Technicals
/technicals computes indicators from daily bars.
Routes
| indicators for | route |
|---|---|
| a stock or ETF | GET /v1/securities/{symbol}/technicals |
| a continuous future | GET /v1/futures/{root}/continuous/technicals |
| an index, yield, or volatility series | GET /v1/series/{key}/technicals |
Price basis
price_basis states the values the indicators read: the bars as /history serves them, each value a session's close
(price history).
For a close-only series, which has no high and low, the range indicators
(stochastics, CCI, ATR, ADX, Ichimoku) are null with unreliable.
The computation window
Only completed sessions' bars with a value are used (completed sessions only).
window.unsettled_sessions names the newest bars used before they settled, window.skipped_sessions the bars skipped
with their reasons, and through the last session used.
With too little history, every indicator is null with insufficient_history; history_rows and rows_needed say how
many daily rows the computation had and needs.
A recent unconfirmed close makes every indicator and signal that reads prices (not PVO) unverified: check the close before
using them (quality limits on a price).
Values and signals
last_value is the value the indicators end on, with its date: a session's close. roc is last_value against the
value before it, in percent; null with not_applicable for a series that changes in percentage points or points, such
as a yield index.
| signal | meaning |
|---|---|
sma50_vs_sma200 | above, below, or equal: the order of the two averages only (a "golden" or "death cross" regime), never the price's position |
price_vs_sma50, price_vs_sma200 | above or below: last_value against the average |
Volume indicators
vwma, mfi, and pvo read volume. They are null when a withheld volume falls in their window (the sessions are in
volume_withheld_dates) or the instrument's volume is not measured (volume_measured: false).
Precision
| indicators | precision |
|---|---|
price-level indicators: last_value, moving averages, Bollinger bands, ATR, MACD, VWMA, the Ichimoku lines | the key's price precision; with none registered (a futures series), 6 significant figures |
oscillators, rates of change, and z-scores: RSI, stochastics, CCI, ROC, MFI, ADX, PVO, z_score_75 | 4 decimal places |
Price levels are in the instrument's currency at its price_scale (the instrument block).