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>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/tradfi"
headers = {"x-api-key": "<api-key>"}
response = requests.get(url, headers=headers)
print(response.text)const options = {method: 'GET', headers: {'x-api-key': '<api-key>'}};
fetch('https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/tradfi', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/tradfi",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "GET",
CURLOPT_HTTPHEADER => [
"x-api-key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"net/http"
"io"
)
func main() {
url := "https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/tradfi"
req, _ := http.NewRequest("GET", url, nil)
req.Header.Add("x-api-key", "<api-key>")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.get("https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/tradfi")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/tradfi")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Get.new(url)
request["x-api-key"] = '<api-key>'
response = http.request(request)
puts response.read_body{
"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"
}
}
}{}Realized Volatility
Realized Volatility (Close-to-Close)
This endpoint returns the entire series of close-to-close realized volatility and OHLCV prices for a selected currency (ticker). Note the realized volatility calculation window must have enough data points to return a value.
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>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/tradfi"
headers = {"x-api-key": "<api-key>"}
response = requests.get(url, headers=headers)
print(response.text)const options = {method: 'GET', headers: {'x-api-key': '<api-key>'}};
fetch('https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/tradfi', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/tradfi",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "GET",
CURLOPT_HTTPHEADER => [
"x-api-key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"net/http"
"io"
)
func main() {
url := "https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/tradfi"
req, _ := http.NewRequest("GET", url, nil)
req.Header.Add("x-api-key", "<api-key>")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.get("https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/tradfi")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/tradfi")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Get.new(url)
request["x-api-key"] = '<api-key>'
response = http.request(request)
puts response.read_body{
"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
Query Parameters
[Required] The underlying currency for which there are listed option instruments. [Examples] IBIT | COIN
[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
Was this page helpful?
⌘I