HistVol from CSV Case

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No JSON HistVol node: build McpHistVols from the HIST CSV listed in price_data_index (same folder as the snapshot), then read with HvsGetVol.

What it does: LiveStore and RawMD sheets use the same CSV (USDCNH / EURUSD, window 60, EWMA) so the two σ values can be compared.

Download MCP-TC42-HistVolFromCSV.xlsx

Object chain

1. =McpLiveMarketDataStore("data/market_data/MCP_MARKET_DATA_20260810.json")
2. =mdlsHistVolFromPriceData(Store,"FXSPOT","USDCNH",val_date,60,"EWMA")
3. =HvsGetVol(object, val_date, 60)

RawMD: =McpRawMarketManager("data/market_data") → rawmdHistVolFromPriceData

CSV: data/market_data/FX_SPOT_PRICES_HIST.csv (must sit next to the snapshot)

Key functions

Function	Description
mdlsHistVolFromPriceData	LiveStore HistVol from CSV
rawmdHistVolFromPriceData	RawMD same API
HvsGetVol	Annualized σ

Python example

See example/market_data/histvol_csv_demo.py.

Troubleshooting

• #NAME?: register mcp_market_data_live / mcp_raw_market_data and Reload PyXLL
• CSV not found: keep it next to the JSON; price_data_index.FXSPOT.hist_file = FX_SPOT_PRICES_HIST.csv
• instrument_code must match the CSV (USDCNH / EURUSD)