OpenBB/openbb_platform/extensions/technical/docs/api-reference.md

API Reference

Auto-generated from the registered router by docs/_generate_api_reference.py. Endpoint names match the Python interface (obb.technical.<name> or obb.technical.signals.<name>) and the HTTP path (POST /api/v1/technical/<name>).

Total endpoints: 59

Each endpoint also takes data (the OHLC(V) price series) which is omitted from the parameter tables below. requires_columns lists the OHLC(V) columns the endpoint reads from data.

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Overlays

Price-smoothing and envelope indicators plotted on the same axis as price.

bbands

Query parameters for the Bollinger Bands endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
target	str	close
index	str	date
length	int	20	gt=0	Moving-average period.
std	float	2.0	gt=0	Standard-deviation multiplier.
mamode	Literal["sma", "ema", "wma", "rma"]	sma		Type of moving average for the middle band.
offset	int	0

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
lower	float | None	yes	Lower band — middle minus std deviations.
middle	float | None	yes	Center moving average.
upper	float | None	yes	Upper band — middle plus std deviations.
bandwidth	float | None	yes	(upper - lower) / middle — width relative to the centre.
percent	float | None	yes	(price - lower) / (upper - lower) — position within the band.

dema

Query parameters for the Double Exponential Moving Average endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
target	str	close
index	str	date
length	int	10	gt=0	DEMA period.
offset	int	0

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
dema	float | None	yes	Double EMA — 2*EMA - EMA(EMA).

donchian

Query parameters for the Donchian Channel endpoint.

Required input columns: high, low

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
lower_length	int	20	gt=0	Lookback for the lower band.
upper_length	int	20	gt=0	Lookback for the upper band.
offset	int	0

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
lower	float | None	yes	Trailing min over lower_length bars.
middle	float | None	yes	Midpoint between upper and lower bands.
upper	float | None	yes	Trailing max over upper_length bars.

ema

Query parameters for the Exponential Moving Average endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
target	str	close
index	str	date
length	int	50	gt=0	EMA period.
offset	int	0

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
ema	float | None	yes	Exponential moving average of target.

frama

Query parameters for the Fractal Adaptive Moving Average endpoint.

Required input columns: high, low

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
window	int	10	gt=0	Window length — must be even.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
frama	float | None	yes	Fractal adaptive moving average — Ehlers (2005).

hma

Query parameters for the Hull Moving Average endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
target	str	close
index	str	date
length	int	50	gt=0	HMA period.
offset	int	0

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
hma	float | None	yes	Hull moving average — lag-reduced WMA blend.

ichimoku

Query parameters for the Ichimoku Cloud endpoint.

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
conversion	int	9	gt=0	Tenkan-sen lookback.
base	int	26	gt=0	Kijun-sen lookback.
lagging	int	52	gt=0	Senkou Span B lookback.
offset	int	26	gt=0	Forward projection for the cloud.
lookahead	bool	False		If True, emit the Chikou Span (look-ahead). Off by default to prevent data leakage.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
tenkan_sen	float | None	yes	Conversion line.
kijun_sen	float | None	yes	Base line.
senkou_a	float | None	yes	Leading span A.
senkou_b	float | None	yes	Leading span B.
chikou_span	float | None	yes	Lagging span. Always None when lookahead=False.

kama

Query parameters for the Kaufman Adaptive Moving Average endpoint.

Required input columns: low, close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
target	str	close
index	str	date
length	int	10	gt=0	Efficiency-ratio lookback.
fast	int	2	gt=0	Fastest EMA period bound.
slow	int	30	gt=0	Slowest EMA period bound.
offset	int	0

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
kama	float | None	yes	Kaufman adaptive moving average of target.

kc

Query parameters for the Keltner Channel endpoint.

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
length	int	20	gt=0	Centerline MA period.
scalar	float	2.0	gt=0	ATR multiplier for the bands.
mamode	Literal["ema", "sma"]	ema		Centreline moving-average type.
offset	int	0	ge=0

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
lower	float | None	yes	Centerline minus scalar * ATR.
middle	float | None	yes	Centreline moving average.
upper	float | None	yes	Centerline plus scalar * ATR.

sma

Query parameters for the Simple Moving Average endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
target	str	close		Column to smooth.
index	str	date		Index column name in data.
length	int	50	gt=0	Window length in bars.
offset	int	0		Output offset, positive shifts forward.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no	Observation date.
sma	float | None	yes	Simple moving average of target over length bars.

supertrend

Query parameters for the Supertrend endpoint.

Required input columns: low

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
length	int	7	gt=0	ATR lookback.
multiplier	float	3.0	gt=0	ATR multiplier for the bands.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
supertrend	float | None	yes	Current trailing-stop value.
direction	Literal[-1, 1] | None	yes	1 when the trend is up, -1 when down. None during warm-up.
long_band	float | None	yes	Long-side band — populated only when the trend is up.
short_band	float | None	yes	Short-side band — populated only when the trend is down.

tema

Query parameters for the Triple Exponential Moving Average endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
target	str	close
index	str	date
length	int	10	gt=0	TEMA period.
offset	int	0

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
tema	float | None	yes	Triple EMA — 3*EMA - 3*EMA(EMA) + EMA(EMA(EMA)).

vwma

Query parameters for the Volume Weighted Moving Average endpoint.

Required input columns: close, volume

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
length	int	10	gt=0	VWMA period.
offset	int	0

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
vwma	float | None	yes	Volume weighted moving average of close.

wma

Query parameters for the Weighted Moving Average endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
target	str	close
index	str	date
length	int	50	gt=0	WMA period.
offset	int	0

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
wma	float | None	yes	Linearly-weighted moving average of target.

zlma

Query parameters for the Zero-Lag Moving Average endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
target	str	close
index	str	date
length	int	50	gt=0	ZLMA period.
offset	int	0

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
zlma	float | None	yes	Zero-Lag EMA of target — Ehlers/Way de-lagged EMA.

Oscillators

Bounded momentum indicators.

awesome_oscillator

Query parameters for Bill Williams' Awesome Oscillator endpoint.

Required input columns: high, low

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
fast	int	5	gt=0	Short SMA window on median price.
slow	int	34	gt=0	Long SMA window on median price.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
awesome_oscillator	float | None	yes	Fast SMA minus slow SMA of median price.

cci

Query parameters for the Commodity Channel Index endpoint.

Required input columns: high, low, close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
length	int	14	gt=0	Lookback window in bars.
scalar	float	0.015	gt=0	Mean-deviation scaling factor (Lambert's original constant).

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
cci	float | None	yes	CCI value over the trailing length bars.

cg

Query parameters for the Center of Gravity endpoint.

Required input columns: high, low, close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
length	int	14	gt=0	Lookback window in bars.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
cg	float | None	yes	Center of Gravity value.

fisher

Query parameters for the Fisher Transform endpoint.

Required input columns: high, low

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
length	int	14	gt=0	Fisher transform window.
signal	int	1	gt=0	Lag for the signal line.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
fisher	float | None	yes	Fisher Transform value.
signal	float | None	yes	Lagged Fisher signal line.

mfi

Query parameters for the Money Flow Index endpoint.

Required input columns: high, low, close, volume

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
length	int	14	gt=0	Lookback window in bars.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
mfi	float | None	yes	Money Flow Index — volume-weighted RSI on typical price (0–100).

rsi

Query parameters for the Relative Strength Index endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date		Index column name in data.
target	str	close		Target column to apply RSI to.
length	int	14	gt=0	Lookback window in bars.
scalar	float	100.0	gt=0	Output scaling. 100 produces the conventional 0–100 range.
drift	int	1	gt=0	Difference period for momentum.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no	Observation date.
rsi	float | None	yes	RSI value over the trailing length bars on target.

stoch

Query parameters for the Stochastic Oscillator endpoint.

Required input columns: high, low, close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
fast_k_period	int	14	gt=0	Fast %K lookback.
slow_d_period	int	3	gt=0	Slow %D smoothing.
slow_k_period	int	3	gt=0	Slow %K smoothing.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
k	float | None	yes	%K — current close vs. recent range.
d	float | None	yes	%D — moving average of %K.

trix

Query parameters for the TRIX endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
target	str	close		Target column to apply TRIX to.
length	int	30	gt=0	Triple-EMA window.
signal	int	9	gt=0	Signal line EMA length.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
trix	float | None	yes	1-day ROC of a triple-EMA of target.
signal	float | None	yes	EMA of TRIX, length signal.

ultimate_oscillator

Query parameters for Larry Williams' Ultimate Oscillator endpoint.

Required input columns: high, low, close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
fast	int	7	gt=0	Short-period lookback.
medium	int	14	gt=0	Medium-period lookback.
slow	int	28	gt=0	Long-period lookback.
fast_weight	float	4.0	gt=0	Weight applied to the fast period.
medium_weight	float	2.0	gt=0	Weight applied to the medium period.
slow_weight	float	1.0	gt=0	Weight applied to the slow period.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
ultimate_oscillator	float | None	yes	Weighted blend of buying pressure over three timeframes (0–100).

williams_r

Query parameters for the Williams %R endpoint.

Required input columns: high, low, close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
length	int	14	gt=0	Lookback window in bars.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
williams_r	float | None	yes	Williams %R — close relative to the trailing high/low range (−100 to 0).

Trend

Direction and strength of the prevailing move.

adx

Query parameters for the ADX endpoint.

Required input columns: high, low, close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
length	int	14	gt=0	ADX lookback window.
scalar	float	100.0	gt=0	Output magnification factor.
drift	int	1	gt=0	Difference period for directional movement.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
adx	float | None	yes	Average Directional Index — trend-strength score.

aroon

Query parameters for the Aroon endpoint.

Required input columns: high, low

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
length	int	25	gt=0	Aroon lookback window.
scalar	float	100.0	gt=0	Output magnification factor.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
aroon_up	float | None	yes	Bars since the highest high, scaled.
aroon_down	float | None	yes	Bars since the lowest low, scaled.
aroon_oscillator	float | None	yes	aroon_up minus aroon_down.

choppiness

Query parameters for the Choppiness Index endpoint.

Required input columns: high, low, close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
length	int	14	gt=0	Choppiness lookback window.
atr_length	int	1	gt=0	ATR window used inside choppiness.
scalar	float	100.0	gt=0	Output magnification factor.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
choppiness	float | None	yes	Choppiness Index — high values mean sideways action.

di

Query parameters for the Directional Indicators endpoint.

Required input columns: high, low, close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
length	int	14	gt=0	Lookback window for +DI / -DI.
scalar	float	100.0	gt=0	Output magnification factor.
drift	int	1	gt=0	Difference period for directional movement.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
plus_di	float | None	yes	Positive Directional Indicator (+DI).
minus_di	float | None	yes	Negative Directional Indicator (-DI).
dx	float | None	yes	Directional Index — |+DI - -DI| / (+DI + -DI) * scalar.

macd

Query parameters for the MACD endpoint.

Required input columns: low, close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
target	str	close		Column to compute MACD on.
index	str	date		Index column name in data.
fast	int	12	gt=0	Fast EMA window.
slow	int	26	gt=0	Slow EMA window.
signal	int	9	gt=0	Signal-line EMA window.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
macd	float | None	yes	MACD line — fast EMA minus slow EMA.
signal	float | None	yes	Signal line — EMA of MACD.
histogram	float | None	yes	MACD minus signal.

Volume

Volume-weighted indicators.

ad

Query parameters for the Accumulation/Distribution line endpoint.

Required input columns: high, low, close, volume

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
offset	int	0		Periods to offset the result.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no	Observation date.
ad	float | None	yes	Accumulation/Distribution cumulative line.

adosc

Query parameters for the Chaikin Accumulation/Distribution Oscillator endpoint.

Required input columns: high, low, close, volume

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
fast	int	3	gt=0	Fast EMA window.
slow	int	10	gt=0	Slow EMA window.
offset	int	0		Periods to offset the result.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no	Observation date.
adosc	float | None	yes	Chaikin Accumulation/Distribution Oscillator.

obv

Query parameters for the On-Balance Volume endpoint.

Required input columns: close, volume

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date		Index column name in data.
offset	int	0		Periods to offset the result.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no	Observation date.
obv	float | None	yes	On-Balance Volume cumulative total.

vwap

Query parameters for the Volume-Weighted Average Price endpoint.

Required input columns: high, low, close, volume

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
anchor	str	D		Resample anchor — pandas offset alias such as D, W, ME. Determines the VWAP reset boundary.
offset	int	0		Periods to offset the result.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no	Observation date.
vwap	float | None	yes	Volume-weighted average price.

Volatility

Realised-volatility estimators and the ATR family.

atr

Query parameters for the Average True Range endpoint.

Required input columns: high, low, close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
length	int	14	gt=0	ATR lookback window.
mamode	Literal["sma", "ema", "wma", "rma"]	rma		Smoothing applied to true-range. rma is the Wilder default.
drift	int	1	gt=0	Difference period for true-range.
offset	int	0

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
atr	float | None	yes	Average true range over the trailing length bars.

cones

Query parameters for the volatility-cones endpoint.

Required input columns: low

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
lower_q	float	0.25		Lower quantile for the cone band (0–1, exclusive of 1).
upper_q	float	0.75		Upper quantile for the cone band (0–1, exclusive of 1).
model	Literal["std", "parkinson", "garman_klass", "hodges_tompkins", "rogers_satchell", "yang_zhang"]	std
is_crypto	bool	False
trading_periods	Annotated[int, Gt(gt=0)] | None	required

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
window	int	no	Rolling window length in bars.
realized	float | None	yes	Most-recent annualised volatility.
min	float | None	yes
lower	float | None	yes	Lower-quantile cone band.
median	float | None	yes
upper	float | None	yes	Upper-quantile cone band.
max	float | None	yes

realized_volatility

Query parameters for the realized-volatility endpoint.

Required input columns: open, high, low, close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
model	Literal["std", "parkinson", "garman_klass", "hodges_tompkins", "rogers_satchell", "yang_zhang"]	yang_zhang		Volatility estimator. yang_zhang is the lowest-error blend; parkinson and rogers_satchell are range-based and drift-invariant; hodges_tompkins is bias-corrected close-to-close.
index	str	date		Index column name in data.
window	int	30	gt=0	Rolling window length in bars.
trading_periods	Annotated[int, Gt(gt=0)] | None	required		Annualisation factor. None resolves to 365 when is_crypto is true, otherwise 252.
is_crypto	bool	False		When true and trading_periods is unset, annualise over 365 instead of 252.
clean	bool	True		Drop the leading warm-up rows where the rolling window is incomplete.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no	Observation date.
volatility	float | None	yes	Annualised realised volatility per the chosen model over the trailing window bars. None during warm-up when clean=False.
model	Literal['std', 'parkinson', 'garman_klass', 'hodges_tompkins', 'rogers_satchell', 'yang_zhang']	no	Echoed on every row so the response is self-describing.
window	int	no	Window used to produce this row.
trading_periods	int	no	Annualisation factor used to produce this row.

realized_volatility_compare

Query parameters for the side-by-side realized-volatility endpoint.

Required input columns: open, high, low, close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
models	Literal["std", "parkinson", "garman_klass", "hodges_tompkins", "rogers_satchell", "yang_zhang"]	['std', 'parkinson', 'garman_klass', 'hodges_tompkins', 'rogers_satchell', 'yang_zhang']		Estimators to compute. Defaults to all six.
index	str	date
window	int	30	gt=0
trading_periods	Annotated[int, Gt(gt=0)] | None	required
is_crypto	bool	False
clean	bool	True		Drop rows where ANY requested model has not yet warmed up.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
std	float | None	yes
parkinson	float | None	yes
garman_klass	float | None	yes
hodges_tompkins	float | None	yes
rogers_satchell	float | None	yes
yang_zhang	float | None	yes

Structure

Price-action support/resistance levels.

demark

Query parameters for the DeMark sequential endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
target	str	close		Column to evaluate.
show_all	bool	True		When True show counts 1-13; False shows only 6-9.
asint	bool	True		Cast counts to integers and fill NaN with 0.
offset	int	0		Periods to offset the result.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
up	int | float | None	yes	Upward sequential count.
down	int | float | None	yes	Downward sequential count.

fib

Query parameters for the Fibonacci-retracement endpoint.

Required input columns: high, low, close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
close_column	Literal["close", "adj_close"]	close		Column used for high/low detection.
period	int	120	gt=0	Lookback in bars for retracement.
start_date	str | None	required		Explicit retracement start date.
end_date	str | None	required		Explicit retracement end date.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
level	str	no	Retracement percentage label, e.g. 38.2%.
price	float	no	Price at the retracement level.

pivot_points

Query parameters for the pivot-points endpoint.

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date
method	Literal["classic", "fibonacci", "woodie", "camarilla", "demark"]	classic		Pivot-point family. camarilla is the only one that fills r4/s4.
anchor	Literal["day", "week", "month"]	day		Resample anchor for the pivot calculation.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no
pivot	float | None	yes	Central pivot price.
r1	float | None	yes
r2	float | None	yes
r3	float | None	yes
r4	float | None	yes	Only populated for camarilla.
s1	float | None	yes
s2	float | None	yes
s3	float | None	yes
s4	float | None	yes	Only populated for camarilla.

Statistics

Distributional and time-series diagnostics.

autocorrelation

Query parameters for the autocorrelation endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date		Index column name in data.
target	str	close		Column to evaluate.
use_returns	bool	True		Difference and percent-change before computing.
max_lag	int	40	gt=0	Largest lag to compute.
method	Literal["acf", "pacf", "both"]	both		Which functions to compute.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
lag	int	no
acf	float | None	yes
pacf	float | None	yes
acf_confidence_lower	float | None	yes
acf_confidence_upper	float | None	yes
significant	bool	no

clenow

Query parameters for the Clenow Volatility-Adjusted Momentum endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date		Index column name in data.
target	str	close		Column to regress.
period	int	90	gt=0	Lookback window for the log-price regression.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no	Observation date.
predicted	float | None	yes	Best-fit log-linear value at this date.
r2	float	no	R-squared of the regression fit on log prices.
coefficient	float	no	Annualised slope of the log-price regression.
annualized_coefficient	float	no	coefficient * r2 - Clenow's momentum factor.

drawdown

Query parameters for the drawdown endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date		Index column name in data.
target	str	close		Column to evaluate drawdowns on.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no	Observation date.
cumulative_return	float | None	yes	Cumulative return from the first observation.
running_peak	float | None	yes	Running maximum of cumulative_return.
drawdown	float | None	yes	Percentage drop from the running peak (negative or zero).
drawdown_duration_days	int	no	Consecutive observations since the most recent peak.

hurst

Query parameters for the Hurst-exponent endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date		Index column name in data.
target	str	close		Column to evaluate.
method	Literal["rs", "dfa"]	rs		rs = Rescaled Range; dfa = Detrended Fluctuation.
min_lag	int	2	gt=0	Smallest window length.
max_lag	int	100	gt=0	Largest window length (exclusive).

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
hurst_exponent	float | None	yes
interpretation	Literal['trending', 'mean_reverting', 'random_walk']	no
confidence	float | None	yes	R-squared of the log-log fit used to estimate the exponent.

returns_stats

Query parameters for the returns_stats endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date		Index column name in data.
target	str	close		Column to evaluate returns on.
frequency	Literal["daily", "weekly", "monthly", "quarterly", "annual"]	daily		Annualisation frequency for Sharpe/Sortino/Calmar/risk-free.
risk_free_rate	float	0.0		Annualised risk-free rate used for Sharpe and Sortino.
window	Annotated[int, Gt(gt=0)] | None	required		Rolling window. None returns a single summary row.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str | None	yes	Window end date, or None for the summary row.
mean_return	float | None	yes
std_return	float | None	yes
skew	float | None	yes
kurtosis	float | None	yes
sharpe	float | None	yes
sortino	float | None	yes
calmar	float | None	yes
max_drawdown	float | None	yes
var_95	float | None	yes
cvar_95	float | None	yes

stationarity

Query parameters for the stationarity endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date		Index column name in data.
target	str	close		Column to test for stationarity.
test	Literal["adf", "kpss", "both"]	both		Which test(s) to run.
regression	Literal["c", "ct", "ctt", "n"]	c		Regression component: constant, trend, quadratic-trend, or none.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
adf_statistic	float | None	yes
adf_pvalue	float | None	yes
adf_critical_1pct	float | None	yes
adf_critical_5pct	float | None	yes
adf_critical_10pct	float | None	yes
adf_verdict	Literal['stationary', 'non_stationary', 'skipped'] | None	yes
kpss_statistic	float | None	yes
kpss_pvalue	float | None	yes
kpss_critical_1pct	float | None	yes
kpss_critical_5pct	float | None	yes
kpss_critical_10pct	float | None	yes
kpss_verdict	Literal['stationary', 'non_stationary', 'skipped'] | None	yes
overall_verdict	Literal['stationary', 'non_stationary', 'trend_stationary', 'inconclusive']	no

Signals

Event detectors. Reachable under the /signals/ URL prefix; in Python, via obb.technical.signals.<name>.

breakouts

Query parameters for the channel-breakouts endpoint.

Required input columns: high, low

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date		Index column name in data.
method	Literal["donchian", "bollinger"]	donchian		Channel definition: Donchian (rolling high/low) or Bollinger (mean +/- band_std * stdev).
length	int	20	gt=0	Lookback window for the channel.
band_std	Annotated[float, Gt(gt=0)] | None	required		Bollinger band multiplier. Ignored for donchian. None resolves to 2.0 when method='bollinger'.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	str	no
direction	str	no
price	str	no
band	str	no
magnitude	str	no
bars_in_range	str	no

candlestick_patterns

Query parameters for the candlestick-patterns endpoint.

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date		Index column name in data.
patterns	list[str] | None	required		Subset of patterns to scan for. None runs every entry in SUPPORTED_PATTERNS.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	str	no
pattern	str	no
direction	str	no
confidence	str	no

crossovers

Query parameters for the moving-average crossover endpoint.

Required input columns: low, close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
target	str	close		Column on which to compute moving averages.
index	str	date		Index column name in data.
fast_length	int	20	gt=0	Lookback for the fast moving average.
slow_length	int	50	gt=0	Lookback for the slow moving average.
mamode	Literal["sma", "ema", "wma", "hma", "zlma"]	sma		Moving-average flavour. sma is the default; ema, wma, hma and zlma are also supported.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	str	no
direction	str	no
fast_value	str	no
slow_value	str	no
price	str	no
distance	str	no

divergences

Query parameters for the divergence-detection endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date		Index column name in data.
indicator	Literal["rsi", "macd", "stoch", "cci"]	required		Oscillator paired with price for divergence detection.
indicator_length	int	14	gt=0	Lookback length used inside the oscillator.
target	str	close		Price column used for swings.
lookback	int	60	gt=0	Number of recent bars in which to search for swing pairs.
min_swing_distance	int	5	gt=0	Minimum number of bars separating two swing points. Also doubles as the half-window for local-extreme detection.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
confirmation_date	str	no
prior_swing_date	str	no
kind	str	no
price_at_prior	str	no
price_at_confirmation	str	no
indicator_at_prior	str	no
indicator_at_confirmation	str	no
strength	str	no

oscillator_signals

Query parameters for the oscillator threshold-signals endpoint.

Required input columns: low, close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
target	str	close		Price column used for oscillators that take a single series (rsi, cci).
index	str	date		Index column name in data.
indicator	Literal["rsi", "mfi", "stoch", "williams_r", "cci"]	required		Which oscillator to evaluate against its threshold bands.
length	int	14	gt=0	Lookback window for the oscillator.
overbought_threshold	float | None	required		Upper band. None resolves to the indicator default (rsi 70, mfi 80, stoch 80, williams_r -20, cci 100).
oversold_threshold	float | None	required		Lower band. None resolves to the indicator default (rsi 30, mfi 20, stoch 20, williams_r -80, cci -100).

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	str	no
value	str	no
regime	str	no
crossed_into_overbought	str	no
crossed_into_oversold	str	no
crossed_out_of_overbought	str	no
crossed_out_of_oversold	str	no

regime

Query parameters for the regime-classification endpoint.

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date		Index column name in data.
adx_length	int	14	gt=0	ADX lookback window.
choppiness_length	int	14	gt=0	Choppiness Index lookback window.
adx_trend_threshold	float	25.0	gt=0	ADX above this threshold marks a trending bar. Half this value is the cutoff for a weak trend.
choppiness_range_threshold	float	61.8	gt=0	Choppiness above this threshold marks a ranging bar. The default 61.8 is a common Fibonacci-derived cutoff.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no	Observation date.
adx	float | None	yes	ADX reading at this bar. None during warm-up.
choppiness	float | None	yes	Choppiness Index reading at this bar. None during warm-up.
regime	Literal['strong_trend', 'weak_trend', 'ranging', 'transition']	no	Classified regime for this bar.
regime_changed	bool	no	True when this bar's regime differs from the previous bar's.

Multi-Symbol and Utility

Cross-sectional, composition, and discovery endpoints.

correlation

Query parameters for the rolling pairwise correlation endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date		Index column name in data.
target	str	close		Column to compute correlation on.
window	int	60	gt=0	Rolling window length in bars.
method	Literal["pearson", "spearman", "kendall"]	pearson		Correlation method passed through to pandas.DataFrame.corr.
pairs	list[tuple[str, str]] | None	required		Optional explicit list of (symbol_a, symbol_b) pairs. Defaults to all unique pairs.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	datetime | date | str	no	Observation date.
symbol_a	str	no	First symbol of the pair.
symbol_b	str	no	Second symbol of the pair.
correlation	float | None	yes	Rolling correlation between symbol_a and symbol_b.

correlation_matrix

Query parameters for the snapshot correlation-matrix endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date		Index column name in data.
target	str	close		Column to correlate.
window	Annotated[int, Gt(gt=0)] | None	required		If set, restrict correlation to the trailing window rows before as_of_date. None uses every available row.
method	Literal["pearson", "spearman", "kendall"]	pearson
as_of_date	datetime | date | str | None	required		Anchor date for the snapshot. None uses the last available row in the input.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
as_of_date	datetime | date | str	no	Anchor date used for the snapshot.
symbols	list[str]	no	Symbols, in matrix order.
matrix	list[list[float]]	no	Correlation values.

indicators

Query parameters for the catalogue endpoint.

Required input columns: volume

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
category	Literal["overlay", "oscillator", "volatility", "volume", "trend", "signal", "structure", "stats", "multi", "all"]	all		Filter to a single family, or all to return everything.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
indicators	str	no

multi

Query parameters for the multi-indicator composition endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date		Index column name in data.
indicators	list[openbb_technical.multi.compose.MultiIndicatorRequest]	required		Indicators to compute, in arbitrary order.
target	str	close		Target column forwarded to indicators that accept one.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
date	str	no
values	str	no

relative_rotation

Relative Rotation Query Parameters.

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
benchmark	str	required		The symbol to be used as the benchmark.
study	Literal["price", "volume", "volatility"]	price		The data point for the calculations. If 'price', the closing price will be used. If 'volatility', the standard deviation of the closing price will be used. If 'data' is supplied as a pivot table, the 'study' will assume the values are the closing price and 'volume' will be ignored.
long_period	int | None	252		The length of the long period for momentum calculation, by default is 252. Adjust this value, to 365, when supplying assets such as crypto.
short_period	int | None	21		The length of the short period for momentum calculation, by default is 21. Adjust this value, to 30, when supplying assets such as crypto.
window	int | None	21		The length of window for the standard deviation calculation, by default is 21. Adjust this value, to 30, when supplying assets such as crypto.
trading_periods	int | None	252		The number of trading periods per year, for the standard deviation calculation, by default is 252. Adjust this value, to 365, when supplying assets such as crypto.
chart_params	dict[str, Any] | None	required		Additional parameters to pass when chart=True and the openbb-charting extension is installed. Parameters can be passed again to redraw the chart using the charting.to_chart() method of the response. ChartParams ----------- date: Optional[str] A target end date within the data, by default is the last date in the data. show_tails: bool Show the tails on the chart, by default is True. tail_periods: Optional[int] Number of periods to show in the tails, by default is 16. tail_interval: Literal['day', 'week', 'month'] Interval to show the tails, by default is 'week'. title: Optional[str] Title of the chart.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
symbols	str	no
benchmark	str	no
study	str	no
rs_ratios	str	no
rs_momentum	str	no

screen

Query parameters for the multi-symbol screen endpoint.

Required input columns: close

Parameters (in addition to data):

Name	Type	Default	Constraints	Description
index	str	date		Index column name in data.
target	str	close		Default target column.
conditions	list[openbb_technical.multi.screen.ScreenCondition]	required		Predicates to evaluate against each symbol's indicators.
combine	Literal["and", "or"]	and		and returns symbols matching every condition; or returns symbols matching at least one.
as_of_date	datetime | date | str | None	required		Anchor date. Defaults to the latest date per symbol when unset.

Returns — OBBject with results list of rows containing:

Column	Type	Nullable	Description
symbol	str	no
as_of_date	str	no
matched_conditions	str	no
values	str	no