Economic Event Volatility API (1.0.0)

Download OpenAPI specification: [Economic_Event_Volatility_API.yaml]

This document describes Autochartist's Economic Event Volatility API.

This API provides the following information:

  1. Volatility warnings - projected increases in volatility as a result of economic news released.

API Request Authentication

Our APIs require the following url parameters on every call:

brokerid – your customer ID on our systems (provided to you)
user – a unique ID of the end-user consuming the information. For server-2-Server integrations this would typically be your company name
accounttype – 0 = LIVE, 1 = DEMO
expiry – Unix timestamp of when this token will expire________token – a token generated by MD5(user|[accounttype]|[expiry][secretkey])

in which secretkey is the secret key provided to you, not to be shared with the end-user

Note the ‘|’ (Pipe) character before and after the AccountType parameter

$expiryDate = time() + (3 * 24 * 60 * 60);
$userid = “myuserid”;
$accountType =0;
$secretKey = “secretkey”;
$token = md5(${userid}|${accountType}|${expiryDate}${secretKey });
echo $token;
?>
import hashlib
import time
expiry_date = int(time.time()) + (3 * 24 * 60 * 60)
userid = "myuserid"
account_type = "0"
secret_key = "secretkey"
token = hashlib.md5(f"{userid}|{account_type}|{expiry_date}{secret_key}".encode("utf-8")).hexdigest()
print(token)

Economic Event Volatility

Economic Event Volatility

Returns the expected volatility increases for upcoming economic news releases for the next 10 items. It contains information about volatility during "normal" (non-event) trading hours and "during event" trading conditions.

Return format

* Status 200 - application/json - latest pattern results. * The JSON object includes the following keys: * page - pagination configuration for pagination links. * items - a list of upcoming news events along with volatility information for instruments affected by this economic event * new - indicate whether the data has been updated since the last request if any. * data - result item - see "Fields" below * links - an array of HATEOAS links for related images.

Fields

The following information can be found in the "data" section of the returned information.

* country - The country code of the upcoming event * country_name - the full name of the country * name - The name of the eceonomic event * description - The description of the economic event * event_type_code - Internally used event type code * event_uid - Internally used uid for the event * category - Information about the category of event * code - category code * name - category name * base_code - internal base code of the category * group - the group to which this event category belongs * frequency - the frequency of this event * released_at - the date and time when this eceonomic event will occur (or has occurred) * symbol - The TICKER * symbol_volatility - An array containing symbols details and associated volatility * symbol - contains information about the symbol being analyzed * no_event_volatility - contains information about the movement of this instrument during non-event (normal) trading conditions. * no_event_volatility_value - contains the same information as the no_event_volatility section but is expressed in approximate currency value. * event_volatility - contains information about the movement of this instrument during this economic event. * event_volatility_value - contains the same information as the event_volatility section but is expressed in approximate currency value.

The event_volatility_value and no_event_volatility_value contain statistical information about each quantile of movement, along with means and standard-deviations.

Requires authentication

A valid request with an authorized MD5 token will be accepted

query Parameters
broker_id
string
Example: broker_id={{broker_id}}

broker_id provided by Autochartist

token
expire
string
Example: expire={{expire}}

Expiry of this link as a unix timestamp

user
string
Example: user={{user}}

Username

locale
string
Example: locale={{locale}}

Locale language tag.

Responses

Response samples

Content type
application/json
Example
[
  • {
    },
  • {
    },
  • {
    },
  • {
    },
  • {
    },
  • {
    },
  • {
    }
]

Past Economic Event Volatility - last 10

Returns the expected volatility increases forprevious 10 high impact economic events

Return format

See GET Economic Event Volatility

query Parameters
broker_id
string
Example: broker_id={{broker_id}}

broker_id provided by Autochartist

token
expire
string
Example: expire={{expire}}

Expiry of this link as a unix timestamp

user
string
Example: user={{user}}

Username

locale
string
Example: locale={{locale}}

Locale language tag.

Responses

Response samples

Content type
application/json
[
  • {
    },
  • {
    },
  • {
    },
  • {
    },
  • {
    },
  • {
    },
  • {
    },
  • {
    },
  • {
    },
  • {
    }
]

Upcoming Economic Event Volatility - next 10

Returns the expected volatility increases for the next 10 high impact economic events

Return format

See GET Economic Event Volatility

query Parameters
broker_id
string
Example: broker_id={{broker_id}}

broker_id provided by Autochartist

token
expire
string
Example: expire={{expire}}

Expiry of this link as a unix timestamp

user
string
Example: user={{user}}

Username

locale
string
Example: locale={{locale}}

Locale language tag.

Responses

Response samples

Content type
application/json
[
  • {
    },
  • {
    },
  • {
    },
  • {
    },
  • {
    },
  • {
    },
  • {
    },
  • {
    },
  • {
    },
  • {
    }
]

Content for Economic event volatility

Returns text for the economic event volatility.

Return format

  • Status 200 - application/json - latest pattern results.
  • The JSON object includes the following keys:
    • email_body - medium length text
    • article_body - long form text
    • footer - text for the footer
    • title - title text
    • teaser - teaser text
    • full - long text format
    • call_to_action - text for a call to action button

URL params:

[eventuid] - the eventuid field received from the "economic event volatility" endpoint

path Parameters
eventuid
required
string
query Parameters
tz
string
Example: tz={{timezone}}
locale
string
Example: locale={{locale}}
broker_id
string
Example: broker_id={{broker_id}}
token
string
Example: token={{token}}
expire
string
Example: expire={{expire}}
user
string
Example: user={{user}}

Responses

Response samples

Content type
application/json
{
  • "email_body": "Be very careful of upcoming volatility because of Canada Inflation Rate YoY news event later today.<br/><br/><ul><li>USDCAD</li></ul>",
  • "article_body": "Be very careful of upcoming volatility because of Canada Inflation Rate YoY news event later today. We expect a large increase in volatility on the these instruments following the event release at 19 Jan 13:30 UTC:<br/><br/><br/><strong>The table below summarizes how the volatility of each instrument is expected to change during this news event.</strong><br/><table class=delkosvolatilitysummary><tr><th>Symbol</th><th>Normal Movement Range</th><th>Movement range during CA Inflation Rate YoY</th></tr><tr><td>USDCAD</td><td>28-48 pips</td><td>51-89 pips (85.05%)</td></tr></table>",
  • "footer": "All references to movement sizes are expressed assuming a lot size of 100,000 units (\"standard account\").",
  • "title": "Volatility alert for 19 Jan 13:30 +00:00",
  • "teaser": "Be very careful of upcoming volatility because of Canada Inflation Rate YoY news event later today.",
  • "full": "Be very careful of upcoming volatility because of Canada Inflation Rate YoY news event later today. We expect a large increase in volatility on the these instruments following the event release at 19 Jan 13:30 UTC:",
  • "call_to_action": "Get the details here..."
}