Technical Indicators
Rolling Annualized Volatility + percentile rank (ANNVOL)
Rolling annualized volatility from LOG returns of CLOSE prices: r_t = ln(C_t / C_{t-1}), then rolling(vol_window).std(ddof=1) * sqrt(252). Returns the current rolling vol plus its PRIOR-WINDOW-EXCLUSIVE percentile rank within the trailing rank_window distribution (the current value is excluded from the sample to avoid downward bias). Daily only (interval=1d). Uses CLOSE prices, matching the close-based BETA / CORREL indicator family (adj_close intentionally not used, for consistency).
get/api/v1/indicators/annvol
Query parameters
symbolstring required
Example:AAPL
vol_windowinteger
Example:30
rank_windowinteger
Example:126
intervalstring
Example:1d
rangestring nullable
Example:2y
outputsizeinteger
Example:30
Response
Successful Response
Example response
{
"data": {
"symbol": "AAPL",
"indicator": "annvol",
"interval": "1d",
"vol_window": 30,
"rank_window": 126,
"outputsize": 30,
"current_vol": 0.2415,
"vol_pct_rank": 62.7,
"rank_sample_size": 126,
"vol_series": [
{
"date": "2026-04-30T00:00:00Z",
"value": 0.2415
}
],
"source": "sugra_finance"
},
"meta": {
"endpoint": "/api/v1/fred/us/cpi",
"data_time": "2026-04-16T14:30:00Z",
"response_time": "2026-04-16T14:30:12Z",
"provider": "Sugra API v1.0.1",
"source": "sugra_crypto",
"attribution": "Short interest and Reg SHO daily short volume data is owned by and sourced from FINRA (Financial Industry Regulatory Authority).",
"fallback_chain": [
"sugra_crypto",
"sugra_finance"
]
}
}