Twelve Data API (Market Data)

The Volume Weighted Average Price (VWAP) endpoint provides the VWAP value for a specified stock or asset over a given time period. This indicator calculates the average price at which a security has traded throughout the day, based on both volume and price. It is useful for identifying the true average price of an asset, helping traders to assess the current price relative to the day's average.

The Weighted Close Price (WCLPRICE) endpoint calculates a security's average price by giving additional weight to the closing price, using the formula: (High + Low + Close * 2) / 4.

The Williams %R (WILLR) endpoint calculates the Williams Percent Range, a momentum indicator that evaluates a security's closing price relative to its high-low range over a specified period. This endpoint returns data that helps users identify potential overbought or oversold conditions and possible trend reversals in the market.

The Weighted Moving Average (WMA) endpoint calculates and returns the WMA values for a given security over a specified period. This endpoint provides a time series of weighted averages, where recent prices have a higher influence, allowing users to track and analyze short-term price trends effectively.

The insider transaction endpoint provides detailed data on trades executed by company insiders, such as executives and directors. It returns information including the insider's name, their role, the transaction type, the number of shares, the transaction date, and the price per share. This endpoint is useful for tracking insider activity and understanding potential insider sentiment towards a company's stock. The endpoint requires a valid Twelve Data symbol, for example AAPL.

The profile endpoint provides detailed company information, including the company's name, industry, sector, CEO, headquarters location, and market capitalization. This data is useful for obtaining a comprehensive overview of a company's business and financial standing.

The income statement consolidated endpoint provides a company's raw income statement, detailing revenue, expenses, and net income for specified periods, either annually or quarterly. This data is essential for evaluating a company's financial performance over time, allowing users to access comprehensive financial results in a structured format.