GET
/
analytics
/
realized-volatility
/
tradfi
Realized Volatility (Close-to-Close)
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/tradfi \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "close": 13.5,
        "currency": "MSTR",
        "high": 13.619999885559082,
        "low": 13.25,
        "open": 13.5,
        "realizedVolatility10Days": 42.55053906580126,
        "realizedVolatility21Days": 51.9967697271548,
        "realizedVolatility5Days": 49.02341214788099,
        "timestamp": "1999-02-10 00:00:00 000",
        "volume": 3439800
      },
      {
        "close": 13.3100004196167,
        "currency": "MSTR",
        "high": 13.5,
        "low": 13.3100004196167,
        "open": 13.4399995803833,
        "realizedVolatility10Days": 41.483069149771744,
        "realizedVolatility21Days": 50.17283788982283,
        "realizedVolatility5Days": 40.3459431943934,
        "timestamp": "1999-02-11 00:00:00 000",
        "volume": 730800
      },
      {
        "close": 13.25,
        "currency": "MSTR",
        "high": 13.380000114440918,
        "low": 13.25,
        "open": 13.3100004196167,
        "realizedVolatility10Days": 41.521601365651016,
        "realizedVolatility21Days": 49.544735477502634,
        "realizedVolatility5Days": 40.88781320744789,
        "timestamp": "1999-02-12 00:00:00 000",
        "volume": 257200
      },
      {
        "close": 12.5,
        "currency": "MSTR",
        "high": 13.279999732971191,
        "low": 12.380000114440918,
        "open": 13.25,
        "realizedVolatility10Days": 44.40531771996131,
        "realizedVolatility21Days": 52.10288651269471,
        "realizedVolatility42Days": 59.10540350631803,
        "realizedVolatility5Days": 46.20215332819742,
        "timestamp": "1999-02-16 00:00:00 000",
        "volume": 598800
      },
      {
        "close": 12.470000267028809,
        "currency": "MSTR",
        "high": 12.5600004196167,
        "low": 12.380000114440918,
        "open": 12.5,
        "realizedVolatility10Days": 44.34909983902889,
        "realizedVolatility21Days": 51.94373239262857,
        "realizedVolatility42Days": 58.08950322443194,
        "realizedVolatility5Days": 34.29863422875761,
        "timestamp": "1999-02-17 00:00:00 000",
        "volume": 346000
      }
    ],
    "metadata": {
      "api-version": "2023-09-30"
    }
  }
}

Authorizations

x-api-key
string
header
required

Query Parameters

currency
string
default:COIN
required

[Required] The underlying currency for which there are listed option instruments. [Examples] IBIT | COIN

timeFormat
string

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

Response

200
application/json

Successful request

The response is of type object.