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 /v1/timeseries/rv

Realised volatility

cURL

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

200

{
  "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"
    }
  ]
}

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

200

application/json

OK

series · enum<string> · required

Available options: rv

row_count · integer · required

Number of rows in data.

data · object[] · required

Newest first.

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