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 | Character | A Security identifier (Ticker, FIGI, ISIN, CUSIP, Intrinio ID) | |
| fast_period | Integer | 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 | Integer | 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 | Integer | The number of observations, per period, to calculate the signal line for Moving Average Convergence Divergence | [optional] [default to 9] |
| price_key | Character | The Stock Price field to use when calculating Moving Average Convergence Divergence | [optional] [default to close] |
| 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] |
| Name | Type | Description |
|---|---|---|
| technicals | List of MovingAverageConvergenceDivergenceTechnicalValue | |
| 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. |
| Name | Type | Description |
|---|---|---|
| date_time | POSIXlt | The date_time of the observation |
| macd_histogram | Numeric | The histogram value of the Moving Average Convergence Divergence calculation |
| macd_line | Numeric | The line value of the Moving Average Convergence Divergence calculation |
| signal_line | Numeric | The signal line value of the Moving Average Convergence Divergence calculation |
| 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 |
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