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Candlestick aggregation time?

Posted 10 years ago

Hello,

It's not clear how to change the default candle aggregation time from a Day to Minute or Week, for example, in the Trading Charts.

It's probably just a simple list but any help would be appreciated as it is not discussed in the documentation or help.

Thanks

POSTED BY: Rex C
3 Replies

You can also use this syntax:

TradingChart[{"SP500", {{2009, 5, 1}, {2010, 4, 30}, "Week"}}]
POSTED BY: Sean Clarke
Posted 10 years ago

Got it. Thanks Sean!

POSTED BY: Rex C

TradingChart, by default, uses the data from FinancialData. It's important to know that FinancialData doesn't provide historical information up to the minute. You usually have to purchase historical data of that quality from somewhere, like Bloomberg or Reuters for example. If you have a Bloomberg subscription for this purpose, you may be interested in the Wolfram Finance Platform instead of generic Mathematica. It has extra facilities that help you use a Bloomberg subscription.

The best way to control TradingChart is by changing what data you feed into it.

This example gives the weekly OHLCV for the SP500:

FinancialData["SP500", "OHLCV", {{2009, 5, 1}, {2010, 4, 30}, "Week"}]

This example gives the daily OHLCV for the SP500:

FinancialData["SP500", "OHLCV", {{2009, 5, 1}, {2010, 4, 30}, "Day"}]

Both of these can be given to TradingChart to produce charts at different resolutions.

TradingChart[
 FinancialData["SP500", "OHLCV", {{2009, 5, 1}, {2010, 4, 30}, "Day"}]]
POSTED BY: Sean Clarke
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