curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/cones/tradfi \
--header 'x-api-key: <api-key>'{
"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"
}
}
}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>'{
"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"
}
}
}Was this page helpful?