Pulling up timeseries data and creating mathematical equation from the output

chrisma.salut

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

Jirapongse

@chrisma.salut

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: