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essegisolutions edited this page Jan 13, 2018 · 8 revisions

What ROC does?

This API returns the rate of change (ROC) values. The related REST API documentation is here


Including the ROC namespace

The very first thing to do before diving into ROC calls is to include the right namespace.


using Avapi.AvapiROC

How to get a ROC object?

The ROC object is retrieved from the Connection object.

The snippet below shows how to get the Connection object:


...
IAvapiConnection connection = AvapiConnection.Instance
connection.Connect("Your Alpha Vantage API Key !!!!");
...

Once you got the Connection object you can extract the ROC from it.


...
Int_ROC roc = 
	connection.GetQueryObject_ROC();

Perform a ROC Synchronous Request

To perform a ROC request you have 2 options:

  1. The request with constants:

IAvapiResponse_ROC Query(string symbol,
		ROC_interval interval,
		int time_period,
		ROC_series_type series_type);

  1. The request without constants:

IAvapiResponse_ROC QueryPrimitive(string symbol,
		string interval,
		string time_period,
		string series_type);

Perform an ROC Asynchronous Request

To perform an ROC asynchronous request you have 2 options:

  1. The request with constants:

async Task<IAvapiResponse_ROC> QueryAsync(string symbol,
		ROC_interval interval,
		int time_period,
		ROC_series_type series_type);

  1. The request without constants:

async Task<IAvapiResponse_ROC> QueryAsync(string symbol,
		string interval,
		string time_period,
		string series_type);

Parameters

The parameters below are needed to perform the ROC request.

  • symbol: The name of the equity
  • interval: The time interval between two consecutive data points in the time series.
  • time_period: Number of data points used to calculate each ROC value.
  • series_type: The price type in the time series. The types supported are: close, open, high, low

Please notice that the info above are copied from the official alphavantage documentation, that you can find here.


The request with constants

The request with constants implies the use of different enums:

  • ROC_interval
  • ROC_series_type

ROC_interval: The time interval between two consecutive data points in the time series.


public enum ROC_interval
{
	none,
	n_1min,
	n_5min,
	n_15min,
	n_30min,
	n_60min,
	daily,
	weekly,
	monthly
}

ROC_series_type: The price type in the time series. The types supported are: close, open, high, low


public enum ROC_series_type
{
	none,
	close,
	open,
	high,
	low
}


ROC Response

The response of a ROC request is an object that implements the IAvapiResponse_ROC interface.


public interface IAvapiResponse_ROC
{
    string RawData
    {
        get;
    }
    IAvapiResponse_ROC_Content Data
    {
        get;
    }
}

The IAvapiResponse_ROC interface has two members: RawData and Data.

  • RawData: represents the json response in string format.
  • Data: It represents the parsed response in an object implementing the interface IAvapiResponse_ROC_Content.

Complete Example of a Console App: Display the result of a ROC request by using the method Query (synchronous request)


using System;
using System.IO;
using Avapi.AvapiROC;

namespace Avapi
{
    public class Example
    {
        static void Main()
        {
            // Creating the connection object
            IAvapiConnection connection = AvapiConnection.Instance;

            // Set up the connection and pass the API_KEY provided by alphavantage.co
            connection.Connect("Your Alpha Vantage API Key !!!!");

            // Get the ROC query object
            Int_ROC roc =
                connection.GetQueryObject_ROC();

            // Perform the ROC request and get the result
            IAvapiResponse_ROC rocResponse = 
            roc.Query(
                 "MSFT",
                 Const_ROC.ROC_interval.n_1min,
                 10,
                 Const_ROC.ROC_series_type.close);

            // Printout the results
            Console.WriteLine("******** RAW DATA ROC ********");
            Console.WriteLine(rocResponse.RawData);

            Console.WriteLine("******** STRUCTURED DATA ROC ********");
            var data = rocResponse.Data;
            if (data.Error)
            {
                Console.WriteLine(data.ErrorMessage);
            }
            else
            {
                Console.WriteLine("Symbol: " + data.MetaData.Symbol);
                Console.WriteLine("Indicator: " + data.MetaData.Indicator);
                Console.WriteLine("LastRefreshed: " + data.MetaData.LastRefreshed);
                Console.WriteLine("Interval: " + data.MetaData.Interval);
                Console.WriteLine("TimePeriod: " + data.MetaData.TimePeriod);
                Console.WriteLine("SeriesType: " + data.MetaData.SeriesType);
                Console.WriteLine("TimeZone: " + data.MetaData.TimeZone);
                Console.WriteLine("========================");
                Console.WriteLine("========================");
                foreach (var technical in data.TechnicalIndicator)
                {
                    Console.WriteLine("ROC: " + technical.ROC);
                    Console.WriteLine("DateTime: " + technical.DateTime);
                    Console.WriteLine("========================");
                }
            }
        }
    }
}

Complete Example of a Windows Form App: Display the result of a ROC request by using the method QueryAsync (asynchronous request)


using Avapi;
using Avapi.AvapiROC
using System;
using System.Windows.Forms;

namespace WindowsFormsApp1
{
    public partial class Form1 : Form
    {
        private IAvapiConnection m_connection = AvapiConnection.Instance;
        private Int_ROC m_roc;
        private IAvapiResponse_ROC m_rocResponse;

        public Form1()
        {
            InitializeComponent();
        }

        protected override void OnLoad(EventArgs e)
        {
            // Set up the connection and pass the API_KEY provided by alphavantage.co
            m_connection.Connect("Your Alpha Vantage Key");

            // Get the ROC query object
            m_roc = m_connection.GetQueryObject_ROC();

            base.OnLoad(e);
        }

        private async void ROCAsyncButton_Click(object sender, EventArgs e)
        {
            // Perform the ROC request and get the result
            m_rocResponse = 
                await m_roc.QueryAsync(
                     "MSFT",
                     Const_ROC.ROC_interval.n_1min,
                     10,
                     Const_ROC.ROC_series_type.close);

             // Show the results
            resultTextBox.AppendText("******** RAW DATA ROC ********" + "\n");
            resultTextBox.AppendText(m_rocResponse.RawData + "\n");

            resultTextBox.AppendText("******** STRUCTURED DATA ROC ********" + "\n");
            var data = m_rocResponse.Data;
            if (data.Error)
            {
                resultTextBox.AppendText(data.ErrorMessage + "\n");
            }
            else
            {
                resultTextBox.AppendText("Symbol: " + data.MetaData.Symbol + "\n");
                resultTextBox.AppendText("Indicator: " + data.MetaData.Indicator + "\n");
                resultTextBox.AppendText("LastRefreshed: " + data.MetaData.LastRefreshed + "\n");
                resultTextBox.AppendText("Interval: " + data.MetaData.Interval + "\n");
                resultTextBox.AppendText("TimePeriod: " + data.MetaData.TimePeriod + "\n");
                resultTextBox.AppendText("SeriesType: " + data.MetaData.SeriesType + "\n");
                resultTextBox.AppendText("TimeZone: " + data.MetaData.TimeZone + "\n");
                resultTextBox.AppendText("========================" + "\n");
                resultTextBox.AppendText("========================" + "\n");
                foreach (var technical in data.TechnicalIndicator)
                {
                    resultTextBox.AppendText("ROC: " + technical.ROC + "\n");
                    resultTextBox.AppendText("DateTime: " + technical.DateTime + "\n");
                    resultTextBox.AppendText("========================" + "\n");
                }
            }
        }
    }
}

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