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.
Name | Type | Description | Notes |
---|---|---|---|
identifier | str | A Security identifier (Ticker, FIGI, ISIN, CUSIP, Intrinio ID) | |
fast_period | int | The number of observations, per period, to calculate the fast moving Exponential Moving Average for Moving Average Convergence Divergence | [optional] [default to 12] |
slow_period | int | The number of observations, per period, to calculate the slow moving Exponential Moving Average for Moving Average Convergence Divergence | [optional] [default to 26] |
signal_period | int | The number of observations, per period, to calculate the signal line for Moving Average Convergence Divergence | [optional] [default to 9] |
price_key | str | The Stock Price field to use when calculating Moving Average Convergence Divergence | [optional] [default to close] |
start_date | str | Return technical indicator values on or after the date | [optional] |
end_date | str | Return technical indicator values on or before the date | [optional] |
page_size | int | The number of results to return | [optional] [default to 100] |
next_page | str | Gets the next page of data from a previous API call | [optional] |
Name | Type | Description |
---|---|---|
technicals | list[MovingAverageConvergenceDivergenceTechnicalValue] | |
indicator | TechnicalIndicator | The name and symbol of the technical indicator |
security | SecuritySummary | The Security of the Stock Price |
next_page | str | The token required to request the next page of the data. If null, no further results are available. |
Name | Type | Description |
---|---|---|
date_time | datetime | The date_time of the observation |
macd_histogram | float | The histogram value of the Moving Average Convergence Divergence calculation |
macd_line | float | The line value of the Moving Average Convergence Divergence calculation |
signal_line | float | The signal line value of the Moving Average Convergence Divergence calculation |
Name | Type | Description |
---|---|---|
id | str | The Intrinio ID for Security |
company_id | str | The Intrinio ID for the Company for which the Security is issued |
exchange | str | The exchange's MIC |
exchange_mic | str | The security's exchange MIC |
stock_exchange_id | str | The exchange's Intrinio ID |
name | str | The name of the Security |
code | str | A 2-3 digit code classifying the Security (reference) |
currency | str | The currency in which the Security is traded on the exchange |
ticker | str | The common/local ticker of the Security |
composite_ticker | str | The country-composite ticker of the Security |
figi | str | The OpenFIGI identifier |
composite_figi | str | The country-composite OpenFIGI identifier |
share_class_figi | str | The global-composite OpenFIGI identifier |
primary_listing | bool | If True, the Security is the primary issue for the company, otherwise it is a secondary issue on a secondary stock exchange |