Timeseries

Realised volatility

Annualised realised volatility of the underlying index over a rolling lookback. lookback_days=30 is 30-day realised vol, directly comparable with 1m implied vol. Values are decimal.

History window. How far back you can read depends on your billing plan: 1 month on monthly billing, 1 year on quarterly, 3 years on annual. A start earlier than your window (or no start at all) is moved forward to the window start, and the Sandmark-Data-Window-Start response header says where it began. An end before the window start returns 403.

GET

timeseries

Realised volatility

curl --request GET \
  --url https://api.sandmark.com/volatility/v1/timeseries/rv \
  --header 'X-API-Key: <api-key>'

const options = {method: 'GET', headers: {'X-API-Key': '<api-key>'}};

fetch('https://api.sandmark.com/volatility/v1/timeseries/rv', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

{
  "series": "rv",
  "row_count": 2,
  "data": [
    {
      "UNDERLYING_ID": "DER.BTC_USD",
      "DATETIME": "2026-11-06T22:00:00Z",
      "LOOKBACK_LABEL": "1m",
      "LOOKBACK_DAYS": 30,
      "RV": 0.3519,
      "FREQUENCY": "1h",
      "METHOD": "rv_30d_lookback",
      "METRIC_FAMILY": "continuous_rv",
      "LOAD_TS": "2026-11-06T22:27:44"
    },
    {
      "UNDERLYING_ID": "DER.BTC_USD",
      "DATETIME": "2026-11-06T21:00:00Z",
      "LOOKBACK_LABEL": "1m",
      "LOOKBACK_DAYS": 30,
      "RV": 0.352,
      "FREQUENCY": "1h",
      "METHOD": "rv_30d_lookback",
      "METRIC_FAMILY": "continuous_rv",
      "LOAD_TS": "2026-11-06T21:27:45"
    }
  ]
}

{
  "statusCode": 400,
  "message": "start must be an ISO 8601 timestamp such as 2026-11-01T00:00:00Z; got 'yesterday'"
}

{
  "statusCode": 401,
  "message": "Access denied due to missing subscription key. Make sure to include subscription key when making requests to an API."
}

{
  "statusCode": 403,
  "message": "end is before your data window, which starts at 2026-10-07T23:00:00Z"
}

{
  "detail": [
    {
      "loc": [
        "<string>"
      ],
      "msg": "<string>",
      "type": "<string>"
    }
  ]
}

{
  "statusCode": 429,
  "message": "Rate limit is exceeded. Try again in 12 seconds."
}

Pair lookback_days=30 with tenor_label=1m implied vol to compare like with like. See Implied vs realised.

Authorizations

X-API-Key

string

header

required

Your Sandmark API key.

Query Parameters

asset

enum<string>

required

Underlying identifier, VENUE.BASE_QUOTE. DER is Deribit; OKX, BIN (Binance) and BYB (Bybit) are the other venues. DER.BTC_USD and DER.ETH_USD are the inverse contracts and carry the deepest history; the _USDC underlyings are linear.

Available options:

DER.BTC_USD,

DER.ETH_USD,

DER.BTC_USDC,

DER.ETH_USDC,

DER.SOL_USDC,

DER.XRP_USDC,

DER.AVAX_USDC,

DER.TRX_USDC,

DER.HYPE_USDC,

OKX.BTC_USD,

OKX.ETH_USD,

BIN.BTC_USDT,

BIN.ETH_USDT,

BYB.BTC_USDT,

BYB.ETH_USDT

frequency

enum<string>

required

Sampling frequency of the stored series. GET /v1/frequencies lists the available values.

Available options:

1h

lookback_days

enum<integer>

required

Estimator window in days.

Available options:

1,

7,

14,

30,

60,

90,

180,

270,

365

start

string<date-time>

Inclusive lower bound, ISO 8601 UTC (for example 2026-11-01T00:00:00Z). Defaults to the start of your history window.

end

string<date-time>

Inclusive upper bound, ISO 8601 UTC. Defaults to the latest stored observation.

limit

integer

default:500

Maximum rows to return. Rows are ordered newest first, so limit keeps the most recent observations inside start..end. Page backwards by moving end.

Required range: 1 <= x <= 5000

Response

series

enum<string>

required

Available options:

rv

row_count

integer

required

Number of rows in data.

data

object[]

required

Newest first.

Show child attributes

Realised volatility

curl --request GET \
  --url https://api.sandmark.com/volatility/v1/timeseries/rv \
  --header 'X-API-Key: <api-key>'

const options = {method: 'GET', headers: {'X-API-Key': '<api-key>'}};

fetch('https://api.sandmark.com/volatility/v1/timeseries/rv', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

{
  "series": "rv",
  "row_count": 2,
  "data": [
    {
      "UNDERLYING_ID": "DER.BTC_USD",
      "DATETIME": "2026-11-06T22:00:00Z",
      "LOOKBACK_LABEL": "1m",
      "LOOKBACK_DAYS": 30,
      "RV": 0.3519,
      "FREQUENCY": "1h",
      "METHOD": "rv_30d_lookback",
      "METRIC_FAMILY": "continuous_rv",
      "LOAD_TS": "2026-11-06T22:27:44"
    },
    {
      "UNDERLYING_ID": "DER.BTC_USD",
      "DATETIME": "2026-11-06T21:00:00Z",
      "LOOKBACK_LABEL": "1m",
      "LOOKBACK_DAYS": 30,
      "RV": 0.352,
      "FREQUENCY": "1h",
      "METHOD": "rv_30d_lookback",
      "METRIC_FAMILY": "continuous_rv",
      "LOAD_TS": "2026-11-06T21:27:45"
    }
  ]
}

{
  "statusCode": 400,
  "message": "start must be an ISO 8601 timestamp such as 2026-11-01T00:00:00Z; got 'yesterday'"
}

{
  "statusCode": 401,
  "message": "Access denied due to missing subscription key. Make sure to include subscription key when making requests to an API."
}

{
  "statusCode": 403,
  "message": "end is before your data window, which starts at 2026-10-07T23:00:00Z"
}

{
  "detail": [
    {
      "loc": [
        "<string>"
      ],
      "msg": "<string>",
      "type": "<string>"
    }
  ]
}

{
  "statusCode": 429,
  "message": "Rate limit is exceeded. Try again in 12 seconds."
}

Reference data

Timeseries

Backtesting

Realised volatility

Authorizations

Query Parameters

Response