get https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/tradfi
This endpoint returns the entire series of close-to-close realized volatility and OHLCV prices for a selected currency (ticker). Note the realized volatility calculation window must have enough data points to return a value.
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| payload.metadata.api-version | string | Version of the API. |
| payload.data[index].timestamp | timestamp | The observation timestamp. |
| payload.data[index].currency | string | The currency (ticker) symbol. |
| payload.data[index].open | number | This is the open price of the currency (ticker). |
| payload.data[index].high | number | This is the high price of the currency (ticker). |
| payload.data[index].low | number | This is the low price of the currency (ticker). |
| payload.data[index].close | number | This is the close price of the currency (ticker). |
| payload.data[index].volume | number | This is the volume, in shares, of the currency (ticker). |
| payload.data[index].realizedVolatility5 | number | This is the 5-day close-to-close realized volatility for the currency (ticker). |
| payload.data[index].realizedVolatility10 | number | This is the 10-day close-to-close realized volatility for the currency (ticker). |
| payload.data[index].realizedVolatility21 | number | This is the 21-day close-to-close realized volatility for the currency (ticker). |
| payload.data[index].realizedVolatility42 | number | This is the 42-day close-to-close realized volatility for the currency (ticker). |
| payload.data[index].realizedVolatility63 | number | This is the 63-day close-to-close realized volatility for the currency (ticker). |
| payload.data[index].realizedVolatility84 | number | This is the 84-day close-to-close realized volatility for the currency (ticker). |
| payload.data[index].realizedVolatility126 | number | This is the 126-day close-to-close realized volatility for the currency (ticker). |
| payload.data[index].realizedVolatility189 | number | This is the 189-day close-to-close realized volatility for the currency (ticker). |
| payload.data[index].realizedVolatility252 | number | This is the 252-day close-to-close realized volatility for the currency (ticker). |