Realized Futures Volatility Calculator
Users can use this app to see a calculation of Realized Volatility for any configured future. This app was built based on an increasing demand by traders to use realized volatility information as a component of their decision-making process while trading. The application calculates Variance in a Volume-Weighted Average Price (Realized Volatility) over 1 minute, 1 hour, and 1 day intervals. The Realized Volatility data and corresponding configured futures are displayed in a grid.
Related Resources

Exegy Innovation Wins Best New Product Award
The 2023 Markets Choice Award for Best New Product was given to Exegy’s integration of the Metro trading platform and nxAccess trading engine.

Preparing for the OPRA Expansion
As firms prepare for OPRA’s expansion to 96-channel distribution, Exegy can help craft the best solution for this and future OPRA challenges.

Exegy Partners with OneChronos for US Equities Market Data
Exegy’s delivery of real-time market data to OneChronos, a US equities ATS, shows how both firms are working to expand market access.