public/get_volatility_index_data

Retrieves volatility index (VIX) chart data formatted as candles. Volatility indexes measure market expectations of future volatility and are useful for risk assessment and trading strategies.

Use the vix_resolution parameter to specify the candle interval. The data shows historical volatility index values over time and is formatted for use in charting applications.

Try in API console

cURL

cURL

curl --request GET \
  --url https://test.deribit.com/api/v2/public/get_volatility_index_data \
  --header 'Content-Type: application/json' \
  --data '
{
  "jsonrpc": "2.0",
  "id": 833,
  "method": "public/get_volatility_index_data",
  "params": {
    "currency": "BTC",
    "start_timestamp": 1599373800000,
    "end_timestamp": 1599376800000,
    "resolution": "60"
  }
}
'

200

{
  "jsonrpc": "2.0",
  "id": 5,
  "result": {
    "data": [
      [
        1598019300000,
        0.210084879,
        0.212860821,
        0.210084879,
        0.212860821
      ],
      [
        1598019360000,
        0.212869011,
        0.212987527,
        0.212869011,
        0.212987527
      ],
      [
        1598019420000,
        0.212987723,
        0.212992597,
        0.212987723,
        0.212992597
      ]
    ],
    "continuation": null
  }
}

Query Parameters

currency · enum<string> · required

The currency symbol Currency, i.e "BTC", "ETH", "USDC"

Available options: BTC, ETH, USDC, USDT, EURR

start_timestamp · integer · required

The earliest timestamp to return result from (milliseconds since the UNIX epoch) The timestamp (milliseconds since the Unix epoch)

Example:

1536569522277

end_timestamp · integer · required

The most recent timestamp to return result from (milliseconds since the UNIX epoch) The timestamp (milliseconds since the Unix epoch)

Example:

1536569522277

resolution · enum<string> · required

Time resolution given in full seconds or keyword 1D (only some specific resolutions are supported)

Available options: 1, 60, 3600, 43200, 1D

Response

200 - application/json

Success response

jsonrpc · enum<string> · required

The JSON-RPC version (2.0)

Available options: 2.0

result · object · required

Volatility index candles.

Hide child attributes

result. data · array

Candles as an array of arrays with 5 values each. The inner values correspond to the timestamp in ms, open, high, low, and close values of the volatility index correspondingly.

result. continuation · integer

Continuation - to be used as the end_timestamp parameter on the next request. NULL when no continuation.

id · integer

The id that was sent in the request