data_frame	Data Frame	Data frame representation of technicals
indicator	TechnicalIndicator	The name and symbol of the technical indicator
security	SecuritySummary	The Security of the Stock Price
next_page	Character	The token required to request the next page of the data. If null, no further results are available.

object

IntrinioSDK::OnBalanceVolumeMeanTechnicalValue

Properties

Name	Type	Description
date_time	POSIXlt	The date_time of the observation
obv_mean	Numeric	The On-balance Volume Mean calculation value

Name	Type	Description
name	Character	The name of the Technical Indicator
symbol	Character	The symbol of the Technical Indicator

object

IntrinioSDK::SecuritySummary

Properties

Name	Type	Description
id	Character	The Intrinio ID for Security
company_id	Character	The Intrinio ID for the Company for which the Security is issued
exchange	Character	The exchange's MIC
exchange_mic	Character	The security's exchange MIC
stock_exchange_id	Character	The exchange's Intrinio ID
name	Character	The name of the Security
code	Character	A 2-3 digit code classifying the Security (reference)
currency	Character	The currency in which the Security is traded on the exchange
ticker	Character	The common/local ticker of the Security
composite_ticker	Character	The country-composite ticker of the Security
figi	Character	The OpenFIGI identifier
composite_figi	Character	The country-composite OpenFIGI identifier
share_class_figi	Character	The global-composite OpenFIGI identifier
primary_listing	Logical	If TRUE, the Security is the primary issue for the company, otherwise it is a secondary issue on a secondary stock exchange