> ## Documentation Index > Fetch the complete documentation index at: https://docs.amberdata.io/llms.txt > Use this file to discover all available pages before exploring further. # Correlation, Beta and Realized Volatility > This endpoint returns the entire series of closing prices for two selected currency pairs from a given exchange. In addition to the series of closing prices the endpoint also returns the various realized volatility measures (using the high/low Parkinson method), rolling correlation calculation and beta. Beta is a measure of the second pair, in terms of the first pair. ## OpenAPI ````yaml get /analytics/realized-volatility/correlation-beta openapi: 3.1.0 info: title: derivatives-api version: '2' servers: - url: https://api.amberdata.com/markets/derivatives security: - sec0: [] paths: /analytics/realized-volatility/correlation-beta: get: summary: Correlation, Beta and Realized Volatility description: >- This endpoint returns the entire series of closing prices for two selected currency pairs from a given exchange. In addition to the series of closing prices the endpoint also returns the various realized volatility measures (using the high/low Parkinson method), rolling correlation calculation and beta. Beta is a measure of the second pair, in terms of the first pair. operationId: derivatives-realized-volatility-correlation-beta parameters: - name: exchange in: query description: >- **[Required]** The exchange for which to retrieve the volatility cone. **[Examples]** `gdax` required: true schema: type: string default: gdax - name: pair in: query description: >- **[Required]** The underlying pair for which to retrieve the volatility cone. **[Examples]** `btc_usd` required: true schema: type: string default: btc_usd - name: pair2 in: query description: >- **[Required]** The underlying pair for which to retrieve the volatility cone. **[Examples]** `btc_usd` required: true schema: type: string default: crv_usd - name: timeFormat in: query description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string responses: '200': description: '200' content: application/json: schema: type: object properties: status: type: integer example: 200 title: type: string example: OK description: type: string example: Successful request payload: type: object properties: data: type: array items: type: object properties: timestamp: type: integer example: 1717891200000 description: >- The timestamp for the correlation and volatility data point in milliseconds pairOne: type: string example: btc_usd description: The first trading pair identifier closeOne: type: number example: 69637.87 description: The closing price for the first pair returnOne: type: number example: 0.004805182515383674 description: The return for the first pair realizedVolatility30One: type: number example: 42.0864678279902 description: >- 30-day realized volatility for the first pair using Parkinson method realizedVolatility90One: type: number example: 57.68190160816796 description: >- 90-day realized volatility for the first pair using Parkinson method realizedVolatility180One: type: number example: 57.19054161014279 description: >- 180-day realized volatility for the first pair using Parkinson method pairTwo: type: string example: bat_usd description: The second trading pair identifier closeTwo: type: number example: 0.21888 description: The closing price for the second pair returnTwo: type: number example: 0.028499878450170477 description: The return for the second pair realizedVolatility30Two: type: number example: 68.5370023337145 description: >- 30-day realized volatility for the second pair using Parkinson method realizedVolatility90Two: type: number example: 98.47758869601947 description: >- 90-day realized volatility for the second pair using Parkinson method realizedVolatility180Two: type: number example: 98.80410983128807 description: >- 180-day realized volatility for the second pair using Parkinson method correlation30: type: number example: 0.7552476390292794 description: 30-day rolling correlation between the two pairs correlation90: type: number example: 0.799399139913421 description: 90-day rolling correlation between the two pairs correlation180: type: number example: 0.7034835781804859 description: >- 180-day rolling correlation between the two pairs beta30: type: number example: 3.2189444686705147e-7 description: >- 30-day beta of the second pair relative to the first pair beta90: type: number example: 3.259995070131424e-7 description: >- 90-day beta of the second pair relative to the first pair beta180: type: number example: 2.587090631033647e-7 description: >- 180-day beta of the second pair relative to the first pair examples: Result: value: 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 '400': description: '400' content: application/json: examples: Result: value: {} schema: type: object properties: {} deprecated: false security: - ApiKeyAuth: [] components: securitySchemes: ApiKeyAuth: type: apiKey in: header name: x-api-key ````