How to download stock market breadth for sp500(McClellan oscillator) using EIKON API with Python?

I want to download McClellan Oscillator Indicator for sp500 using Eikon api with python ?


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    @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")

    1674600878700.png

    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']
    )

    1674601291286.png

    I hope this can help.