# Data Parameters

## Options Parameters

These are parameters available on an option-contract level.

opt_kind | Option kind - (Call or Put) |

expiration | Expiration date in "day id" format (days since epoch) |

multiplier | Option Contract multiplier |

product | Futures grouping (for example - ES) |

mmy | Expiration in string format |

last_trade | Date of last trade |

strike | Strike |

g_time | Timestamp of last Greeks Update |

theo | Theoretical Price |

volatility | Volatility |

delta | Delta |

gamma | Gamma |

theta | Theta |

rho | Rho |

vega | Vega |

event_time | Timestamp of last Profile Update |

day_id | Current "day id" |

day_open_price | Day Open Price |

day_high_price | Day High Price |

day_low_price | Day Low Price |

day_close_price | Day Close Price |

day_close_price_type | Day Close Price Type |

prev_day_id | Previous "day id" |

prev_day_close_price | Previous Day Close Price |

prev_day_close_price_type | Previous Day Close Price type |

prev_day_volume | Previous Day Volume |

oi | Open Interest |

oi_ch | Open Interest Change |

bid_time | Latest Bid Timestamp |

bid_exchange_code | Latest Bid Exchange Code |

bid_price | Latest Bid Price |

bid_size | Latest Bid Size |

ask_time | Latest Ask Timestamp |

ask_exchange_code | Latest Ask Exchange Code |

ask_price | Latest Ask Price |

ask_size | Latest Ask Size |

t_time | Latest Trade Timestamp |

exchange_code | Latest Trade Exchange Code |

price | Latest Trade Price |

change | Change in Price since Open according to Latest Trade |

size | Latest Trade Size |

t_day_id | Trade "day id" |

day_volume | Day Volume |

day_turnover | Day Turnover |

tick_direction | Latest Trade Tick Direction |

spread | Latest Bid-Ask Spread |

value | Day Sum of Value Traded (Premium) |

volm | Day Sum of Volume Traded |

deltas | Day Sum of Deltas Traded (captured at moment of trade) |

gammas | Day Sum of Gammas Traded (captured at moment of trade) |

vegas | Day Sum of Vegas Traded (captured at moment of trade) |

thetas | Day Sum of Thetas Traded (captured at moment of trade) |

rhos | Day Sum of Rhos Traded (captured at moment of trade) |

value_buy | Day Sum of Buy Value Traded |

volm_buy | Day Sum of Buy Volume Traded |

deltas_buy | Day Sum of Buy Deltas Traded |

gammas_buy | Day Sum of Buy Gammas Traded |

vegas_buy | Day Sum of Buy Vegas Traded |

thetas_buy | Day Sum of Buy Thetas Traded |

rhos_buy | Day Sum of Buy Rhos Traded |

value_sell | Day Sum of Sell Value Traded |

volm_sell | Day Sum of Sell Volume Traded |

deltas_sell | Day Sum of Sell Deltas Traded |

gammas_sell | Day Sum of Sell Gammas Traded |

vegas_sell | Day Sum of Sell Vegas Traded |

thetas_sell | Day Sum of Sell Thetas Traded |

rhos_sell | Day Sum of Sell Rhos Traded |

value_und | Day Sum of Undefined Value Traded |

volm_und | Day Sum of Undefined Volume Traded |

deltas_und | Day Sum of Undefined Deltas Traded |

gammas_und | Day Sum of Undefined Gammas Traded |

vegas_und | Day Sum of Undefined Vegas Traded |

thetas_und | Day Sum of Undefined Thetas Traded |

rhos_und | Day Sum of Rhos Value Traded |

value_bs | Day Sum of Buy Value minus Sell Value Traded |

volm_bs | Day Sum of Buy Volume minus Sell Volume Traded |

expiration_ts | Timestamp of Expiration Date |

vanna | Vanna |

vomma | Vomma |

charm | Charm |

dxoi | Delta multiplied by Open Interest |

gxoi | Gamma multiplied by Open Interest |

vxoi | Vega multiplied by Open Interest |

txoi | Theta multiplied by Open Interest |

vannaxoi | Vanna multiplied by Open Interest |

vommaxoi | Vomma multiplied by Open Interest |

charmxoi | Charm multiplied by Open Interest |

gxvolm | Gamma multiplied by Volume |

vxvolm | Vega multiplied by Volume |

txvolm | Theta multiplied by Volume |

vannaxvolm | Vanna multiplied by Volume |

vommaxvolm | Vomma multiplied by Volume |

charmxvolm | Charm multiplied by Volume |

dxvolm | Delta multiplied by Volume |

volm_5m | Volume Traded - last 5 minutes |

value_5m | Value Traded - last 5 minutes |

volmbs_5m | Volume of Buys minus Sells - last 5 minutes |

valuebs_5m | Value of Buys minus Sells - last 5 minutes |

volm_15m | Volume Traded - last 15 minutes |

value_15m | Value Traded - last 15 minutes |

volmbs_15m | Volume of Buys minus Sells - last 15 minutes |

valuebs_15m | Value of Buys minus Sells - last 15 minutes |

volm_30m | Volume Traded - last 30 minutes |

value_30m | Value Traded - last 30 minutes |

volmbs_30m | Volume of Buys minus Sells - last 30 minutes |

valuebs_30m | Value of Buys minus Sells - last 30 minutes |

volm_60m | Volume Traded - last 60 minutes |

value_60m | Value Traded - last 60 minutes |

volmbs_60m | Volume of Buys minus Sells - last 60 minutes |

valuebs_60m | Value of Buys minus Sells - last 60 minutes |

## Underlying Parameters

These are parameters available on an underlying level.

event_time | Timestamp of last Profile Update |

day_id | Current "day id" |

day_open_price | Day Open Price |

day_high_price | Day High Price |

day_low_price | Day Low Price |

day_close_price | Day Close Price |

day_close_price_type | Day Close Price Type |

prev_day_id | Previous "day id" |

prev_day_close_price | Previous Day Close Price |

prev_day_close_price_type | Previous Day Close Price type |

prev_day_volume | Previous Day Volume |

oi | Open Interest |

t_time | Latest Trade Timestamp |

exchange_code | Latest Trade Exchange Code |

price | Latest Trade Price |

change | Change in Price since Open according to Latest Trade |

size | Latest Trade Size |

t_day_id | Trade "day id" |

day_volume | Day Volume |

day_turnover | Day Turnover |

tick_direction | Latest Trade Tick Direction |

bid_time | Latest Bid Timestamp |

bid_exchange_code | Latest Bid Exchange Code |

bid_price | Latest Bid Price |

bid_size | Latest Bid Size |

ask_time | Latest Ask Timestamp |

ask_exchange_code | Latest Ask Exchange Code |

ask_price | Latest Ask Price |

ask_size | Latest Ask Size |

spread | Latest Bid-Ask Spread |

u_time | Timestamp of last Underlying Volatility Update |

volatility | Volatility |

front_volatility | Front Volatility |

back_volatility | Back Volatility |

call_volume | Call Volume |

put_volume | Put Volume |

put_call_ratio | Put/Call Ratio |

option_volume | Option Volume |

high_52_week_price | High 52-Week Price |

low_52_week_price | Low 52-Week Price |

value | Day Sum of Value Traded (Premium) |

volm | Day Sum of Volume Traded |

deltas | Day Sum of Deltas Traded (captured at moment of trade) |

gammas | Day Sum of Gammas Traded (captured at moment of trade) |

vegas | Day Sum of Vegas Traded (captured at moment of trade) |

thetas | Day Sum of Thetas Traded (captured at moment of trade) |

rhos | Day Sum of Rhos Traded (captured at moment of trade) |

value_buy | Day Sum of Buy Value Traded |

volm_buy | Day Sum of Buy Volume Traded |

deltas_buy | Day Sum of Buy Deltas Traded |

gammas_buy | Day Sum of Buy Gammas Traded |

vegas_buy | Day Sum of Buy Vegas Traded |

thetas_buy | Day Sum of Buy Thetas Traded |

rhos_buy | Day Sum of Buy Rhos Traded |

value_call_buy | Day Sum of Call Buy Value Traded |

volm_call_buy | Day Sum of Call Buy Volume Traded |

deltas_call_buy | Day Sum of Call Buy Deltas Traded |

gammas_call_buy | Day Sum of Call Buy Gammas Traded |

vegas_call_buy | Day Sum of Call Buy Vegas Traded |

thetas_call_buy | Day Sum of Call Buy Thetas Traded |

rhos_call_buy | Day Sum of Call Buy Rhos Traded |

value_put_buy | Day Sum of Put Buy Value Traded |

volm_put_buy | Day Sum of Put Buy Volume Traded |

deltas_put_buy | Day Sum of Put Buy Deltas Traded |

gammas_put_buy | Day Sum of Put Buy Gammas Traded |

vegas_put_buy | Day Sum of Put Buy Vegas Traded |

thetas_put_buy | Day Sum of Put Buy Thetas Traded |

rhos_put_buy | Day Sum of Put Buy Rhos Traded |

value_sell | Day Sum of Sell Value Traded |

volm_sell | Day Sum of Sell Volume Traded |

deltas_sell | Day Sum of Sell Deltas Traded |

gammas_sell | Day Sum of Sell Gammas Traded |

vegas_sell | Day Sum of Sell Vegas Traded |

thetas_sell | Day Sum of Sell Thetas Traded |

rhos_sell | Day Sum of Sell Rhos Traded |

value_call_sell | Day Sum of Call Sell Value Traded |

volm_call_sell | Day Sum of Call Sell Volume Traded |

deltas_call_sell | Day Sum of Call Sell Deltas Traded |

gammas_call_sell | Day Sum of Call Sell Gammas Traded |

vegas_call_sell | Day Sum of Call Sell Vegas Traded |

thetas_call_sell | Day Sum of Call Sell Thetas Traded |

rhos_call_sell | Day Sum of Call Sell Rhos Traded |

value_put_sell | Day Sum of Put Sell Value Traded |

volm_put_sell | Day Sum of Put Sell Volume Traded |

deltas_put_sell | Day Sum of Put Sell Deltas Traded |

gammas_put_sell | Day Sum of Put Sell Gammas Traded |

vegas_put_sell | Day Sum of Put Sell Vegas Traded |

thetas_put_sell | Day Sum of Put Sell Thetas Traded |

rhos_put_sell | Day Sum of Put Sell Rhos Traded |

value_und | Day Sum of Undefined Value Traded |

volm_und | Day Sum of Undefined Volume Traded |

deltas_und | Day Sum of Undefined Deltas Traded |

gammas_und | Day Sum of Undefined Gammas Traded |

vegas_und | Day Sum of Undefined Vegas Traded |

thetas_und | Day Sum of Undefined Thetas Traded |

rhos_und | Day Sum of Undefined Rhos Traded |

value_call_und | Day Sum of Call Undefined Value Traded |

volm_call_und | Day Sum of Call Undefined Volume Traded |

deltas_call_und | Day Sum of Call Undefined Deltas Traded |

gammas_call_und | Day Sum of Call Undefined Gammas Traded |

vegas_call_und | Day Sum of Call Undefined Vegas Traded |

thetas_call_und | Day Sum of Call Undefined Thetas Traded |

rhos_call_und | Day Sum of Call Undefined Rhos Traded |

value_put_und | Day Sum of Put Undefined Value Traded |

volm_put_und | Day Sum of Put Undefined Volume Traded |

deltas_put_und | Day Sum of Put Undefined Deltas Traded |

gammas_put_und | Day Sum of Put Undefined Gammas Traded |

vegas_put_und | Day Sum of Put Undefined Vegas Traded |

thetas_put_und | Day Sum of Put Undefined Thetas Traded |

rhos_put_und | Day Sum of Put Undefined Rhos Traded |

value_bs | Value of all Buys minus Sells |

volm_bs | Volume of all Buys minus Sells |

flowratio | (Value of Call Buys + Value of Put Sells) / (Value of Put Buys + Value of Call Sells) |

vflowratio | (Volume of Call Buys + Volume of Put Sells) / (Volume of Put Buys + Volume of Call Sells) |

value_call_ratio | (Value of Call Buys)/(Value of Call Sells) |

value_put_ratio | (Value of Put Buys)/(Value of Put Sells) |

volm_call_ratio | (Volume of Call Buys)/(Volume of Call Sells) |

volm_put_ratio | (Volume of Put Buys)/(Volume of Put Sells) |

dxoi | Delta multiplied by Open Interest |

gxoi | Gamma multiplied by Open Interest |

vxoi | Vega multiplied by Open Interest |

txoi | Theta multiplied by Open Interest |

vannaxoi | Vanna multiplied by Open Interest |

charmxoi | Charm multiplied by Open Interest |

gxvolm | Gamma multiplied by Volume |

vxvolm | Vega multiplied by Volume |

txvolm | Theta multiplied by Volume |

vannaxvolm | Vanna multiplied by Volume |

charmxvolm | Charm multiplied by Volume |

dxvolm | Delta multiplied by Volume |

## Flowchart Parameters

The flowchart module has all 'Underlying Parameters' shown above, as well as the following:

call_dxoi | Delta multiplied by Open Interest (Calls Only) |

call_gxoi | Gamma multiplied by Open Interest (Calls Only) |

call_vxoi | Vega multiplied by Open Interest (Calls Only) |

call_txoi | Theta multiplied by Open Interest (Calls Only) |

put_dxoi | Delta multiplied by Open Interest (Puts Only) |

put_gxoi | Gamma multiplied by Open Interest (Puts Only) |

put_vxoi | Vega multiplied by Open Interest (Puts Only) |

put_txoi | Theta multiplied by Open Interest (Puts Only) |

value_call_bs | Value of Buys minus Sells (Calls Only) |

value_put_bs | Value of Buys minus Sells (Puts Only) |

volm_call_bs | Volume of Buys minus Sells (Calls Only) |

volm_put_bs | Volume of Buys minus Sells (Puts Only) |

flownet | (Value of Call Buys + Value of Put Sells - Value of Call Sells - Value of Put Buys) |

vflownet | (Volume of Call Buys + Volume of Put Sells - Volume of Call Sells - Volume of Put Buys) |

prop1 | Proprietary |

prop2 | Proprietary |

prop3 | Proprietary |

prop4 | Proprietary |