Monthly versus Daily Volatility Ratio

This endpoint returns the relationship/comparison of Parkinson realized volatility calculation using one monthly calculation versus 30 daily calculations. The reasons these calculations might differ is due to mean-reversion, intra-month volatility and trending markets.

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  <summary>
    <small class="APISectionHeader-heading4MUMLbp4_nLs">RESPONSE DATA</small>
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  | Field                                                | Type        | Description                                                                   |
  | :--------------------------------------------------- | :---------- | :---------------------------------------------------------------------------- |
  | payload.metadata.api-version                         | `string`    | Version of the API.                                                           |
  | payload.data\[index].timestamp                       | `timestamp` | The observation timestamp.                                                    |
  | payload.data\[index].monthlyHigh                     | `number`    | This is the monthly spot price high.                                          |
  | payload.data\[index].monthlyLow                      | `number`    | This is the monthly spot price low.                                           |
  | payload.data\[index].dailyOpen                       | `number`    | This is the daily spot price open.                                            |
  | payload.data\[index].dailyHigh                       | `number`    | This is the daily spot price high.                                            |
  | payload.data\[index].dailyLow                        | `number`    | This is the daily spot price low.                                             |
  | payload.data\[index].dailyClose                      | `number`    | This is the daily spot price close.                                           |
  | payload.data\[index].monthlyHistoricalVolatility     | `number`    | This is the Parkinson realized volatility calculation using the monthly data. |
  | payload.data\[index].dailyHistoricalVolatility30Days | `number`    | This is the 30-day Parkinson realized volatility.                             |

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