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.

RESPONSE DATA
FieldTypeDescription
payload.metadata.api-versionstringVersion of the API.
payload.data[index].timestamptimestampThe observation timestamp.
payload.data[index].monthlyHighnumberThis is the monthly spot price high.
payload.data[index].monthlyLownumberThis is the monthly spot price low.
payload.data[index].dailyOpennumberThis is the daily spot price open.
payload.data[index].dailyHighnumberThis is the daily spot price high.
payload.data[index].dailyLownumberThis is the daily spot price low.
payload.data[index].dailyClosenumberThis is the daily spot price close.
payload.data[index].monthlyHistoricalVolatilitynumberThis is the Parkinson realized volatility calculation using the monthly data.
payload.data[index].dailyHistoricalVolatility30DaysnumberThis is the 30-day Parkinson realized volatility.

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