Market Data¶
Parameters¶
The Market Data worker must receive specific parameters in order to execute properly. When parameters are not set correctly it may cause the worker to not work as expected.
Symbol¶
Select the security symbol using Symbol or Upstream Data variant.
Date Range¶
The date range parameter allows to return a security information based on specific date situations. It allows the following types of date range selection: Custom Range, Last N Periods, Period to Date and Single Date. Each of the options above has its own parameters.
Custom Range¶
Set a custom range period by choosing an interval between two dates. When dates are not provided, the worker will set the custom range period using the old available date and the newest available date.
Start Date¶
End Date¶
Last N Periods¶
Set a number of accepted periods (Years, Months, Weeks, Days) as date range.
Period¶
Number of Periods¶
End Date¶
Period to Date¶
Period¶
End Date¶
Single Date¶
End Date¶
Transform¶
No transform¶
Sum¶
Average¶
Standard Deviation¶
Z-Score¶
Total Return (Last Day)¶
Total Return (Series)¶
Moving Average¶
Moving Standard Deviation¶
Moving Z-Score¶
Window¶
When Transform is set as Moving Average, Moving Standard Deviation or Moving Z-Score, the Window Size parameter will be available.
