How can I get realized volatilities for index and components on python?

How can I get realized volatilities for index and components on python?

Best Answer

  • Zhenya Kovalyov
    Answer ✓

    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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