Volatility

Use client.volatility() when you need realized volatility data for risk modeling and intraperiod volatility analysis. This method calculates volatility metrics over fixed time intervals.

Method signature

volatility(source, market, from_, to, interval, method="log_returns", limit=1000)

Parameters

Parameter	Type	Required	Notes
source	str	Yes	Source ID
market	str	Yes	Normalized market or instrument ID
from_	str/datetime/date/int	Yes	Inclusive start time (ISO 8601, datetime, date, or epoch milliseconds)
to	str/datetime/date/int	Yes	Exclusive end time (same formats as from_)
interval	str	Yes	Duration token such as `1m`, `5m`, `1h`
method	str	No	Calculation method: `"log_returns"` (default)
limit	int	No	Page size (default: 1000)

Return value

List of bucketed realized volatility series rows.

Example response

[
    {
        'timestamp': 1704067200000,
        'source': 'hyperliquid',
        'market': 'BTC',
        'symbol': 'BTCUSD',
        'volatility': 0.0234,
        'interval': '1h'
    }
]

Fields

Volatility records include:

timestamp: bucket start time in UTC milliseconds since the Unix epoch
source: source identifier
market: normalized market ID
symbol: venue-native, human-friendly symbol
volatility: realized volatility for the interval (decimal, e.g., 0.0234 = 2.34%)
interval: duration token such as 1m, 5m, or 1h

The default method uses log returns calculated from trade prices within each interval.

Example

from datetime import datetime, timedelta, timezone
from polaris_data import PolarisClient

end = datetime.now(timezone.utc)
start = end - timedelta(days=7)

with PolarisClient() as client:
    vol_data = client.volatility(
        source="hyperliquid",
        market="BTC",
        from_=start,
        to=end,
        interval="1h",
    )

print(vol_data[:2])

How it works

client.volatility() calculates realized volatility from standardized trade data using snapshot-first replay. See Snapshots for the full flow.

OHLCV if you need price data for volatility calculations
Trades if you need execution-level data
Quickstart

Foundation

Trade & Price Data

Orderbook & Liquidity

Derivatives Data

Method signature

Parameters

Return value

Example response

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Example

How it works

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​Example response

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​Related documentation

Method signature

Parameters

Return value

Example response

Fields

Example

How it works

Related documentation