Relative Move API: Unusual Price Moves in Context

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Relative Move API
Analytics API

Price move in context

Is a −3% drop normal – or unusually large? The API compares today's price change to the average daily range over the last year.

For alerts and dashboards: today's price change, the typical range over the last year, and a factor showing how unusual the move is. Works for any instrument with historical quotes and a live price; errors if price or volatility data is missing.

How relative move is calculated

Today's percentage change is divided by the average daily range over the last 12 months. That turns −3% into a clear signal: normal for this stock, or worth a closer look.

One call consumes 1 request unit per ticker.

Example document: https://api.leeway.tech/api/v1/public/live/relative-move/SAP.XETRA

curl -s 'https://api.leeway.tech/api/v1/public/live/relative-move/SAP.XETRA?apitoken=YOUR_TOKEN'

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Relative Move Fields

Three fields that put today's move in volatility context. For more detail visit the API Glossary.

Relative Move

change_p
Today's percentage price change from the live quote (when available).
averageTrueRange_1Y
Mean daily true range as % of price over the last year.
relativeMove
change_p / averageTrueRange_1Y – how unusual today's move is vs normal volatility.

Frequently Asked Questions

What does relativeMove mean?+
relativeMove = change_p / averageTrueRange_1Y – how unusual is today's move vs normal daily volatility? A value of -2 means the move is twice the typical daily range.
Which instruments are supported?+
Any instrument with historical quotes (at least 1 year) and a live quote providing change_p. The endpoint fails fast if change_p or ATR is unavailable.

Ready for the Best API Experience?

Start today with flexible API access for your projects. The Leeway API is ready when you are.

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