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Hi Team,
We have a client who's looking to pull up timeseries for TR.Liquidity10DAmt , however, we do not have a parameter to directly retrieve this data. I can attach a sample calculation of this data item and requesting for your assistance in providing a sample code that client can use.
Thank you
The code could look like htis:
df = ek.get_timeseries("ADML.L",start_date='2021-11-05',end_date='2022-03-19')
df["LiquidityAmt"] = df["VOLUME"]*(df["CLOSE"]/abs((df["CLOSE"]/df["OPEN"]-1)*100))
df['Liquidity10DAmt'] = df["LiquidityAmt"].rolling(window=10, min_periods=1).mean()
df
The output is:
