Market Data¶
The Market Data worker retrieves historical price and market data for a given security symbol over a specified date range, with optional data transformation.
Parameters¶
| Field | Description |
|---|---|
| Symbol | The security to retrieve data for. Accepts Fixed Select or Upstream Data |
| Date Range | The date range for the data. Accepts Fixed Select with mode options: Custom Range (start and end date), Last N Periods (number and period type), Period to Date, or Single Date |
| Transform | Post-retrieval transformation to apply to the data series. Accepts Fixed Select. Default is No Transform. Options include: Sum, Average, Standard Deviation, Z-Score, Total Return (Last Day), Total Return (Series), Moving Average, Moving Standard Deviation, Moving Z-Score |
| Window | Window size for moving calculations. Visible when Transform is set to Moving Average, Moving Standard Deviation, or Moving Z-Score |
Result¶
Once the worker finishes successfully, it returns the requested market data series to the workflow.
- Data (list of lists)