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pierre-alexis-m.ngo avatar image
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How can I get realized volatilities for index and components on python?

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steven.peng avatar image steven.peng

Hi @pierre-alexis-m.ngo,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

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AHS

1 Answer

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Zhenya Kovalyov avatar image
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You can request the following fields with the get_data() function, depending on the term you are looking for, TR.VolatilityXD, where X is the number of days, for example, TR.Volatility10D or TR.Volatility260D

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