Seasonality: Volatility Day of Week

get https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/seasonality/day-of-week

This endpoint returns the average realized volatility, for a select date range, grouped by the day-of-the-week. Users can view how weekend volatility compares to say, Wednesday realized volatility, etc.

RESPONSE DATA

Field	Type	Description
payload.metadata.api-version	`string`	Version of the API.
payload.data[index].weekday	`string`	This is the day of the week.
payload.data[index].historicalVolatility1day	`number`	The is the average 1-day realized volatility, over the select date range, for the given day of the week..

Query Params

exchange

string

required

Defaults to gdax

[Required] The exchange for which to retrieve the volatility cone.
[Examples] gdax

pair

string

required

Defaults to btc_usd

[Required] The underlying pair for which to retrieve the volatility cone.
[Examples] btc_usd

startDate

date-time

Defaults to 2020-01-01

[Optional] Payload only includes data after this date (inclusive).
[Formats] seconds | milliseconds | iso8601
[Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00

endDate

date-time

Defaults to 2024-06-01

[Optional] Payload only includes data before this date (exclusive).
[Formats] seconds | milliseconds | iso8601
[Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00

timeFormat

string

[Optional] Time format of the timestamps in the return payload.
[Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable

Responses

Language

Credentials

Header


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curl --request GET \
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     --url 'https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/seasonality/day-of-week?exchange=gdax&pair=btc_usd&startDate=2020-01-01&endDate=2024-06-01' \
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     --header 'accept: application/json' \
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     --header 'x-api-key: API_KEY'

Click Try It! to start a request and see the response here! Or choose an example:

application/json

200200

400400