Price Volatility

    Description

    Price volatility is used to describe price fluctuations of an asset.

    If we use and to denote mean and standard deviation of asset prices, then we define Price Volatility as:

    Price volatility metrics are available for 4 different time periods

    • price_volatility_1d - Price volatility for the last day
    • price_volatility_1w - Price volatility for the last 7 days
    • price_volatility_2w - Price volatility for the last 14 days
    • price_volatility_4w - Price volatility for the last 28 days

    Access

    Free Access


    Measuring Unit

    Volatility


    Data Type

    Timeseries Data


    Frequency

    Five-minute Intervals


    Latency

    Price Latency


    Available Assets

    Available for these assets

    Note: All metrics are available for the same set of assets


    SanAPI

    Available under names: price_volatility_1d, price_volatility_1w, price_volatility_2w and price_volatility_4w

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    {
      getMetric(metric: "price_volatility_1d"){
        timeseriesData(
          slug: "santiment"
          from: "2022-11-01T00:00:00Z"
          to: "2022-11-03T00:00:00Z"
          interval: "5m"){
            datetime
            value
          }
      }
    }

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