Calculate equity volatilities across a date range.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/MarketData/GetEquityVols \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetEquityVolsRequest, Derivitec.Web.Core",
  "market_data_environment_name": "Example market data",
  "provider_id": "<string>",
  "identifier": {
    "$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
    "code": "<string>",
    "market_identification_code": "<string>"
  },
  "start_date": "2023-11-07T05:31:56Z",
  "end_date": "2023-11-07T05:31:56Z",
  "strikes": [
    123
  ],
  "maturity": 123
}
'

import requests

url = "https://api.riskportal.activeviam.com/api/MarketData/GetEquityVols"

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiGetEquityVolsRequest, Derivitec.Web.Core",
    "market_data_environment_name": "Example market data",
    "provider_id": "<string>",
    "identifier": {
        "$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
        "code": "<string>",
        "market_identification_code": "<string>"
    },
    "start_date": "2023-11-07T05:31:56Z",
    "end_date": "2023-11-07T05:31:56Z",
    "strikes": [123],
    "maturity": 123
}
headers = {
    "Authorization": "Bearer <token>",
    "Content-Type": "application/json-patch+json"
}

response = requests.post(url, json=payload, headers=headers)

print(response.text)

const options = {
  method: 'POST',
  headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
  body: JSON.stringify({
    $type: 'Derivitec.Web.Core.MarketData.ApiGetEquityVolsRequest, Derivitec.Web.Core',
    market_data_environment_name: 'Example market data',
    provider_id: '<string>',
    identifier: {
      $type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
      code: '<string>',
      market_identification_code: '<string>'
    },
    start_date: '2023-11-07T05:31:56Z',
    end_date: '2023-11-07T05:31:56Z',
    strikes: [123],
    maturity: 123
  })
};

fetch('https://api.riskportal.activeviam.com/api/MarketData/GetEquityVols', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/MarketData/GetEquityVols",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiGetEquityVolsRequest, Derivitec.Web.Core',
    'market_data_environment_name' => 'Example market data',
    'provider_id' => '<string>',
    'identifier' => [
        '$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
        'code' => '<string>',
        'market_identification_code' => '<string>'
    ],
    'start_date' => '2023-11-07T05:31:56Z',
    'end_date' => '2023-11-07T05:31:56Z',
    'strikes' => [
        123
    ],
    'maturity' => 123
  ]),
  CURLOPT_HTTPHEADER => [
    "Authorization: Bearer <token>",
    "Content-Type: application/json-patch+json"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"strings"
	"net/http"
	"io"
)

func main() {

	url := "https://api.riskportal.activeviam.com/api/MarketData/GetEquityVols"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityVolsRequest, Derivitec.Web.Core\",\n  \"market_data_environment_name\": \"Example market data\",\n  \"provider_id\": \"<string>\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\n  \"start_date\": \"2023-11-07T05:31:56Z\",\n  \"end_date\": \"2023-11-07T05:31:56Z\",\n  \"strikes\": [\n    123\n  ],\n  \"maturity\": 123\n}")

	req, _ := http.NewRequest("POST", url, payload)

	req.Header.Add("Authorization", "Bearer <token>")
	req.Header.Add("Content-Type", "application/json-patch+json")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/GetEquityVols")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityVolsRequest, Derivitec.Web.Core\",\n  \"market_data_environment_name\": \"Example market data\",\n  \"provider_id\": \"<string>\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\n  \"start_date\": \"2023-11-07T05:31:56Z\",\n  \"end_date\": \"2023-11-07T05:31:56Z\",\n  \"strikes\": [\n    123\n  ],\n  \"maturity\": 123\n}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetEquityVols")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityVolsRequest, Derivitec.Web.Core\",\n  \"market_data_environment_name\": \"Example market data\",\n  \"provider_id\": \"<string>\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\n  \"start_date\": \"2023-11-07T05:31:56Z\",\n  \"end_date\": \"2023-11-07T05:31:56Z\",\n  \"strikes\": [\n    123\n  ],\n  \"maturity\": 123\n}"

response = http.request(request)
puts response.read_body

{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetEquityVolsResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "volatility_data": [
    {
      "$type": "Derivitec.Web.Core.MarketData.VolatilityData, Derivitec.Web.Core",
      "date": "2023-11-07T05:31:56Z",
      "strike_type": "absolute",
      "strikes": [
        123
      ],
      "vols": [
        123
      ]
    }
  ]
}

POST

api

MarketData

GetEquityVols

Calculate equity volatilities across a date range.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/MarketData/GetEquityVols \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetEquityVolsRequest, Derivitec.Web.Core",
  "market_data_environment_name": "Example market data",
  "provider_id": "<string>",
  "identifier": {
    "$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
    "code": "<string>",
    "market_identification_code": "<string>"
  },
  "start_date": "2023-11-07T05:31:56Z",
  "end_date": "2023-11-07T05:31:56Z",
  "strikes": [
    123
  ],
  "maturity": 123
}
'

import requests

url = "https://api.riskportal.activeviam.com/api/MarketData/GetEquityVols"

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiGetEquityVolsRequest, Derivitec.Web.Core",
    "market_data_environment_name": "Example market data",
    "provider_id": "<string>",
    "identifier": {
        "$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
        "code": "<string>",
        "market_identification_code": "<string>"
    },
    "start_date": "2023-11-07T05:31:56Z",
    "end_date": "2023-11-07T05:31:56Z",
    "strikes": [123],
    "maturity": 123
}
headers = {
    "Authorization": "Bearer <token>",
    "Content-Type": "application/json-patch+json"
}

response = requests.post(url, json=payload, headers=headers)

print(response.text)

const options = {
  method: 'POST',
  headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
  body: JSON.stringify({
    $type: 'Derivitec.Web.Core.MarketData.ApiGetEquityVolsRequest, Derivitec.Web.Core',
    market_data_environment_name: 'Example market data',
    provider_id: '<string>',
    identifier: {
      $type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
      code: '<string>',
      market_identification_code: '<string>'
    },
    start_date: '2023-11-07T05:31:56Z',
    end_date: '2023-11-07T05:31:56Z',
    strikes: [123],
    maturity: 123
  })
};

fetch('https://api.riskportal.activeviam.com/api/MarketData/GetEquityVols', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/MarketData/GetEquityVols",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiGetEquityVolsRequest, Derivitec.Web.Core',
    'market_data_environment_name' => 'Example market data',
    'provider_id' => '<string>',
    'identifier' => [
        '$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
        'code' => '<string>',
        'market_identification_code' => '<string>'
    ],
    'start_date' => '2023-11-07T05:31:56Z',
    'end_date' => '2023-11-07T05:31:56Z',
    'strikes' => [
        123
    ],
    'maturity' => 123
  ]),
  CURLOPT_HTTPHEADER => [
    "Authorization: Bearer <token>",
    "Content-Type: application/json-patch+json"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"strings"
	"net/http"
	"io"
)

func main() {

	url := "https://api.riskportal.activeviam.com/api/MarketData/GetEquityVols"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityVolsRequest, Derivitec.Web.Core\",\n  \"market_data_environment_name\": \"Example market data\",\n  \"provider_id\": \"<string>\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\n  \"start_date\": \"2023-11-07T05:31:56Z\",\n  \"end_date\": \"2023-11-07T05:31:56Z\",\n  \"strikes\": [\n    123\n  ],\n  \"maturity\": 123\n}")

	req, _ := http.NewRequest("POST", url, payload)

	req.Header.Add("Authorization", "Bearer <token>")
	req.Header.Add("Content-Type", "application/json-patch+json")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/GetEquityVols")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityVolsRequest, Derivitec.Web.Core\",\n  \"market_data_environment_name\": \"Example market data\",\n  \"provider_id\": \"<string>\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\n  \"start_date\": \"2023-11-07T05:31:56Z\",\n  \"end_date\": \"2023-11-07T05:31:56Z\",\n  \"strikes\": [\n    123\n  ],\n  \"maturity\": 123\n}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetEquityVols")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityVolsRequest, Derivitec.Web.Core\",\n  \"market_data_environment_name\": \"Example market data\",\n  \"provider_id\": \"<string>\",\n  \"identifier\": {\n    \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n    \"code\": \"<string>\",\n    \"market_identification_code\": \"<string>\"\n  },\n  \"start_date\": \"2023-11-07T05:31:56Z\",\n  \"end_date\": \"2023-11-07T05:31:56Z\",\n  \"strikes\": [\n    123\n  ],\n  \"maturity\": 123\n}"

response = http.request(request)
puts response.read_body

{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetEquityVolsResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "volatility_data": [
    {
      "$type": "Derivitec.Web.Core.MarketData.VolatilityData, Derivitec.Web.Core",
      "date": "2023-11-07T05:31:56Z",
      "strike_type": "absolute",
      "strikes": [
        123
      ],
      "vols": [
        123
      ]
    }
  ]
}

Authorizations

Authorization

string

header

required

OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header

Body

The calculation payload. Supply one equity Identifier, inclusive StartDate and EndDate values, strikes interpreted according to StrikeType, Maturity in days, and an optional provider.

Queries dated equity-volatility observations at one maturity and selected strikes.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiGetEquityVolsRequest, Derivitec.Web.Core

market_data_environment_name

string | null

Name of the market-data environment to use. Supply either this name or provider_id, not both.

Example:

"Example market data"

provider_id

string | null

Opaque identifier of the market-data provider to use. Supply either this identifier or market_data_environment_name, not both.

identifier

object

Instrument code qualified by an identifier namespace and optional market code.

Option 1
Option 2

Show child attributes

start_date

string<date-time>

Inclusive lower date-only boundary for the requested observations.

end_date

string<date-time>

Inclusive upper date-only boundary for the requested observations.

strikes

number<double>[] | null

Strikes locating the requested equity volatilities values.

maturity

integer<int32>

Maturity as a day offset locating the requested equity-volatility values.

strike_type

enum<string>

Strike type locating the requested equity volatilities values.

Available options:

absolute,

logarithmic,

normalized,

logarithmic_spot

Response

Returns evaluated volatility values and their strikes for each available business-date surface, together with retrieval or evaluation errors.

Returns the selected equity-volatility observations.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiGetEquityVolsResponse, Derivitec.Web.Core

is_success

boolean

Whether the operation completed successfully. The default is true; error outcomes set it to false.

Example:

true

error_messages

string[] | null

Messages explaining operation-level failures. The collection is empty by default.

volatility_data

object[] | null

Dated equity-volatility observations returned by the query.

Show child attributes

Introduction

Release and upgrades

User guide

Admin user guide

APIs Endpoints

Calculate equity volatilities across a date range.

Authorizations

Body

Response