GET/v1/currencyvolatility

Latest realized volatility, volatility cone, and percentile context for a currency pair.

Returns the latest realised volatility for a currency `pair`, with optional `window`, `method` and annualisation. For a time series use /currencyvolatilityhistorical.

API Ninjas·$0.001 per call

Example code

// Using @orth/sdk - The simplest way to call APIs
// Install: npm install @orth/sdk
import Orthogonal from "@orth/sdk";

const orthogonal = new Orthogonal({
  apiKey: process.env.ORTHOGONAL_API_KEY,
});

const output = await orthogonal.run({
  api: "api-ninjas",
  path: "/v1/currencyvolatility",
  query: {
    "pair": "example"
  }
});

console.log(output);

Query parameters

pairrequired

string

Currency pair in ABC_DEF form (e.g. EUR_USD). Both must be supported fiat currency codes; ZWG, BTC, and XAG are not supported.

window

number

Lookback window for realized volatility, in trading days. Defaults to 30. Must be between 2 and 1000. (Default: 30)

method

string

Volatility method: close_to_close (default) or ewma. (Allowed: close_to_close, ewma) (Default: close_to_close)

day_count

number

Annualization factor: 252 trading days (default) or 365 calendar days. (Allowed: 252, 365) (Default: 252)

annualized

boolean

Whether to treat the annualized figure as the headline value. Defaults to true. (Default: True)