arena_get_volatility_history

io.github.Schoasch/backtesting-arena · Verify this server

How volatile has Bitcoin been? Daily Bitcoin volatility time series: realized volatility (30d & 90d, √252-annualized, close-to-close) and ATR% (Wilder EMA-14, captures intraday range + gaps), on the same scale. Ranks come in two flavours and they answer different questions — `rvRank`/`atrPctAnnRank` expand from the start of history and are look-ahead-free, but BTC volatility has fallen structurally, so a filter like "rank below 10" mostly picks up that decline rather than a regime; `rvRankRolling`/`atrPctAnnRankRolling` rank against a trailing 2-year window and are the ones to use for cross-epoch regime comparisons. History reaches back to 2009 via a stitched pre-Binance close series; ATR is null before the Binance era because no daily high/low exists that far back (see meta.coverage). Use `from`/`to` for a specific window instead of pulling everything and discarding it, and `granularity`/`fields` to keep long ranges affordable. Agents fetching long ranges should pass `schema_version: "2026-08"` today: it rounds floats. Two savings figures, and they are not the same number. ON ITS OWN it cut 30–36 % of characters depending on window length (measured 2026-07-31; the saving falls on long ranges because the pre-Binance years carry null ATR, and nulls do not round). COMBINED with `fields: "minimal"` and `meta: "minimal"` it cut about 45 % (measured 2026-08-17). Budgeting from the single-effect figure therefore understates what the combination buys. Both are dated measurements, not promises — every response carries a `size` block with `chars_before`/`chars_after`/`saved_pct` for YOUR call, so read that instead of these numbers. It is opt-in until the default flips 2026-11-01. Free tier: last 365 days. Related: arena_get_volatility_phases (current phase per pair), arena_get_iv_snapshot (implied vs. this realized — same RV method, but its realized_vol_30d is computed at snapshot time BEFORE that date has traded, so on fresh breakout days the two can differ; this series uses completed closes and is the one to trust for finished days), arena_get_cycle (regime context). [Free tier]