How do you know? Can you give numbers? My above 2 calculations are for AMD for DaysInYear=252 and 365. Why? Have you used this API in the past? Which API do you use now? I know, but I want to avoid keeping also a local database of stock prices. Normally the API should have all needed data, especially elementary data like such HV using industry-standard parameters. TD has a "volatility" field for stock data, but it seems either buggy or uses a differrent algorithm. As next I'll ask their support, though I had asked a similar question but which was regarding options volatility: there is a mysterious constant volatility=29 for all and each underlying, and the support said that it's an old experimental stuff or so, and that they will fix it or so after the transition to Schwab...
To whom it may concern: here's the answer from the TDA API support: My email to TDA API support: The answer of TDA API support: Hmm. one does not expect IV with the underlying, but just the HV (ie. the realized volatility), as was also explicitly stated in the query... And he does not tell the parameter(s) they used for the said "standard deviation of trade price fluctuations", since normally one would make such a calculation as a moving average using a certain period of time bars, IMO. Also missing the info whether it starts anew each trading day, or gets continued...
%% Sure, with trades pending,+ dividends, more cashAvailable for withdrawal than trading [assume perfect timing] . And perhaps even more rare, but has happened in JUNE, SCHW found a bit of $ in an old TD account, now SCHW. Looks like you thought of the T + 2 exception. JUN maybe TD=SCHW now , but dont know if that applies to all.