1
Store your API key
Sandmark sends your key when your subscription is activated. Keep it out of source control and load it
from the environment:
2
Check what you can query
List the assets available to you. Every timeseries request takes one of these values as
asset.3
Fetch 1-month at-the-money implied vol
Ask for hourly BTC implied vol at the 50-delta call, 1-month tenor:You get the last 24 hourly bars, newest first:
4
Add realised vol
Fetch 30-day realised vol over the same hours. It’s the natural counterpart to 1-month implied vol:
Next steps
Implied vs realised
Join the two series and chart the variance premium with pandas.
Paging through history
Pull your full history window in pages of up to 5,000 rows.