GET
/
analytics
/
realized-volatility
/
correlation-beta
Correlation, Beta and Realized Volatility
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/correlation-beta \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "timestamp": 1717891200000,
        "pairOne": "btc_usd",
        "closeOne": 69637.87,
        "returnOne": 0.004805182515383674,
        "realizedVolatility30One": 42.0864678279902,
        "realizedVolatility90One": 57.68190160816796,
        "realizedVolatility180One": 57.19054161014279,
        "pairTwo": "bat_usd",
        "closeTwo": 0.21888,
        "returnTwo": 0.028499878450170477,
        "realizedVolatility30Two": 68.5370023337145,
        "realizedVolatility90Two": 98.47758869601947,
        "realizedVolatility180Two": 98.80410983128807,
        "correlation30": 0.7552476390292794,
        "correlation90": 0.799399139913421,
        "correlation180": 0.7034835781804859,
        "beta30": 3.2189444686705147e-7,
        "beta90": 3.259995070131424e-7,
        "beta180": 2.587090631033647e-7
      },
      {
        "timestamp": 1717804800000,
        "pairOne": "btc_usd",
        "closeOne": 69304.05,
        "returnOne": -0.0002954657711849934,
        "realizedVolatility30One": 43.510440478954465,
        "realizedVolatility90One": 58.54203426168267,
        "realizedVolatility180One": 57.26235339834626,
        "pairTwo": "bat_usd",
        "closeTwo": 0.21273,
        "returnTwo": -0.07085578364699298,
        "realizedVolatility30Two": 69.60916551937758,
        "realizedVolatility90Two": 100.10234014263939,
        "realizedVolatility180Two": 98.80989210134847,
        "correlation30": 0.7809324038016613,
        "correlation90": 0.8040191980294766,
        "correlation180": 0.7039716058761781,
        "beta30": 3.298003756654707e-7,
        "beta90": 3.2338597625240846e-7,
        "beta180": 2.580752678941824e-7
      },
      {
        "timestamp": 1717718400000,
        "pairOne": "btc_usd",
        "closeOne": 69324.53,
        "returnOne": -0.020687803170697266,
        "realizedVolatility30One": 44.52510585826129,
        "realizedVolatility90One": 58.620168182085145,
        "realizedVolatility180One": 57.74446769789986,
        "pairTwo": "bat_usd",
        "closeTwo": 0.22835,
        "returnTwo": -0.0702970349285314,
        "realizedVolatility30Two": 67.59168422916571,
        "realizedVolatility90Two": 99.79452179567559,
        "realizedVolatility180Two": 99.14883650740931,
        "correlation30": 0.8384256395875948,
        "correlation90": 0.8123615147733092,
        "correlation180": 0.7156438865064703,
        "beta30": 3.213416176062202e-7,
        "beta90": 3.222167701111019e-7,
        "beta180": 2.6232794407298634e-7
      },
      {
        "timestamp": 1717632000000,
        "pairOne": "btc_usd",
        "closeOne": 70773.64,
        "returnOne": -0.004897583519386445,
        "realizedVolatility30One": 43.7653513827422,
        "realizedVolatility90One": 58.28780588209326,
        "realizedVolatility180One": 57.57807390771005,
        "pairTwo": "bat_usd",
        "closeTwo": 0.24498,
        "returnTwo": -0.01844264842333594,
        "realizedVolatility30Two": 57.788771231287726,
        "realizedVolatility90Two": 99.19624699849902,
        "realizedVolatility180Two": 98.43878948353606,
        "correlation30": 0.8347486153111778,
        "correlation90": 0.8048882724001079,
        "correlation180": 0.7150263754113316,
        "beta30": 2.9859210171738087e-7,
        "beta90": 3.2187101162116015e-7,
        "beta180": 2.611012411634596e-7
      },
      {
        "timestamp": 1717545600000,
        "pairOne": "btc_usd",
        "closeOne": 71121.11,
        "returnOne": 0.008171385099943545,
        "realizedVolatility30One": 44.10671312259362,
        "realizedVolatility90One": 58.66730021945763,
        "realizedVolatility180One": 57.56836799053604,
        "pairTwo": "bat_usd",
        "closeTwo": 0.24954,
        "returnTwo": 0.024461213541681317,
        "realizedVolatility30Two": 57.667903155340795,
        "realizedVolatility90Two": 99.74604119536528,
        "realizedVolatility180Two": 98.47441035636534,
        "correlation30": 0.8340454699445516,
        "correlation90": 0.7975124608841659,
        "correlation180": 0.7145197980406409,
        "beta30": 2.9348839866265736e-7,
        "beta90": 3.158520069930095e-7,
        "beta180": 2.6096796522584775e-7
      },
      {
        "timestamp": 1717459200000,
        "pairOne": "btc_usd",
        "closeOne": 70542.32,
        "returnOne": 0.025139890979064928,
        "realizedVolatility30One": 44.85597488724197,
        "realizedVolatility90One": 58.789640030384824,
        "realizedVolatility180One": 57.63359881131043,
        "pairTwo": "bat_usd",
        "closeTwo": 0.24351,
        "returnTwo": 0.0036203602303056456,
        "realizedVolatility30Two": 58.17214054961427,
        "realizedVolatility90Two": 100.52944674495889,
        "realizedVolatility180Two": 98.53728013004222,
        "correlation30": 0.8431772514802272,
        "correlation90": 0.7915534454453563,
        "correlation180": 0.7153903152429061,
        "beta30": 2.893332386492286e-7,
        "beta90": 3.1673458881810907e-7,
        "beta180": 2.6138032641376585e-7
      }
    ]
  }
}

Authorizations

​
x-api-key
string
header
required

Query Parameters

​
exchange
string
default:gdax
required

[Required] The exchange for which to retrieve the volatility cone. [Examples] gdax

​
pair
string
default:btc_usd
required

[Required] The underlying pair for which to retrieve the volatility cone. [Examples] btc_usd

​
pair2
string
default:crv_usd
required

[Required] The underlying pair for which to retrieve the volatility cone. [Examples] btc_usd

​
timeFormat
string

[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable

Response

200
application/json

200

The response is of type object.