Topic
greek-flow
Aggregated delta and vega flow of option trades per ticker and per expiry
Messages on this topic
greek-flow
GreekFlow
Aggregated delta and vega flow of option trades for a ticker, bucketed
12 fields→
greek-flow-expiry
GreekFlowExpiry
GreekFlow additionally broken out by option expiration date.
13 fields→
The message type is determined by the Kafka message key.