Integrations
Analytics Endpoints
Choose among the seven Growth+ analytics endpoints and understand what each metric measures.
The job
Answer risk, co-movement, and behavior questions over historical rates. The API exposes seven analytics endpoints on Growth and above. The raw /v1/history series is available on every plan, with a 30-day window on Free. Analytics endpoints return 403 forbidden on Free and Starter.
| Endpoint | Question it answers | Metric |
|---|---|---|
/v1/history/analysis | How did currencies move or rank over a window? | changePct, strengthenedPct, optional min/max/avg |
/v1/ppp/analysis | How did a country’s PPP factor change? | Factor change over years, with projected flags |
/v1/volatility | How much does a currency move? | Annualized sample standard deviation of daily returns, stdev × √365 × 100 |
/v1/correlation | Do currencies move together? | Pearson correlation of daily returns against a base |
/v1/drawdown | What was the worst decline? | Maximum peak-to-trough fall, with peak, trough, and recovery dates |
/v1/safe-haven | Which currencies held value in turmoil? | 0 to 100 composite: 0.4 volatility, 0.3 drawdown, 0.3 2008 crisis resilience |
/v1/mean-reversion | Which currencies return to their mean? | 0 to 100 score from crossing frequency and AR(1) half-life, plus current deviation |
Reading the results
Each endpoint follows the same pattern: name currencies or countries for a direct comparison, or omit them to rank a universe. Results can be null when there is not enough history, and a note explains why. Always report the window, base, and universe with a metric, because figures from different windows are not directly comparable.
Volatility is annualized over 365 calendar days, so it is a consistent comparison figure rather than a 252 trading-day number. Correlation is computed on daily returns, not price levels. Drawdown is signed and measured on the currency’s price against the base. The safe-haven score and mean-reversion score are historical descriptions, not forecasts.
curl "https://api.currency-core.com/v1/volatility?currencies=EUR,GBP&base=USD&from=2025-01-01" \
-H "Authorization: Bearer cc_live_your_key"{
"base": "USD",
"from": "2025-01-01",
"to": "2026-11-06",
"mode": "compare",
"basis": "annualized-daily",
"results": [
{ "currency": "EUR", "volatility": 3.6, "observations": 674 },
{ "currency": "GBP", "volatility": 3.84, "observations": 674 }
]
}The figures are illustrative and use the published snapshot. Always report the window, base and universe with the number, because a 30-day and a one-year figure answer different questions.
Related docs
History endpoint, history analysis, volatility, correlation, drawdown, safe haven, mean reversion, PPP analysis, and the guides hub.