Average True Range

Average True Range Ruby API Documentation

The Average True Range (ATR) is a non-directional market volatility indicator often used to generate stop-out or entry indications. An increasing or expanding ATR typically indicates higher volatility, and a decreasing ATR indicates sideways price action and lower volatility.

API Class:
Intrinio::SecurityApi
Instance Method:
get_security_price_technicals_atr()

Stock Price Code Example

Use my API Key
# Load the gem
require 'intrinio-sdk'
require 'pp'
# Setup authorization
Intrinio.configure do |config|
config.api_key['api_key'] = 'YOUR_API_KEY'
config.allow_retries = true
end
security_api = Intrinio::SecurityApi.new
identifier = "AAPL"
opts = {
period: 14,
start_date: "2018-01-01",
end_date: "2019-01-01",
page_size: 100,
next_page: nil
}
result = security_api.get_security_price_technicals_atr(identifier, opts)
pp result
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XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Parameters

NameTypeDescriptionNotes
identifierStringA Security identifier (Ticker, FIGI, ISIN, CUSIP, Intrinio ID) 
periodIntegerThe number of observations, per period, to calculate Average True Range[optional] [default to 14]  
start_dateStringReturn technical indicator values on or after the date[optional]  
end_dateStringReturn technical indicator values on or before the date[optional]  
page_sizeIntegerThe number of results to return[optional] [default to 100]  
next_pageStringGets the next page of data from a previous API call[optional]  

Return Type

object
Intrinio::ApiResponseSecurityAverageTrueRange

Properties

NameTypeDescription
technicalsArray 
indicatorTechnicalIndicatorThe name and symbol of the technical indicator  
securitySecuritySummaryThe Security of the Stock Price  
next_pageStringThe token required to request the next page of the data. If null, no further results are available.  
object
Intrinio::AverageTrueRangeTechnicalValue

Properties

NameTypeDescription
date_timeDateTimeThe date_time of the observation  
atrFloatThe Average True Range calculation value  
object
Intrinio::TechnicalIndicator

Properties

NameTypeDescription
nameStringThe name of the Technical Indicator  
symbolStringThe symbol of the Technical Indicator  
object
Intrinio::SecuritySummary

Properties

NameTypeDescription
idStringThe Intrinio ID for Security  
company_idStringThe Intrinio ID for the Company for which the Security is issued  
exchangeStringThe exchange's MIC  
exchange_micStringThe security's exchange MIC  
stock_exchange_idStringThe exchange's Intrinio ID  
nameStringThe name of the Security  
codeStringA 2-3 digit code classifying the Security (reference)  
currencyStringThe currency in which the Security is traded on the exchange  
tickerStringThe common/local ticker of the Security  
composite_tickerStringThe country-composite ticker of the Security  
figiStringThe OpenFIGI identifier  
composite_figiStringThe country-composite OpenFIGI identifier  
share_class_figiStringThe global-composite OpenFIGI identifier  
primary_listingBOOLEANIf true, the Security is the primary issue for the company, otherwise it is a secondary issue on a secondary stock exchange