Topic
live-gex
Live gamma exposure keyed by different aggregation levels: ticker, strike, strike+expiry
Messages on this topic
gex-strike-expiry-v2
GexStrikeExpiry
Greek exposures for a single strike and expiry.
33 fields→
gex-strike-v2
GexStrike
Greek exposures for a single strike, aggregated across all expiries.
32 fields→
gex-ticker-v2
Gex
Ticker-level greek exposures, expressed as the $ value of hedging required
14 fields→
The message type is determined by the Kafka message key.