GET
$0.10 default
/api/v1/analytics/realized-volatilityDescription
Cross-asset analytics (realized volatility and other derived metrics) — pay per request
Documentation
Realized Volatility
Returns annualised realised volatility metrics (rv_annualized expressed as a percentage, e.g. 38.76 = 38.76%) from precomputed cross-asset analytics. Snapshot mode is used when start/end are omitted; historical mode is used when start and/or end are provided. If frequency, window_days, and estimator are omitted, all available variants for the requested instrument are returned.
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Pricing
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Authentication
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Parameters
{
"properties": {
"currency": {
"description": "Base currency filter. Case-insensitive.",
"example": "BTC",
"required": false,
"type": "string",
"x-parameter-location": "query"
},
"cursor": {
"description": "Pagination cursor for fetching the next historical page. Use meta.next_cursor from the previous response.",
"required": false,
"type": "string",
"x-parameter-location": "query"
},
"date": {
"description": "Snapshot point-in-time in ISO 8601 format (UTC). If omitted in snapshot mode, returns latest rows.",
"example": "2026-04-27T12:35:30Z",
"format": "date-time",
"required": false,
"type": "string",
"x-parameter-location": "query"
},
"end": {
"description": "End date in ISO 8601 format (UTC). Providing start or end enables historical mode.",
"example": "2026-04-28T00:00:00Z",
"format": "date-time",
"required": false,
"type": "string",
"x-parameter-location": "query"
},
"estimator": {
"description": "Realised volatility estimator filter.",
"enum": [
"close_to_close",
"parkinson",
"garman_klass"
],
"example": "close_to_close",
"required": false,
"type": "string",
"x-parameter-location": "query"
},
"exchange": {
"description": "Exchange name. Required. Case-insensitive. Example data includes Deribit, Binance, and Hyperliquid instruments.",
"example": "deribit",
"required": true,
"type": "string",
"x-parameter-location": "query"
},
"frequency": {
"description": "Sampling frequency used to compute realised volatility.",
"enum": [
"daily",
"hourly"
],
"example": "daily",
"required": false,
"type": "string",
"x-parameter-location": "query"
},
"instrument_name": {
"description": "Full instrument identifier. Required. Case-insensitive.",
"example": "BTC-PERPETUAL",
"required": true,
"type": "string",
"x-parameter-location": "query"
},
"limit": {
"default": 100,
"description": "Maximum number of historical records to return (1-1000). Ignored in snapshot mode.",
"example": 100,
"maximum": 1000,
"minimum": 1,
"required": false,
"type": "number",
"x-parameter-location": "query"
},
"sort_dir": {
"default": "ASC",
"description": "Sort direction by ts (historical mode only). ASC = oldest first (default, suited for backfills/charts). DESC = newest first (suited for \"latest N\" queries). Cursor pagination works in both directions; keep sort_dir constant within a paginated scan.",
"enum": [
"ASC",
"DESC"
],
"required": false,
"type": "string",
"x-parameter-location": "query"
},
"start": {
"description": "Start date in ISO 8601 format (UTC). Providing start or end enables historical mode.",
"example": "2026-04-27T00:00:00Z",
"format": "date-time",
"required": false,
"type": "string",
"x-parameter-location": "query"
},
"window_days": {
"description": "Realised volatility lookback window in days.",
"enum": [
7,
30,
60,
90,
180,
365
],
"example": 30,
"minimum": 1,
"required": false,
"type": "number",
"x-parameter-location": "query"
}
},
"required": [
"exchange",
"instrument_name"
],
"type": "object"
}Request schema
{
"properties": {
"currency": {
"description": "Base currency filter. Case-insensitive.",
"example": "BTC",
"type": "string"
},
"cursor": {
"description": "Pagination cursor for fetching the next historical page. Use meta.next_cursor from the previous response.",
"type": "string"
},
"date": {
"description": "Snapshot point-in-time in ISO 8601 format (UTC). If omitted in snapshot mode, returns latest rows.",
"example": "2026-04-27T12:35:30Z",
"format": "date-time",
"type": "string"
},
"end": {
"description": "End date in ISO 8601 format (UTC). Providing start or end enables historical mode.",
"example": "2026-04-28T00:00:00Z",
"format": "date-time",
"type": "string"
},
"estimator": {
"description": "Realised volatility estimator filter.",
"enum": [
"close_to_close",
"parkinson",
"garman_klass"
],
"example": "close_to_close",
"type": "string"
},
"exchange": {
"description": "Exchange name. Required. Case-insensitive. Example data includes Deribit, Binance, and Hyperliquid instruments.",
"example": "deribit",
"type": "string"
},
"frequency": {
"description": "Sampling frequency used to compute realised volatility.",
"enum": [
"daily",
"hourly"
],
"example": "daily",
"type": "string"
},
"instrument_name": {
"description": "Full instrument identifier. Required. Case-insensitive.",
"example": "BTC-PERPETUAL",
"type": "string"
},
"limit": {
"default": 100,
"description": "Maximum number of historical records to return (1-1000). Ignored in snapshot mode.",
"example": 100,
"maximum": 1000,
"minimum": 1,
"type": "number"
},
"sort_dir": {
"default": "ASC",
"description": "Sort direction by ts (historical mode only). ASC = oldest first (default, suited for backfills/charts). DESC = newest first (suited for \"latest N\" queries). Cursor pagination works in both directions; keep sort_dir constant within a paginated scan.",
"enum": [
"ASC",
"DESC"
],
"type": "string"
},
"start": {
"description": "Start date in ISO 8601 format (UTC). Providing start or end enables historical mode.",
"example": "2026-04-27T00:00:00Z",
"format": "date-time",
"type": "string"
},
"window_days": {
"description": "Realised volatility lookback window in days.",
"enum": [
7,
30,
60,
90,
180,
365
],
"example": 30,
"minimum": 1,
"type": "number"
}
},
"required": [
"exchange",
"instrument_name"
],
"type": "object"
}Response schema
{
"allOf": [
{
"properties": {
"data": {
"items": {
"type": "array"
},
"type": "array"
},
"meta": {
"properties": {
"next_cursor": {
"description": "Pagination cursor for fetching the next page of results. Pass this value as the cursor parameter in the next request. Null indicates no more pages.",
"example": "eyJpZCI6MTIzNDU2NzgsInRzIjoxNjQwOTk1MjAwfQ==",
"nullable": true,
"type": "string"
}
},
"required": [
"next_cursor"
],
"type": "object",
"x-openapi-ref": "#/components/schemas/PaginationMetaEntity"
}
},
"required": [
"data",
"meta"
],
"type": "object",
"x-openapi-ref": "#/components/schemas/PaginatedResponse"
},
{
"properties": {
"data": {
"items": {
"properties": {
"currency": {
"description": "Base currency",
"example": "BTC",
"type": "string"
},
"date": {
"description": "Date in ISO 8601 format (UTC)",
"example": "2024-12-10T00:00:00.000Z",
"format": "date-time",
"type": "string"
},
"estimator": {
"description": "Realised volatility estimator",
"example": "close_to_close",
"type": "string"
},
"exchange": {
"description": "Exchange name",
"example": "deribit",
"type": "string"
},
"frequency": {
"description": "Sampling frequency used to compute realised volatility",
"example": "daily",
"type": "string"
},
"instrument_name": {
"description": "Full instrument identifier",
"example": "BTC-PERPETUAL",
"type": "string"
},
"rv_annualized": {
"description": "Annualized realised volatility, expressed as a percentage (e.g. 38.76 = 38.76% annualised vol).",
"example": 38.76,
"type": "number"
},
"sample_count": {
"description": "Number of samples used to compute the metric",
"example": 30,
"type": "number"
},
"window_days": {
"description": "Realised volatility lookback window in days",
"example": 30,
"type": "number"
}
},
"required": [
"date",
"exchange",
"currency",
"instrument_name",
"frequency",
"window_days",
"estimator",
"rv_annualized",
"sample_count"
],
"type": "object",
"x-openapi-ref": "#/components/schemas/RealizedVolatilityEntity"
},
"type": "array"
}
}
}
]
}Example request
{
"currency": "BTC",
"cursor": "test",
"date": "2026-04-27T12:35:30Z",
"end": "2026-04-28T00:00:00Z",
"estimator": "close_to_close",
"exchange": "deribit",
"frequency": "daily",
"instrument_name": "BTC-PERPETUAL",
"limit": 100,
"sort_dir": "ASC",
"start": "2026-04-27T00:00:00Z",
"window_days": 30
}Example response
{
"data": [
{
"currency": "BTC",
"date": "2026-04-27T12:35:30.000Z",
"estimator": "close_to_close",
"exchange": "deribit",
"frequency": "daily",
"instrument_name": "BTC-PERPETUAL",
"rv_annualized": 35.73,
"sample_count": 30,
"window_days": 30
},
{
"currency": "BTC",
"date": "2026-04-27T12:35:30.000Z",
"estimator": "parkinson",
"exchange": "deribit",
"frequency": "daily",
"instrument_name": "BTC-PERPETUAL",
"rv_annualized": 39.11,
"sample_count": 30,
"window_days": 30
},
{
"currency": "BTC",
"date": "2026-04-27T12:35:30.000Z",
"estimator": "garman_klass",
"exchange": "deribit",
"frequency": "daily",
"instrument_name": "BTC-PERPETUAL",
"rv_annualized": 39.85,
"sample_count": 30,
"window_days": 30
}
],
"meta": {
"next_cursor": null
}
}