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Volatility Analysis API (1.0.0)

Download OpenAPI specification: [Volatility_Analysis_API.yaml]

This document describes Autochartist's Volatility Analysis API which provides real-time expected volatility ranges based on past volatility

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)

Volatility Analysis

Price Range Forecast

Returns the expected price ranges for the next 15 minutes, 30 minutes, 1 hour, 4 hours, and 24 hours. This information is updated every 15 minutes.

Note when displaying this information on live price charts: instruments may have changed their price so it is important to adjust the levels displayed; trying to keep the current market price in the middle of the price ranges.

Return format

  • Status 200 - application/json - latest pattern results.
  • The JSON object includes the following keys:
    • query - information about the query that the server is processing
    • returnSymbols - the instruments returned in this query
    • 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.

  • datetime - the datetime of this request
  • result_uid - used internally. Ignore
  • groupid - used internally. Ignore
  • broker_id - should be identical to the broker_id specified in the query params
  • symbol - the symbol code
  • longname - the symbol long name
  • display_name - the symbols display name
  • exchange - the exchange on which this symbol exists
  • symbolid - Internally used. ignore
  • hourly_symbolid - used internally. Ignore
  • from_time - the minute of the day from which this expected volatility ranges are applicable
  • closing_price - the price at which the price ranges are calculated from. That is, the "middle" of each range
  • low_xxx - the low value of the price range. Where xxx is the time interval
  • high_xxx - the high value of the price range. Where xxx is the time interval
  • timezone_offset - timezone offset from UTC
  • timezone - the timezone of the request
  • rank - the rank of the current volatility compared to the rest of the instruments in this result set. This is useful for sorting visual displays.
  • rank_rounded - rounded rank value

Requires authentication

A valid request with an authorized MD5 token will be accepted

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

LIVE / DEMO

broker_id
string
Example: broker_id={{broker_id}}

the broekr_id as 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. This parameter to be used for one locale. To specify more than one locale, use the "locales" parameter

timezone
string
Example: timezone={{timezone}}

Timezone. For example America/Chicago

Responses

Response samples

Content type
application/json
Example
{}