Hello,
We currently obtain the 'On Balance Volume' using expression '058E' in the Excel plug-in. We would prefer to collect this data using the DataStream Python API.
However, I cannot work out how to write the request. Using '058E' as the 'field' doesn't work: it fails with an error message.
I've also tried using the expanded version of the expression as the 'field' -- which is 'CSUM#((ACH#(X,1D))/ABS#(ACH#(X,1D))*X(VO))'. This returns some data, but the numbers are different to the ones obtained through Excel.
Can you advise on how we should be running this query?
Many thanks.