Is there any time series objects for moving average?

We are
looking for Moving Average time series objects which can return data on a
historical date like 12/31/2018, as opposed to only current data. And we should be able to get that data through API.

For example, we want to find the value of the 20-day moving average of AAPL on 12/31/2018.

Is this doable? Thank you!

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Accepted answers

Alex Putkov.1

Sure this is doable, and there's more than one way to go about this. Here's one way.

import datetime as dt
import eikon as ek
...
edate = dt.date(2018,12,31)
sdate = edate + dt.timedelta(days=-20)
df, err = ek.get_data('AAPL.O',['TR.PriceClose'],
                      {'SDate':str(sdate), 'EDate':str(edate)})
ma = df['Price Close'].mean()

All comments

Alex Putkov.1

Sure this is doable, and there's more than one way to go about this. Here's one way.

import datetime as dt
import eikon as ek
...
edate = dt.date(2018,12,31)
sdate = edate + dt.timedelta(days=-20)
df, err = ek.get_data('AAPL.O',['TR.PriceClose'],
                      {'SDate':str(sdate), 'EDate':str(edate)})
ma = df['Price Close'].mean()

aryer

Sorry I need to clarify a little bit: I am looking at the "TR.PriceAvg10D" field on the Eikon terminal, and trying to get the data on a historical date like 12/31/2018, as opposed to only current data. I don't mean to pull all historical data out and using python to process it. Is there a way to do it?

Thanks!

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