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@soroosh I don't think we would deliver the Mclellan Oscillator as a precalc'd item but we have 3 potentially helpful fields - 'TR.ISSUESADVANCED', 'TR.ISSUESDECLINED', and 'TR.25DAYSMEANADVANCEDECLINERATIO' . Once you have these it is pretty straightforward to calculate the Oscillator in Python. However these fields don't seem to be populated which is strange - I have opened a support case number: 12137983 to look into this and will report back as soon as they respond. I hope this can help. Please bear with us.
@soroosh So we can get the number of advances and declines historically using our RD library:
import refinitiv.data as rd
rd.open_session()
rd.get_history(universe=".AD.SPX", fields=['ISSUES_ADV','ISSUES_DEC'], interval="1D")
From here you can easily create the McClellan Oscillator.
To get the current latest value snapshot you can use the rd.get_data function:
rd.get_data(
universe=['.AD.SPX'],
fields=['CF_DATE','CF_TIME','ISSUES_ADV','ISSUES_DEC']
)
I hope this can help.
@soroosh So we can get the number of advances and declines historically using our RD library:
import refinitiv.data as rd
rd.open_session()
rd.get_history(universe=".AD.SPX", fields=['ISSUES_ADV','ISSUES_DEC'], interval="1D")
From here you can easily create the McClellan Oscillator.
To get the current latest value snapshot you can use the rd.get_data function:
rd.get_data(
universe=['.AD.SPX'],
fields=['CF_DATE','CF_TIME','ISSUES_ADV','ISSUES_DEC']
)
I hope this can help.
Hi @soroosh,
May I ask what was the formula in the excel sheet cell in your screenshot?