curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/cones \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/cones"
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', 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",
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"
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")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/cones")
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": [
{
"exchange": "gdax",
"pair": "btc_usd",
"current_180days": 57.8576871987908,
"min_180days": 39.11684280082735,
"max_180days": 112.16458840572531,
"p75_180days": 84.21832787116985,
"p50_180days": 69.90313327986112,
"p25_180days": 54.88690147506426,
"current_90days": 65.38033717750392,
"min_90days": 34.29029015131686,
"max_90days": 124.89522804294555,
"p75_90days": 81.16783917660511,
"p50_90days": 66.31691486150768,
"p25_90days": 52.334979706515774,
"current_30days": 45.06156764942955,
"min_30days": 24.07333390860325,
"max_30days": 189.48310101421418,
"p75_30days": 75.90531543097599,
"p50_30days": 63.18354743795466,
"p25_30days": 49.081271883281325,
"current_14days": 50.63271655398003,
"min_14days": 15.905336435198922,
"max_14days": 261.45308678136536,
"p75_14days": 77.15011657183202,
"p50_14days": 59.65214502613274,
"p25_14days": 45.349055100239696,
"current_7days": 47.446161931957064,
"min_7days": 15.772143462558525,
"max_7days": 331.20928400816234,
"p75_7days": 74.68689529993709,
"p50_7days": 56.631315187516996,
"p25_7days": 42.829248159278094,
"current_1day": 29.148342222179462,
"min_1day": 0.47061174456210236,
"max_1day": 619.625334604921,
"p75_1day": 69.98263387792929,
"p50_1day": 46.804756220012045,
"p25_day1": 30.227524387511373
}
]
}
}{}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 \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/cones"
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', 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",
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"
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")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/cones")
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": [
{
"exchange": "gdax",
"pair": "btc_usd",
"current_180days": 57.8576871987908,
"min_180days": 39.11684280082735,
"max_180days": 112.16458840572531,
"p75_180days": 84.21832787116985,
"p50_180days": 69.90313327986112,
"p25_180days": 54.88690147506426,
"current_90days": 65.38033717750392,
"min_90days": 34.29029015131686,
"max_90days": 124.89522804294555,
"p75_90days": 81.16783917660511,
"p50_90days": 66.31691486150768,
"p25_90days": 52.334979706515774,
"current_30days": 45.06156764942955,
"min_30days": 24.07333390860325,
"max_30days": 189.48310101421418,
"p75_30days": 75.90531543097599,
"p50_30days": 63.18354743795466,
"p25_30days": 49.081271883281325,
"current_14days": 50.63271655398003,
"min_14days": 15.905336435198922,
"max_14days": 261.45308678136536,
"p75_14days": 77.15011657183202,
"p50_14days": 59.65214502613274,
"p25_14days": 45.349055100239696,
"current_7days": 47.446161931957064,
"min_7days": 15.772143462558525,
"max_7days": 331.20928400816234,
"p75_7days": 74.68689529993709,
"p50_7days": 56.631315187516996,
"p25_7days": 42.829248159278094,
"current_1day": 29.148342222179462,
"min_1day": 0.47061174456210236,
"max_1day": 619.625334604921,
"p75_1day": 69.98263387792929,
"p50_1day": 46.804756220012045,
"p25_day1": 30.227524387511373
}
]
}
}{}Authorizations
Query Parameters
[Required] The exchange for which to retrieve the volatility cone.
[Examples] gdax
[Required] The underlying pair for which to retrieve the volatility cone.
[Examples] btc_usd
[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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