Moving Average Convergence Divergence
Moving Average Convergence Divergence Web API Documentation
Back to Product Docs
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.
Endpoint:
https://api-v2.intrinio.com/securities/{identifier}/prices/technicals/macd
Parameters
| Name | Description | Example |
|---|---|---|
|
identifier
* required
|
A Security identifier (Ticker, FIGI, ISIN, CUSIP, Intrinio ID) | AAPL |
|
fast_period
|
The number of observations to calculate the fast moving Exponential Moving Average for Moving Average Convergence Divergence | 12 |
|
slow_period
|
The number of observations to calculate the slow moving Exponential Moving Average for Moving Average Convergence Divergence | 26 |
|
signal_period
|
The number of observations to calculate the signal line for Moving Average Convergence Divergence | 9 |
|
price_key
|
The Stock Price field to use when calculating Moving Average Convergence Divergence
Options:
open
high
low
close
volume
show more
show less
|
close |
|
start_date
|
Return technical indicator values on or after the date | 2018-01-01 |
|
end_date
|
Return technical indicator values on or before the date | 2019-01-01 |
|
page_size
|
The number of results to return | 100 |
|
next_page
|
Gets the next page of data from a previous API call | - |
|
identifier
* required
A Security identifier (Ticker, FIGI, ISIN, CUSIP, Intrinio ID)
|
||
|
fast_period
* required
The number of observations to calculate the fast moving Exponential Moving Average for Moving Average Convergence Divergence
|
||
|
slow_period
* required
The number of observations to calculate the slow moving Exponential Moving Average for Moving Average Convergence Divergence
|
||
|
signal_period
* required
The number of observations to calculate the signal line for Moving Average Convergence Divergence
|
||
|
price_key
* required
The Stock Price field to use when calculating Moving Average Convergence Divergence
|
||
|
start_date
* required
Return technical indicator values on or after the date
|
||
|
end_date
* required
Return technical indicator values on or before the date
|
||
|
page_size
* required
The number of results to return
|
||
|
next_page
* required
Gets the next page of data from a previous API call
|
Output Fields
| Name | Description | Type |
|---|---|---|
| technicals | array | |
|
date_time
|
The date_time of the observation | string |
|
macd_histogram
|
The histogram value of the Moving Average Convergence Divergence calculation | number |
|
macd_line
|
The line value of the Moving Average Convergence Divergence calculation | number |
|
signal_line
|
The signal line value of the Moving Average Convergence Divergence calculation | number |
| indicator | The name and symbol of the technical indicator | object |
|
name
|
The name of the Technical Indicator | string |
|
symbol
|
The symbol of the Technical Indicator | string |
| security | The Security of the Stock Price | object |
|
id
|
The Intrinio ID for Security | string |
|
company_id
|
The Intrinio ID for the Company for which the Security is issued | string |
|
exchange
|
The exchange's MIC | string |
|
exchange_mic
|
The security's exchange MIC | string |
|
stock_exchange_id
|
The exchange's Intrinio ID | string |
|
name
|
The name of the Security | string |
|
code
|
A 2-3 digit code classifying the Security (reference) | string |
|
currency
|
The currency in which the Security is traded on the exchange | string |
|
ticker
|
The common/local ticker of the Security | string |
|
composite_ticker
|
The country-composite ticker of the Security | string |
|
figi
|
The OpenFIGI identifier | string |
|
composite_figi
|
The country-composite OpenFIGI identifier | string |
|
share_class_figi
|
The global-composite OpenFIGI identifier | string |
|
primary_listing
|
If true, the Security is the primary issue for the company, otherwise it is a secondary issue on a secondary stock exchange | boolean |
| next_page | The token required to request the next page of the data. If null, no further results are available. | string |
|
technicals
|
||
|
indicator
The name and symbol of the technical indicator
|
||
|
security
The Security of the Stock Price
|
||
|
next_page
The token required to request the next page of the data. If null, no further results are available.
|