TradingView
PipFoundry
12 giu 2015 21:20

Pip Foundry - BitMEX BVOL7D Index 

Bitcoin / DollarBitfinex

Descrizione

My premium indicators are available for monthly lease at tradingview.com/market/ah-pipfoundry/

A quick indicator in response to the product released this month from BitMEX - a Weekly settled volatility index for bitcoin!

bitmex.com/register/z7QCSu

uses BVOL calculation from bitmex.com/app/index/.BVOL7D
Commenti
BitMEX_Sam
Nice work, Pipfoundry; this data is very close to the actual .BVOL7D index values.

If anyone wants to check vs. the official values, you can get five-minute .BVOL7D index data from:

bitmex.com/api/v1/trade?symbol=.BVOL7D&count=200&columns=price&reverse=1

You can filter it to a certain time per day to cut out the noise; for example, this query only returns data at 12:00 UTC every day:

bitmex.com/api/v1/trade?symbol=.BVOL7D&count=200&columns=price&reverse=1&filter={"timestamp.time":"12:00:00.000"}

Keep up the great work!
PipFoundry
Sam,

Thank you for the lovely compliment and thank you so much for providing the raw index data on your API!

Will TradingView be adding your BVOL feed to the library?
BitMEX_Sam
Hoping so. I've contacted them about it.
Altro