Average True Range

Introduction

This API call is used to retrieve the Average True Range for the specified stock symbol up to the specified maximum date. The Average True Range (ATR) is a technical analysis tool that measures the volatility of a stock’s price. It is calculated using a specific formula that takes into account the stock’s range for a given period of time.

Endpoint

/average-true-range/:symbol/:maxDate/:length

Parameters

• symbol (string, required) – The stock symbol for which to retrieve the ATR.
• maxDate (date, required) – The maximum date to include in the calculation (in the format ‘yyyy-mm-dd’).
• length (integer, required) – The length of the time period to be used for the calculation.

Authentication

API key authentication is required to access this endpoint.

Example Call

Retrieve the ATR for Microsoft Corporation up to April 23, 2023:

• https://api.deltaneutral.net/average-true-range/MSFT/2023-04-23/14?apikey=DEMOAPIKEY

Error Handling

If no data comes back, please check for valid input parameters. This automatically returns one year of data from the maxDate and backwards

Example Response

    {
        "symbol":"MSFT",
        "quotedate":"2023-03-30T00:00:00.000Z",
        "atr":6.588036316380719
    }