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"
}
}
}
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.
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"
}
}
}
[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
Successful request
The response is of type object
.
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