volatility

Get Volatility Price Shocks

Detect sudden price regime shifts while accounting for each flow's usual volatility: each period's price is compared against a retrospective reference window, and regime changes whose amplitude exceeds a multiple of the coefficient of variation are flagged — so naturally volatile flows aren't over-flagged. Returns ranked shock events per flow with timeline phases (price spike/drop, volatile trade, return to baseline, ...), magnitude and series. Tunable via the query params. Streams NDJSON.

post/api/volatility/price-shocks

Request

  • Base URL: https://tradedashboard.eu (the document declares no server; this is the origin it was published from)
  • URL: https://tradedashboard.eu/api/volatility/price-shocks
  • Auth: none declared

Query parameters

entity_level'partner' | 'reporter'

Dimension to analyse. 'partner' — how concentrated/volatile is the reporter's trade across its trading partners? 'reporter' — how concentrated/volatile is a given partner's trade across EU member states? When 'reporter', the 'partner' query param is required.

partnerstring nullable

Partner country name (English). Required when entity_level='reporter'.

min_abnormalitynumber

Minimum statistical unusualness of the price shift compared to baseline volatility (coefficient-of-variation multiples). Lower values surface more (weaker) shocks. Default 2.0.

lookback_yearsinteger

Years before the shock used to establish the coefficient-of-variation baseline. Default 2.

cumulative_sharenumber

Only the top trading partners that together account for this share of total trade are analysed. Default 0.80.

max_shocks_per_pairinteger

Number of non-overlapping shocks kept per trading partner. Raise to surface multiple shock events per pair. Default 1.

Request body

reporterstring

Declaring entity: an EU member state, an EU candidate country, Northern Ireland ('XI'), or one of the three aggregate presets ('European Union', 'Euro area', 'EU candidate countries'), or a predefined reporter group name.

reporter_membersstring[] nullable

Explicit member countries for a custom reporter group. Each entry must be an EU member state, EU candidate country, or Northern Ireland. When more than one member is supplied the frame is aggregated into a synthetic group named after 'reporter'.

partner_setstring

Named partner preset, e.g. 'non-EU countries', 'EU countries', 'all countries', or a predefined partner group.

partnersstring[] nullable

Explicit partner-country list that overrides 'partner_set' when present.

period_startstring

Inclusive start of the analysis window, ISO month 'YYYY-MM'.

period_endstring

Inclusive end of the analysis window, ISO month 'YYYY-MM'. Defaults to roughly three months ago — the latest period Eurostat typically has fully reported.

frequencystring

Resampling frequency for the series: 'month', 'quarter' or 'year'.

n_topinteger

Number of top entities (by volume/value) to break out individually in charts.

include_otherboolean

Bundle entities outside the top-N into a single 'Other' bucket.

remove_outliersboolean

Drop extreme unit-price outliers before computing weighted-average prices.

midpointstring nullable

Split point 'YYYY-MM' for the Pattern Shifts tab: the window is cut in two here and the before/after change per entity is reported. Defaults to the middle of the period when omitted.

langstring

Language for translated labels in the response (en, de, fr, es, it, ro).

prodcom_codestring nullable

Specific PRODCOM dataset code to pin for the Net Import Reliance and Trade Intensity tabs, when a single CN code maps to several. Ignored elsewhere.

Response

Successful Response

Changes

No recorded changes to this operation across all 1 revision of this API.