'INDEX': 'DJIA',
'PRICETYPE':'RANGE',
'AGGREGATION': 'RANGE',
'DURATION': '15_MINUTES',
'COMPANYNAME': 'GOLDMAN_SACHS_GROUP'
})
rts.createrule('INTRADAYPRICES:GS','INTRADAYPRICES15MINRNG:GS','range',900)
rts.create('INTRADAYPRICES15MINSTDP:GS',
labels={
'SYMBOL': 'GS',
'DESC': 'SHARE_PRICE',
'INDEX': 'DJIA',
'PRICETYPE':'STDDEV',
'AGGREGATION': 'STDDEV',
'DURATION': '15_MINUTES',
'COMPANYNAME': 'GOLDMAN_SACHS_GROUP'
})
rts.createrule('INTRADAYPRICES:GS','INTRADAYPRICES15MINSTDP:GS','std.p',900)
# Populate Data
rts.madd(<RSIIndicatorList>)
# Querying data
rts.range( 'INTRADAYPRICES15MINRNG:GS'
, from_time = 1603704600
, to_time = 1603713600)
# Start is 9:30 a.m. on October 26, 2020 ET
allRSIValues = rts.mget(filters=['DESC=RELATIVE_STRENGTH_INDEX','TIMEFRAME=1_DAY'], with_labels=False)
print(dailyGSRSIValue)
print(
'****************GOLDMAN SACHS RSI VALUE**************************************'
)
dailyGSPrice = rts.range('INTRADAYPRICES:GS',
from_time=1605260100,
to_time=1605260940)
##dailyRSI15MinRange = rts.get('INTRADAYPRICES:GS')
print('****************GOLDMAN SACHS PRICES************************')
print(dailyGSPrice)
print('****************GOLDMAN SACHS PRICES************************')
allRSIValues = rts.mget(
filters=['DESC=RELATIVE_STRENGTH_INDEX', 'TIMEFRAME=1_DAY'],
with_labels=True)
##dailyRSI15MinRange = rts.get('DAILYRSI15MINRNG:GS')
print('****************ALL RSI VALUE************************')
print(allRSIValues)
print('****************ALL RSI VALUE**************************************')
allStockPricesValues = rts.mget(
filters=['DESC=SHARE_PRICE', 'PRICETYPE=INTRADAY'], with_labels=False)
##dailyRSI15MinRange = rts.get('DAILYRSI15MINRNG:GS')
print('****************ALL STOCK PRICES************************')
print(allStockPricesValues)
print('****************ALL STOCK PRICES**************************************')