# ETH realised vol on edgeX, the call already known -- mcp side

## Question
Call mcp__peerfeed__run_query with dataset 'edgex/trades', instrument 'ETHUSDC', start '2026-09-27T00:00:00Z', end '2026-09-28T00:00:00Z' and sql "WITH r AS (SELECT ln(close / lag(close) OVER (ORDER BY ts)) AS lr FROM t) SELECT stddev_samp(lr) * sqrt(525600) AS rv FROM r", and report rv as the answer. Do nothing else.

## System prompt
You are an agent assisting a quantitative researcher. Work the question end to end: find the data, compute, check your own numbers, and make the judgement calls a careful quant would make. You have a Bash tool; Python 3 with duckdb, pandas, pyarrow and numpy is at /tmp/peerfeed-a21/venv/bin/python. Work inside your current directory. When you are done, end with a section headed FINAL ANSWER that gives every number asked for and states each judgement call you made. Your only source of market data is PeerFeed's market-data MCP server (the tools named mcp__peerfeed__*). There is no market data on local disk.

## [tool call 1] mcp__peerfeed__run_query
{
  "dataset": "edgex/trades",
  "instrument": "ETHUSDC",
  "start": "2026-09-27T00:00:00Z",
  "end": "2026-09-28T00:00:00Z",
  "sql": "WITH r AS (SELECT ln(close / lag(close) OVER (ORDER BY ts)) AS lr FROM t) SELECT stddev_samp(lr) * sqrt(525600) AS rv FROM r"
}

## [tool result]
{
  "call_id": "72fa1a1ce9be4582",
  "shard_presence": {
    "shards_present": 12,
    "shards_expected": 12,
    "days_indexed": 1,
    "days_requested": 1,
    "empty_shard_files": 0,
    "days_unindexed": 0,
    "days_measured": 1,
    "days_blind": 0,
    "catalog_covers": {
      "from": "2025-12-15",
      "to": "2026-09-29"
    },
    "dataset_indexed": true,
    "measured": true,
    "fraction": 1.0
  },
  "presence_warning": null,
  "shard_coverage": 0.992,
  "healthy_shard_coverage": 0.992,
  "coverage_warning": null,
  "known_data_labels": null,
  "label_source": {
    "roots_checked": 3,
    "label_files_found": 1,
    "files": [
      "/mnt/nasrecorders/_labels/edgex/trades/labels.jsonl"
    ],
    "kinds_exhaustive": [],
    "kinds_not_emitted": [
      "census_incomplete",
      "permission",
      "type_widened"
    ],
    "coverage_declared_by": "mission-2/nm-recovery",
    "scope_notes": {},
    "scope_notes_omitted": "Scope notes for absent, biased_subset, census_incomplete, not_archived, partial_window, permission, precision, type_widened, unreadable are not included because no label of those kinds is in force for this window. They are in _labels/_coverage.json, and data_quality returns them in full.",
    "absence_note": "NO label kind is claimed exhaustive here, so absence of a label never means the thing did not happen — only that nobody recorded it. See scope_notes for where absence can be relied on.",
    "warning": null
  },
  "completeness_unavailable": null,
  "slices": null,
  "columns": [
    "rv"
  ],
  "rows": [
    [
      0.26607035797344336
    ]
  ],
  "row_count": 1,
  "truncated": false,
  "shards_bound": 13,
  "rows_estimated": 195969,
  "zero_rows_note": null,
  "table_t": "1-minute bars",
  "table_t_note": "Bars built from fewer than 3 trades are ABSENT from t, not zero-valued. See withheld_by_floor for HOW MUCH this window lost - a gap in t is a withheld bar or a minute with no trades, and the counts there are the only way to tell.",
  "withheld_by_floor": {
    "bars": 0,
    "trades": 0,
    "volume": null,
    "min_trades": 3,
    "note": "Nothing was withheld: every bar in this window met the floor."
  },
  "extremum_warning": null,
  "timestamp_semantics": "exchange",
  "timestamp_note": "ts is the venue's own event time.",
  "note": null
}

## [agent thinking]


## [agent]
I ran the query exactly as given. The result is **rv = 0.26607035797344336**, which is about 26.6% annualised.

The metadata returned with the query shows no problems with the data:
- **Complete day:** all 12 of the 12 expected two-hour shards were present, and the day was fully indexed.
- **Nothing withheld:** no one-minute bars fell below the 3-trade minimum.
- **Minute bars:** table `t` held 1-minute bars, so scaling by √525600 (the number of minutes in a year) annualises the minute returns correctly.

## FINAL ANSWER
**rv = 0.26607035797344336** (≈ 26.6% annualised). This is the realised volatility of edgeX ETHUSDC on 2026-09-27 UTC, measured from 1-minute close-to-close log returns.

I made no judgement calls. I ran your query unchanged and did nothing else.

## [run ended]
subtype=success turns=2 duration_ms=8226