> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Build an FX volatility time series for selected pairs and dates.

> Use this operation to sample provider-scoped FX volatility surfaces on each business day in an inclusive
date range. The handler evaluates the requested strike and maturity for each distinct FX pair and returns
the available observations ordered by date. The default provider is `Derivitec` when no provider is supplied.



## OpenAPI

````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/MarketData/GetFxVolTimeSeries
openapi: 3.0.4
info:
  title: Derivitec Api 1.0
  version: '1.0'
servers:
  - url: https://api.riskportal.activeviam.com
security:
  - oauth2: []
  - apikey: []
tags:
  - name: AdminUser
  - name: AtotiReport
  - name: AtotiSession
  - name: BloombergOAuth
  - name: Bond
  - name: BondYieldCurvePage
  - name: BookAccess
  - name: Books
  - name: Commodity
  - name: Counterparties
  - name: Currencies
  - name: Equity
  - name: EquityDividend
  - name: EquityPage
  - name: FeatureFlag
  - name: Fx
  - name: FxPage
  - name: GroupAccess
  - name: Home
  - name: LegacyPosition
  - name: MarketData
  - name: MarketDataProvider
  - name: MarketDataProviderAccess
  - name: Meta
  - name: Notification
  - name: Organisation
  - name: PnLReport
  - name: PortfolioAccess
  - name: Portfolios
  - name: Position
  - name: PositionFilter
  - name: PricingEnvironment
  - name: PricingEnvironmentAccess
  - name: RateAsset
  - name: RateAssetPage
  - name: Report
  - name: ReportDefinition
  - name: ReportHistoryLauncherQuery
  - name: ReportLauncher
  - name: ReportQuery
  - name: ReportQueryViewUser
  - name: ReportRestriction
  - name: ReportView
  - name: RiskReport
  - name: Tradable
  - name: TradeBooking
  - name: User
  - name: VarReport
  - name: VarReportQuery
  - name: YieldCurvePage
paths:
  /api/MarketData/GetFxVolTimeSeries:
    post:
      tags:
        - MarketData
      summary: Build an FX volatility time series for selected pairs and dates.
      description: >-
        Use this operation to sample provider-scoped FX volatility surfaces on
        each business day in an inclusive

        date range. The handler evaluates the requested strike and maturity for
        each distinct FX pair and returns

        the available observations ordered by date. The default provider is
        `Derivitec` when no provider is supplied.
      operationId: GetFxVolTimeSeries
      requestBody:
        description: >-
          The query payload. Supply FX pair codes, inclusive `StartDate` and
          `EndDate` values, a strike and strike type, and `Maturity` in days;
          `ProviderId` optionally selects the market-data provider.
        content:
          application/json-patch+json:
            schema:
              $ref: '#/components/schemas/ApiGetFxVolTimeSeriesRequest'
          application/json:
            schema:
              $ref: '#/components/schemas/ApiGetFxVolTimeSeriesRequest'
          text/json:
            schema:
              $ref: '#/components/schemas/ApiGetFxVolTimeSeriesRequest'
          application/*+json:
            schema:
              $ref: '#/components/schemas/ApiGetFxVolTimeSeriesRequest'
      responses:
        '200':
          description: >-
            Returns volatility observations grouped by FX pair, together with
            any retrieval or evaluation errors.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ApiGetFxVolTimeSeriesResponse'
        '400':
          description: BadRequest
        '401':
          description: Unauthorized
        '403':
          description: Forbidden
      security:
        - oauth2: []
        - apikey: []
components:
  schemas:
    ApiGetFxVolTimeSeriesRequest:
      required:
        - $type
      type: object
      properties:
        market_data_environment_name:
          type: string
          description: >-
            Name of the market-data environment to use. Supply either this name
            or `provider_id`, not both.
          nullable: true
          example: Example market data
        provider_id:
          type: string
          description: >-
            Opaque identifier of the market-data provider to use. Supply either
            this identifier or `market_data_environment_name`, not both.
          nullable: true
        fx_pairs:
          type: array
          items:
            type: string
          description: FX pairs that narrow the FX volatility time series operation.
          nullable: true
        start_date:
          type: string
          description: Inclusive lower date-only boundary for the requested observations.
          format: date-time
        end_date:
          type: string
          description: Inclusive upper date-only boundary for the requested observations.
          format: date-time
        strike:
          type: number
          description: Strike locating the requested FX volatility time series values.
          format: double
        maturity:
          type: integer
          description: >-
            Maturity in days locating the requested FX volatility time-series
            values.
          format: int32
        strike_type:
          enum:
            - absolute
            - logarithmic
            - normalized
            - logarithmic_spot
          type: string
          description: Strike type locating the requested FX volatility time series values.
        $type:
          type: string
          enum:
            - >-
              Derivitec.Web.Core.MarketData.ApiGetFxVolTimeSeriesRequest,
              Derivitec.Web.Core
      additionalProperties: false
      description: >-
        Queries a dated FX-volatility series at one maturity and strike
        coordinate.
    ApiGetFxVolTimeSeriesResponse:
      required:
        - $type
      type: object
      properties:
        is_success:
          type: boolean
          description: >-
            Whether the operation completed successfully. The default is `true`;
            error outcomes set it to `false`.
          example: true
        error_messages:
          type: array
          items:
            type: string
          description: >-
            Messages explaining operation-level failures. The collection is
            empty by default.
          nullable: true
        volatility_data:
          description: Dated FX-volatility observations returned by the query.
          type: array
          items:
            type: object
            additionalProperties: true
          nullable: true
        $type:
          type: string
          enum:
            - >-
              Derivitec.Web.Core.MarketData.ApiGetFxVolTimeSeriesResponse,
              Derivitec.Web.Core
      additionalProperties: false
      description: >-
        Returns the dated FX-volatility observations matching the requested
        coordinate.
  securitySchemes:
    oauth2:
      type: oauth2
      description: >-
        OAuth2 access-token requested from AWS Cognito and provided as a Auth
        Bearer header
      flows:
        implicit:
          authorizationUrl: https://auth.riskportal.derivitec.com/oauth2/authorize
          scopes: {}
    apikey:
      type: apiKey
      description: API-Key requested via the site and provided as a header
      name: x-api-key
      in: header

````