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GET
/
analytics
/
realized-volatility
/
monthly-vs-daily-ratio
Monthly versus Daily Volatility Ratio
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/monthly-vs-daily-ratio \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "timestamp": 1717113600000,
        "monthlyHigh": 71980,
        "monthlyLow": 56500,
        "dailyOpen": 68338.58,
        "dailyHigh": 69024.71,
        "dailyLow": 66584.47,
        "dailyClose": 67472.41,
        "monthlyHistoricalVolatility": 50.3764986312911,
        "dailyHistoricalVolatility30Days": 44.724266426706855
      },
      {
        "timestamp": 1717027200000,
        "monthlyHigh": 71980,
        "monthlyLow": 56500,
        "dailyOpen": 67569.44,
        "dailyHigh": 69536.89,
        "dailyLow": 67092.91,
        "dailyClose": 68338.58,
        "monthlyHistoricalVolatility": 50.3764986312911,
        "dailyHistoricalVolatility30Days": 46.66868139849072
      },
      {
        "timestamp": 1716940800000,
        "monthlyHigh": 71980,
        "monthlyLow": 56500,
        "dailyOpen": 68321.99,
        "dailyHigh": 68864.11,
        "dailyLow": 67081.66,
        "dailyClose": 67569.45,
        "monthlyHistoricalVolatility": 50.3764986312911,
        "dailyHistoricalVolatility30Days": 46.563226687535305
      },
      {
        "timestamp": 1716854400000,
        "monthlyHigh": 71980,
        "monthlyLow": 56500,
        "dailyOpen": 69366.31,
        "dailyHigh": 69533.96,
        "dailyLow": 67194.59,
        "dailyClose": 68321.98,
        "monthlyHistoricalVolatility": 50.3764986312911,
        "dailyHistoricalVolatility30Days": 46.9562324420313
      },
      {
        "timestamp": 1716768000000,
        "monthlyHigh": 71980,
        "monthlyLow": 56500,
        "dailyOpen": 68470.8,
        "dailyHigh": 70613.39,
        "dailyLow": 68210.12,
        "dailyClose": 69368.72,
        "monthlyHistoricalVolatility": 50.3764986312911,
        "dailyHistoricalVolatility30Days": 46.70074496173833
      },
      {
        "timestamp": 1716681600000,
        "monthlyHigh": 71980,
        "monthlyLow": 56500,
        "dailyOpen": 69289.69,
        "dailyHigh": 69522,
        "dailyLow": 68097.38,
        "dailyClose": 68473.72,
        "monthlyHistoricalVolatility": 50.3764986312911,
        "dailyHistoricalVolatility30Days": 46.405537150028884
      },
      {
        "timestamp": 1716595200000,
        "monthlyHigh": 71980,
        "monthlyLow": 56500,
        "dailyOpen": 68545.52,
        "dailyHigh": 69605.03,
        "dailyLow": 68487.44,
        "dailyClose": 69289.67,
        "monthlyHistoricalVolatility": 50.3764986312911,
        "dailyHistoricalVolatility30Days": 46.46990787338427
      },
      {
        "timestamp": 1716508800000,
        "monthlyHigh": 71980,
        "monthlyLow": 56500,
        "dailyOpen": 67932.79,
        "dailyHigh": 69278.75,
        "dailyLow": 66587.91,
        "dailyClose": 68547.8,
        "monthlyHistoricalVolatility": 50.3764986312911,
        "dailyHistoricalVolatility30Days": 47.08589841634579
      },
      {
        "timestamp": 1716422400000,
        "monthlyHigh": 71980,
        "monthlyLow": 56500,
        "dailyOpen": 69109.93,
        "dailyHigh": 70066.95,
        "dailyLow": 66259,
        "dailyClose": 67940.45,
        "monthlyHistoricalVolatility": 50.3764986312911,
        "dailyHistoricalVolatility30Days": 46.45863315887012
      },
      {
        "timestamp": 1716336000000,
        "monthlyHigh": 71980,
        "monthlyLow": 56500,
        "dailyOpen": 70142.88,
        "dailyHigh": 70659.99,
        "dailyLow": 68887.52,
        "dailyClose": 69109.93,
        "monthlyHistoricalVolatility": 50.3764986312911,
        "dailyHistoricalVolatility30Days": 45.06156764942955
      },
      {
        "timestamp": 1716249600000,
        "monthlyHigh": 71980,
        "monthlyLow": 56500,
        "dailyOpen": 71432.16,
        "dailyHigh": 71980,
        "dailyLow": 69146.01,
        "dailyClose": 70142.84,
        "monthlyHistoricalVolatility": 50.3764986312911,
        "dailyHistoricalVolatility30Days": 45.59409947695456
      }
    ]
  }
}

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

​
timeFormat
string

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

Response

200

​
status
integer
Example:

200

​
title
string
Example:

"OK"

​
description
string
Example:

"Successful request"

​
payload
object