Dear Sir,
I just want to ask whether Alphien provides the ‘turnover’ of stock (or maybe call it ‘Amount?’).
I can get ‘OHLCV’. But I did not find ‘T’ or ‘A’ value for ‘turnover’ of stock (or 'Amount)?
Hi,
For this competition, stock price data only include: open high low close, adjusted close (called ‘bb_live’) and volume. You can obviously make any transformation to these raw series if you think this will help you model. For your specific request, you may want to transform/augment the volume traded by mixing it with another dimension. This is feature engineering; I leave that open to you.
On top of stock prices, you can access all time series given by getTickersSP500Data. These are market based macro series.