GexStrike

Messagefields32topiclive-gex

Show Proto definition

schema.proto

message GexStrike {
  string ticker = 1;
  int64 timestamp = 2;
  double call_delta_oi = 3;
  double put_delta_oi = 4;
  double call_gamma_oi = 5;
  double put_gamma_oi = 6;
  double call_charm_oi = 7;
  double put_charm_oi = 8;
  double call_vanna_oi = 9;
  double put_vanna_oi = 10;
  double call_delta_vol = 11;
  double put_delta_vol = 12;
  double call_gamma_vol = 13;
  double put_gamma_vol = 14;
  double call_charm_vol = 15;
  double put_charm_vol = 16;
  double call_vanna_vol = 17;
  double put_vanna_vol = 18;
  string strike = 19;
  string price = 20;
  double call_gamma_ask_vol = 21;
  double call_gamma_bid_vol = 22;
  double put_gamma_ask_vol = 23;
  double put_gamma_bid_vol = 24;
  double call_charm_ask_vol = 25;
  double call_charm_bid_vol = 26;
  double put_charm_ask_vol = 27;
  double put_charm_bid_vol = 28;
  double call_vanna_ask_vol = 29;
  double call_vanna_bid_vol = 30;
  double put_vanna_ask_vol = 31;
  double put_vanna_bid_vol = 32;
}

Fields

The number on the right of each row is the protobuf field number.

tickerstring1

The underlying ticker.

timestampint642

Unix timestamp of the latest update of day.

call_delta_oidouble3

The sum of the (open interest * delta * contract multiplier) of every call contract.

put_delta_oidouble4

The sum of the (open interest * delta * contract multiplier) of every put contract.

call_gamma_oidouble5

The sum of the (open interest * gamma * contract multiplier) of every call contract.

put_gamma_oidouble6

The sum of the (open interest * gamma * contract multiplier) of every put contract.

call_charm_oidouble7

The sum of the (open interest * charm * contract multiplier) of every call contract.

put_charm_oidouble8

The sum of the (open interest * charm * contract multiplier) of every put contract.

call_vanna_oidouble9

The sum of the (open interest * vanna * contract multiplier) of every call contract.

put_vanna_oidouble10

The sum of the (open interest * vanna * contract multiplier) of every put contract.

call_delta_voldouble11

The sum of the (volume * delta * contract multiplier) of every call contract.

put_delta_voldouble12

The sum of the (volume * delta * contract multiplier) of every put contract.

call_gamma_voldouble13

The sum of the (volume * gamma * contract multiplier) of every call contract.

put_gamma_voldouble14

The sum of the (volume * gamma * contract multiplier) of every put contract.

call_charm_voldouble15

The sum of the (volume * charm * contract multiplier) of every call contract.

put_charm_voldouble16

The sum of the (volume * charm * contract multiplier) of every put contract.

call_vanna_voldouble17

The sum of the (volume * vanna * contract multiplier) of every call contract.

put_vanna_voldouble18

The sum of the (volume * vanna * contract multiplier) of every put contract.

strikestring19

The strike price.

pricestring20

The price of the underlying.

call_gamma_ask_voldouble21

The sum of the (volume * gamma * contract multiplier) of every call contract traded closer to ask than bid.

call_gamma_bid_voldouble22

The sum of the (volume * gamma * contract multiplier) of every call contract traded closer to bid than ask.

put_gamma_ask_voldouble23

The sum of the (volume * gamma * contract multiplier) of every put contract traded closer to ask than bid.

put_gamma_bid_voldouble24

The sum of the (volume * gamma * contract multiplier) of every put contract traded closer to bid than ask.

call_charm_ask_voldouble25

The sum of the (volume * charm * contract multiplier) of every call contract traded closer to ask than bid.

call_charm_bid_voldouble26

The sum of the (volume * charm * contract multiplier) of every call contract traded closer to bid than ask.

put_charm_ask_voldouble27

The sum of the (volume * charm * contract multiplier) of every put contract traded closer to ask than bid.

put_charm_bid_voldouble28

The sum of the (volume * charm * contract multiplier) of every put contract traded closer to bid than ask.

call_vanna_ask_voldouble29

The sum of the (volume * vanna * contract multiplier) of every call contract traded closer to ask than bid.

call_vanna_bid_voldouble30

The sum of the (volume * vanna * contract multiplier) of every call contract traded closer to bid than ask.

put_vanna_ask_voldouble31

The sum of the (volume * vanna * contract multiplier) of every put contract traded closer to ask than bid.

put_vanna_bid_voldouble32

The sum of the (volume * vanna * contract multiplier) of every put contract traded closer to bid than ask.

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