CoinMetricsClient.get_market_implied_volatility

coinmetrics.api_client.CoinMetricsClient.get_market_implied_volatility(
    markets,
    page_size=None,
    paging_from='start',
    start_time=None,
    end_time=None,
    start_inclusive=None,
    end_inclusive=None,
    granularity=None,
    timezone=None,
    limit_per_market=None,
    format='json_stream',
)

Returns implied volatility for specified markets.

• Parameters:

  • markets (list (str ) , str) -- list of market ids. Market ids use the following naming convention: exchangeName-baseAsset-quoteAsset-spot for spot markets, exchangeName-futuresSymbol-future for futures markets, and exchangeName-optionsSymbol-option for options markets. e.g., 'coinbase-btc-usd-spot', 'bitmex-XBTUSD-future', 'deribit-ETH-25MAR22-1200-P-option'

  • page_size (int) -- number of items returned per page when calling the API. If the request times out, try using a smaller number.

  • paging_from (PagingFrom , str) -- Defines where you want to start receiving items from, 'start' or 'end' of the timeseries.

  • start_time (datetime , date , str) -- Start time of the timeseries (string or datetime). Datetime object may be timezone naive or aware. Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z, 2006-01-20T00:00:00.000Z, 2006-01-20T00:00:00.123456Z, 2006-01-20T00:00:00.123456789, 2006-01-20, 20060120

  • end_time (datetime , date , str) -- End time of the timeseries (string or datetime). Datetime object may be timezone naive or aware. Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z, 2006-01-20T00:00:00.000Z, 2006-01-20T00:00:00.123456Z, 2006-01-20T00:00:00.123456789, 2006-01-20, 20060120

  • start_inclusive (bool) -- Flag to define if start timestamp must be included in the timeseries if present. True by default.

  • end_inclusive (bool) -- Flag to define if end timestamp must be included in the timeseries if present. True by default.

  • granularity (str - one of raw , 1m , 1h , and 1d) -- Downsampling granularity of market implied volatility. Supported values are raw, 1m, 1h, and 1d.

  • timezone (str) -- timezone of the start/end times in db format for example: "America/Chicago". Default value is "UTC". For more details check out API documentation page.

  • limit_per_market (int) -- How many entries per market the result should contain.

  • format (str) -- Format of the response. Supported values are json, json_stream, csv. Default is json.

Returns:

• DataCollection

  • Market Volatility timeseries.