curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/cones/tradfi \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/cones/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/cones/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/cones/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/cones/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/cones/tradfi")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/cones/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": [
{
"current_10days": 188.59100441153967,
"current_189days": 86.58315755127511,
"current_21days": 138.18121201307443,
"current_5days": 177.94536809019925,
"current_84days": 93.83723862596857,
"exchange": "tradfi",
"max_10days": 188.59100441153967,
"max_189days": 86.76388935216092,
"max_21days": 140.3676474329399,
"max_5days": 225.93675129920987,
"max_84days": 93.94244338085745,
"min_10days": 24.71124747847173,
"min_189days": 71.31319001610387,
"min_21days": 47.55385962174648,
"min_5days": 12.664887422213141,
"min_84days": 60.73489458144765,
"p25_10days": 63.068268972451435,
"p25_189days": 73.98652169371746,
"p25_21days": 67.40309577779034,
"p25_5days": 58.235148096095095,
"p25_84days": 69.5842893029508,
"p50_10days": 77.48942438611766,
"p50_189days": 75.05077112473491,
"p50_21days": 76.56004436195146,
"p50_5days": 74.69020857542536,
"p50_84days": 74.26986502630952,
"p75_10days": 86.78839740397001,
"p75_189days": 76.92083508135832,
"p75_21days": 84.42278362853486,
"p75_5days": 96.37097855158274,
"p75_84days": 83.5450669521583,
"pair": "COIN"
}
],
"metadata": {
"api-version": "2023-09-30"
}
}
}{}Volatility Cones
The endpoint returns the percentile distribution of realized volatility for a specific spot trading pair. We can see the RV distribution for multiple measurement windows compared to the end date.
curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/cones/tradfi \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/cones/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/cones/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/cones/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/cones/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/cones/tradfi")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/cones/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": [
{
"current_10days": 188.59100441153967,
"current_189days": 86.58315755127511,
"current_21days": 138.18121201307443,
"current_5days": 177.94536809019925,
"current_84days": 93.83723862596857,
"exchange": "tradfi",
"max_10days": 188.59100441153967,
"max_189days": 86.76388935216092,
"max_21days": 140.3676474329399,
"max_5days": 225.93675129920987,
"max_84days": 93.94244338085745,
"min_10days": 24.71124747847173,
"min_189days": 71.31319001610387,
"min_21days": 47.55385962174648,
"min_5days": 12.664887422213141,
"min_84days": 60.73489458144765,
"p25_10days": 63.068268972451435,
"p25_189days": 73.98652169371746,
"p25_21days": 67.40309577779034,
"p25_5days": 58.235148096095095,
"p25_84days": 69.5842893029508,
"p50_10days": 77.48942438611766,
"p50_189days": 75.05077112473491,
"p50_21days": 76.56004436195146,
"p50_5days": 74.69020857542536,
"p50_84days": 74.26986502630952,
"p75_10days": 86.78839740397001,
"p75_189days": 76.92083508135832,
"p75_21days": 84.42278362853486,
"p75_5days": 96.37097855158274,
"p75_84days": 83.5450669521583,
"pair": "COIN"
}
],
"metadata": {
"api-version": "2023-09-30"
}
}
}{}Authorizations
Query Parameters
[Required] The underlying currency for which there are listed option instruments. [Examples] IBIT | COIN
[Optional] Payload only includes data after this date (inclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00
[Optional] Payload only includes data before this date (exclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00
[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
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