CME Group launches new CME Volatility Index End-of-Day API
International derivatives marketplace CME Group has launched the new CME Volatility Index (CVOL) End-of-Day API.
The CVOL End-of-Day API is a complementary REST implementation to retrieve CVOL end-of-day index levels and analytics. CVOL global volatility benchmark index family is derived from the world’s most actively traded options on futures, across major asset classes.
CVOL End-of-Day API uses OAuth authentication, an open protocol that supports secure authorization in a simple, standard method and decouples authentication from authorization.
The CVOL End-of-Day API is available 24 hours a day, 7 days a week. Clients systems should consider all returned data to be accurate at the time of the request submission.

