Price Indicator

Open

Syntax: <symbol>.open

Arguments: Not Applicable

Return: A time series of opening prices.

Description: Minutes have timestamps from the start of the minute. For example, the value for 12:05 corresponds to the time interval from (and including) 12:05 up to (but not including) 12:06.

Example:

SPY.open

High

Definition: The highest price reached for the asset during each minute.

Syntax: <symbol>.high

Arguments: Not Applicable

Return: A time series of high prices.

Description: Minutes have timestamps from the start of the minute. For example, the value for 12:05 corresponds to the time interval from (and including) 12:05 up to (but not including) 12:06.

Example:

SPY.high

Low

Definition: The lowest price reached for the asset during each minute.

Syntax: <symbol>.low

Arguments: Not Applicable

Return: A time series of low prices.

Description: Minutes have timestamps from the start of the minute. For example, the value for 12:05 corresponds to the time interval from (and including) 12:05 up to (but not including) 12:06.

Example:

SPY.low

Close

Definition: The prices for the asset at the end of each minute.

Syntax: <symbol>.close

Arguments: Not Applicable

Return: A time series of closing prices.

Description: Minutes have timestamps from the start of the minute. For example, the value for 12:05 corresponds to the time interval from (and including) 12:05 up to (but not including) 12:06.

Example:

SPY.close

OHLC

Definition: A special attribute representing open, high, low, and close prices.

Syntax: <symbol>.ohlc

Arguments: Not Applicable

Return: A time series of multiple prices.

Description: In the Equeum user interface, the ohlc attribute will be displayed with a classic candlestick chart. Each bar will have a thin wick showing the range of high and low values for the minute and a thick candle showing the range of open and close values. The candle will be red if the open is higher than the close or green if the close is higher than the open. When used in further calculations in EQL, the ohlc attribute is equivalent to the close attribute.

Example:

SPY.ohlc

Volume

Definition: The volume of transactions for the asset during each minute.

Syntax: <symbol>.volume

Arguments: Not Applicable

Return: A time series of volumes.

Description: The values in the volume attribute will depend on both the nature of the asset (cryptocurrencies vs. securities) and the markets or exchanges covered.

Example:

SPY.volume

Proxy

Definition: An Equeum proprietary function that uses a price and volume calculation to provide an alternative to the price itself. It has the advantage that it automatically harmonizes prices so disparate prices can be used together without the need to harmonize(). This value resets daily.

Syntax: <symbol>.proxy

Arguments: Not Applicable

Return: Time series of weighted percent-change values.

Description: An Equeum proprietary function that uses a price and volume calculation to provide an alternative to the price itself. It has the advantage that it automatically harmonizes prices so disparate prices can be used together without the need to harmonize(). This value resets daily.

Example:

SPY.proxy

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