GetTimeSeriesAtr
Analyze market volatility with the Average True Range (ATR) indicator. Input a symbol and interval to retrieve time series data, helping traders assess price movement trends over a specified period.
Instructions
The Average True Range (ATR) is a volatility indicator that measures the average range of price movement over a specified period, helping traders assess market volatility.
Input Schema
Name | Required | Description | Default |
---|---|---|---|
params | Yes |
Input Schema (JSON Schema)
{
"$defs": {
"GetTimeSeriesAtrRequest": {
"description": "The Average True Range (ATR) is a volatility indicator that measures the average range of price movement over a specified period, helping traders assess market volatility.",
"properties": {
"adjust": {
"default": "splits",
"description": "Adjusting mode for prices",
"title": "Adjust",
"type": "string"
},
"apikey": {
"default": "demo",
"description": "API key",
"examples": [
"demo"
],
"title": "Apikey",
"type": "string"
},
"country": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "The country where the instrument is traded, e.g., <code>United States</code> or <code>US</code>.",
"examples": [
"United States"
],
"title": "Country"
},
"cusip": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "The CUSIP of an instrument for which data is requested",
"examples": [
"594918104"
],
"title": "Cusip"
},
"date": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Specifies the exact date to get the data for. Could be the exact date, e.g. `2021-10-27`, or in human language `today` or `yesterday`",
"examples": [
"2021-10-27"
],
"title": "Date"
},
"delimiter": {
"default": ";",
"description": "The separator used in the CSV response data",
"title": "Delimiter",
"type": "string"
},
"dp": {
"default": -1,
"description": "Specifies the number of decimal places for floating values.\nShould be in range [0, 11] inclusive.\nBy default, the number of decimal places is automatically determined based on the values provided.",
"title": "Dp",
"type": "integer"
},
"end_date": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "The ending date and time for data selection, see `start_date` description for details.",
"examples": [
"2024-08-22 16:04:05"
],
"title": "End Date"
},
"exchange": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Exchange where instrument is traded",
"examples": [
"NASDAQ"
],
"title": "Exchange"
},
"figi": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "The FIGI of an instrument for which data is requested",
"examples": [
"BBG01293F5X4"
],
"title": "Figi"
},
"format": {
"default": "JSON",
"description": "The format of the response data",
"title": "Format",
"type": "string"
},
"include_ohlc": {
"default": false,
"description": "Specify if OHLC values should be added in the output",
"title": "Include Ohlc",
"type": "boolean"
},
"interval": {
"description": "Interval between two consecutive points in time series",
"examples": [
"1min",
"5min",
"15min",
"30min",
"45min",
"1h",
"2h",
"4h",
"5h",
"1day",
"1week",
"1month"
],
"title": "Interval",
"type": "string"
},
"isin": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Filter by international securities identification number (ISIN)",
"examples": [
"US0378331005"
],
"title": "Isin"
},
"mic_code": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Market Identifier Code (MIC) under ISO 10383 standard",
"examples": [
"XNAS"
],
"title": "Mic Code"
},
"order": {
"default": "desc",
"description": "Sorting order of the output",
"title": "Order",
"type": "string"
},
"outputsize": {
"default": 30,
"description": "Number of data points to retrieve. Supports values in the range from `1` to `5000`. Default `30` when no date parameters are set, otherwise set to maximum",
"title": "Outputsize",
"type": "integer"
},
"prepost": {
"default": false,
"description": "Returns quotes that include pre-market and post-market data. Only for `Pro` and above plans.\nAvailable at the `1min`, `5min`, `15min`, and `30min` intervals for all US equities.\nOpen, high, low, close values are supplied without volume.",
"title": "Prepost",
"type": "boolean"
},
"previous_close": {
"default": false,
"description": "A boolean parameter to include the previous closing price in the time_series data. If true, adds previous bar close price value to the current object.",
"title": "Previous Close",
"type": "boolean"
},
"start_date": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "Can be used separately and together with `end_date`. Format `2006-01-02` or `2006-01-02 15:04:05`\n\nDefault location:\n<ul>\n<li>Forex and Cryptocurrencies - <code>UTC</code></li>\n<li>Stocks - where exchange is located (e.g. for AAPL it will be <code>America/New_York</code>)</li>\n</ul>\nBoth parameters take into account if <code>timezone</code> parameter is provided.<br/>\nIf <code>timezone</code> is given then, <code>start_date</code> and <code>end_date</code> will be used in the specified location\n\nExamples:\n<ul>\n<li>1. <code>&symbol=AAPL&start_date=2019-08-09 15:50:00&</code><br/>\nReturns all records starting from 2019-08-09 15:50:00 New York time up to current date</li>\n<li>2. <code>&symbol=EUR/USD&timezone=Asia/Singapore&start_date=2019-08-09 15:50:00&</code><br/>\nReturns all records starting from 2019-08-09 15:50:00 Singapore time up to current date</li>\n<li>3. <code>&symbol=ETH/BTC&timezone=Europe/Zurich&start_date=2019-08-09 15:50:00&end_date=2019-08-09 15:55:00&...</code><br/>\nReturns all records starting from 2019-08-09 15:50:00 Zurich time up to 2019-08-09 15:55:00</li>\n</ul>",
"examples": [
"2024-08-22 15:04:05"
],
"title": "Start Date"
},
"symbol": {
"description": "Symbol ticker of the instrument. E.g. `AAPL`, `EUR/USD`, `ETH/BTC`, ...",
"examples": [
"AAPL"
],
"title": "Symbol",
"type": "string"
},
"time_period": {
"default": 14,
"description": "Number of periods to average over. Takes values in the range from `1` to `800`",
"title": "Time Period",
"type": "integer"
},
"timezone": {
"default": "Exchange",
"description": "Timezone at which output datetime will be displayed. Supports:\n<ul>\n<li>1. <code>Exchange</code> for local exchange time</li>\n<li>2. <code>UTC</code> for datetime at universal UTC standard</li>\n<li>3. Timezone name according to the IANA Time Zone Database. E.g. <code>America/New_York</code>, <code>Asia/Singapore</code>. Full list of timezones can be found <a href=\"https://en.wikipedia.org/wiki/List_of_tz_database_time_zones\" target=\"blank\">here</a>.</li>\n</ul>\n<i>Take note that the IANA Timezone name is case-sensitive</i>",
"title": "Timezone",
"type": "string"
},
"type": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "The asset class to which the instrument belongs",
"examples": [
"Common Stock"
],
"title": "Type"
}
},
"required": [
"symbol",
"interval"
],
"title": "GetTimeSeriesAtrRequest",
"type": "object"
}
},
"properties": {
"params": {
"$ref": "#/$defs/GetTimeSeriesAtrRequest"
}
},
"required": [
"params"
],
"title": "GetTimeSeriesAtrArguments",
"type": "object"
}