Download stored equity volatility-of-variance curves.
Returns the stored maturity nodes and decimal volatility-of-variance values for the requested underlying equity/index identifiers on the exact market date. Always applies provider fallback in this order: selected accessible environments in request order, organisation data, then default data, like GetEquityVolSurfaces. Omitting environment selection starts at organisation data. ProviderId on each curve identifies its actual source. No earlier-date lookup is applied. Curves missing from all providers are omitted, so an empty result can be successful; no zero curve is synthesized. Unsupported identifiers fail the complete request. This operation is read-only. Use GetMktDataContainer with volatility-swap contracts to inspect the effective pricing data instead.
Authorizations
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
Non-empty qualified equity/index identifiers, the date-only MarketDate, and either MarketDataEnvironmentNames in priority order, MarketDataEnvironmentName, or ProviderId for readable environments; omit all to start at organisation data. Organisation and default provider fallback always apply.
Requests equity volatility-of-variance curves using market-data environment fallback.
Derivitec.Web.Core.MarketData.ApiGetEqVolOfVarCurvesRequest, Derivitec.Web.Core Opaque identifier of a single market-data provider to use instead of either environment-name option.
Access classification associated with the selected market-data environment.
view, edit, owner, blocked Names of the market-data environments to use. Do not combine this list with the single-name or provider-ID alternatives.
Single market-data environment name to use instead of market_data_environment_names or provider_id.
"Example market data"
Non-empty collection of qualified underlying equity/index identifiers, using the same identifier namespaces as uploads. Duplicate identifiers are returned once; unsupported identifiers fail the request.
Instrument code qualified by an identifier namespace and optional market code.
- Option 1
- Option 2
Exact date-only reference date of the stored curves. Supply midnight; no timezone conversion or search for an earlier observation is performed. The time component is ignored.
"2026-10-05T00:00:00Z"
Response
Stored curves, or an unsuccessful response describing unsupported identifiers.
Stored volatility-of-variance curves for requested equity/index identifiers and an exact market date.
Derivitec.Web.Core.MarketData.ApiGetEqVolOfVarCurvesResponse, Derivitec.Web.Core Whether the operation completed successfully. The default is true; error outcomes set it to false.
true
Messages explaining operation-level failures. The collection is empty by default.
Curves selected by provider priority, using the requested identifier namespaces. ProviderId identifies the source actually selected: preferred environment, organisation or default data. Each curve has calendar-day maturity offsets and decimal volatility values. Identifiers with missing curves across all providers are omitted; an empty list is successful when no marks exist on the requested date. No synthetic zero curves are returned.