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CloudQuant Futures Options Flow

CloudQuant Futures Options Flow by CloudQuant

CloudQuant Future Options Flow

Introducing Future Options Flow: Uncover Market Maker & High-Frequency Trading Insights in Real Time.

Discover a new dimension of trading intelligence with the Future Options Flow dataset, meticulously crafted to reveal the intricacies of market maker and high-frequency trading firm activities within the realm of future options. Available in a minute-frequency format, this cutting-edge dataset empowers traders and investors to navigate the dynamic landscape of options trading with precision and confidence.

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Elevate Your Trading Arsenal: Future Options Flow delivers a specialized lens into the world of market makers and high-frequency trading firms. Equip yourself with the tools to decode their lightning-fast decisions and stay one step ahead in the fast-paced options market.

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Decode Informed Movements: Unravel high-conviction trading actions by dissecting the inflow and outflow of capital resulting from future options transactions. Explore the interplay between options Greeks, Dollar Delta exposure, Dollar Gamma exposure, and their dynamic combinations based on the second-order Taylor polynomial.

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Unveil Unparalleled Granularity: With a staggering 192 columns of aggregated insights, including long-only, short-only, calls & puts, and targeted ranges of Delta values, Future Options Flow provides unparalleled granularity for meticulous analysis. Delve into actionable patterns with additional liquidity filters, which incorporate a nuanced understanding of time-to-maturity and logarithmic moneyness.

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Precision in Every Trade: Future Options Flow refines your approach with precision, offering real-time observations of market maker and high-frequency trading firm activities. Experience the power of proprietary analytics, eliminating noise and highlighting high-conviction moves that can steer your strategies.

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Seamlessly Integrated: Effortlessly integrate Future Options Flow into your workflow, accessible through real-time and daily delivery options, exclusively via CloudQuant Liberator™. Gain direct access to timely, actionable insights without interruption. Step into the future of options trading analysis with Future Options Flow. Navigate the complex terrain of market maker and high-frequency trading strategies, transforming insights into strategic advantage. Elevate your trading precision with timely data-driven decisions and unlock a new dimension of trading intelligence.



Column Type Description
_seq uint Internal sequence number used to keep data rows in order
timestamp string Timestamp of the Data (underlying field is nc_publish_date_actual)
muts uint64 Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps. (underlying field is nc_publish_date_actual)
symbol string Trading Symbol
Long_DollarDelta double This is a minute-level feature for buy side aggressor cumulative dollar Delta.
Long_DollarGamma double This is a minute-level feature for buy side aggressor cumulative dollar Gamma.
Long_DollarVega double This is a minute-level feature for buy side aggressor cumulative dollar Vega.
Long_DollarDeltaGamma double This is a minute-level feature for buy side aggressor cumulative dollar DeltaGamma (Delta enhanced by the 2nd order Gamma).
Short_DollarDelta double This is a minute-level feature for sell side aggressor cumulative dollar Delta.
Short_DollarGamma double This is a minute-level feature for sell side aggressor cumulative dollar Gamma.
Short_DollarVega double This is a minute-level feature for sell side aggressor cumulative dollar Vega.
Short_DollarDeltaGamma double This is a minute-level feature for sell side aggressor cumulative dollar DeltaGamma (Delta enhanced by the 2nd order Gamma).
Call_DollarDelta double This is a minute-level feature for call options cumulative dollar Delta.
Call_DollarGamma double This is a minute-level feature for call options cumulative dollar Gamma.
Call_DollarVega double This is a minute-level feature for call options cumulative dollar Vega.
Call_DollarDeltaGamma double
Put_DollarDelta double
Put_DollarGamma double
Put_DollarVega double
Put_DollarDeltaGamma double
LongCall_DollarDelta double
LongCall_DollarGamma double
LongCall_DollarVega double
LongCall_DollarDeltaGamma double
LongPut_DollarDelta double
LongPut_DollarGamma double
LongPut_DollarVega double
LongPut_DollarDeltaGamma double
ShortCall_DollarDelta double
ShortCall_DollarGamma double
ShortCall_DollarVega double
ShortCall_DollarDeltaGamma double
ShortPut_DollarDelta double
ShortPut_DollarGamma double
ShortPut_DollarVega double
ShortPut_DollarDeltaGamma double
Liquid_Long_DollarDelta double
Liquid_Long_DollarGamma double
Liquid_Long_DollarVega double
Liquid_Long_DollarDeltaGamma double
Liquid_Short_DollarDelta double
Liquid_Short_DollarGamma double
Liquid_Short_DollarVega double
Liquid_Short_DollarDeltaGamma double
Liquid_Call_DollarDelta double
Liquid_Call_DollarGamma double
Liquid_Call_DollarVega double
Liquid_Call_DollarDeltaGamma double
Liquid_Put_DollarDelta double
Liquid_Put_DollarGamma double
Liquid_Put_DollarVega double
Liquid_Put_DollarDeltaGamma double
Liquid_LongCall_DollarDelta double
Liquid_LongCall_DollarGamma double
Liquid_LongCall_DollarVega double
Liquid_LongCall_DollarDeltaGamma double
Liquid_LongPut_DollarDelta double
Liquid_LongPut_DollarGamma double
Liquid_LongPut_DollarVega double
Liquid_LongPut_DollarDeltaGamma double
Liquid_ShortCall_DollarDelta double
Liquid_ShortCall_DollarGamma double
Liquid_ShortCall_DollarVega double
Liquid_ShortCall_DollarDeltaGamma double
Liquid_ShortPut_DollarDelta double
Liquid_ShortPut_DollarGamma double
Liquid_ShortPut_DollarVega double
Liquid_ShortPut_DollarDeltaGamma double
LowD_Long_DollarDelta double
LowD_Long_DollarGamma double
LowD_Long_DollarVega double
LowD_Long_DollarDeltaGamma double
Liquid_LowD_Long_DollarDelta double
Liquid_LowD_Long_DollarGamma double
Liquid_LowD_Long_DollarVega double
Liquid_LowD_Long_DollarDeltaGamma double
LowD_Short_DollarDelta double
LowD_Short_DollarGamma double
LowD_Short_DollarVega double
LowD_Short_DollarDeltaGamma double
Liquid_LowD_Short_DollarDelta double
Liquid_LowD_Short_DollarGamma double
Liquid_LowD_Short_DollarVega double
Liquid_LowD_Short_DollarDeltaGamma double
MidD_Long_DollarDelta double
MidD_Long_DollarGamma double
MidD_Long_DollarVega double
MidD_Long_DollarDeltaGamma double
Liquid_MidD_Long_DollarDelta double
Liquid_MidD_Long_DollarGamma double
Liquid_MidD_Long_DollarVega double
Liquid_MidD_Long_DollarDeltaGamma double
MidD_Short_DollarDelta double
MidD_Short_DollarGamma double
MidD_Short_DollarVega double
MidD_Short_DollarDeltaGamma double
Liquid_MidD_Short_DollarDelta double
Liquid_MidD_Short_DollarGamma double
Liquid_MidD_Short_DollarVega double
Liquid_MidD_Short_DollarDeltaGamma double
LowD_Call_DollarDelta double
LowD_Call_DollarGamma double
LowD_Call_DollarVega double
LowD_Call_DollarDeltaGamma double
Liquid_LowD_Call_DollarDelta double
Liquid_LowD_Call_DollarGamma double
Liquid_LowD_Call_DollarVega double
Liquid_LowD_Call_DollarDeltaGamma double
LowD_Put_DollarDelta double
LowD_Put_DollarGamma double
LowD_Put_DollarVega double
LowD_Put_DollarDeltaGamma double
Liquid_LowD_Put_DollarDelta double
Liquid_LowD_Put_DollarGamma double
Liquid_LowD_Put_DollarVega double
Liquid_LowD_Put_DollarDeltaGamma double
MidD_Call_DollarDelta double
MidD_Call_DollarGamma double
MidD_Call_DollarVega double
MidD_Call_DollarDeltaGamma double
Liquid_MidD_Call_DollarDelta double
Liquid_MidD_Call_DollarGamma double
Liquid_MidD_Call_DollarVega double
Liquid_MidD_Call_DollarDeltaGamma double
MidD_Put_DollarDelta double
MidD_Put_DollarGamma double
MidD_Put_DollarVega double
MidD_Put_DollarDeltaGamma double
Liquid_MidD_Put_DollarDelta double
Liquid_MidD_Put_DollarGamma double
Liquid_MidD_Put_DollarVega double
Liquid_MidD_Put_DollarDeltaGamma double
LowD_LongCall_DollarDelta double
LowD_LongCall_DollarGamma double
LowD_LongCall_DollarVega double
LowD_LongCall_DollarDeltaGamma double
Liquid_LowD_LongCall_DollarDelta double
Liquid_LowD_LongCall_DollarGamma double
Liquid_LowD_LongCall_DollarVega double
Liquid_LowD_LongCall_DollarDeltaGamma double
LowD_LongPut_DollarDelta double
LowD_LongPut_DollarGamma double
LowD_LongPut_DollarVega double
LowD_LongPut_DollarDeltaGamma double
Liquid_LowD_LongPut_DollarDelta double
Liquid_LowD_LongPut_DollarGamma double
Liquid_LowD_LongPut_DollarVega double
Liquid_LowD_LongPut_DollarDeltaGamma double
MidD_LongCall_DollarDelta double
MidD_LongCall_DollarGamma double
MidD_LongCall_DollarVega double
MidD_LongCall_DollarDeltaGamma double
Liquid_MidD_LongCall_DollarDelta double
Liquid_MidD_LongCall_DollarGamma double
Liquid_MidD_LongCall_DollarVega double
Liquid_MidD_LongCall_DollarDeltaGamma double
MidD_LongPut_DollarDelta double
MidD_LongPut_DollarGamma double
MidD_LongPut_DollarVega double
MidD_LongPut_DollarDeltaGamma double
Liquid_MidD_LongPut_DollarDelta double
Liquid_MidD_LongPut_DollarGamma double
Liquid_MidD_LongPut_DollarVega double
Liquid_MidD_LongPut_DollarDeltaGamma double
LowD_ShortCall_DollarDelta double
LowD_ShortCall_DollarGamma double
LowD_ShortCall_DollarVega double
LowD_ShortCall_DollarDeltaGamma double
Liquid_LowD_ShortCall_DollarDelta double
Liquid_LowD_ShortCall_DollarGamma double
Liquid_LowD_ShortCall_DollarVega double
Liquid_LowD_ShortCall_DollarDeltaGamma double
LowD_ShortPut_DollarDelta double
LowD_ShortPut_DollarGamma double
LowD_ShortPut_DollarVega double
LowD_ShortPut_DollarDeltaGamma double
Liquid_LowD_ShortPut_DollarDelta double
Liquid_LowD_ShortPut_DollarGamma double
Liquid_LowD_ShortPut_DollarVega double
Liquid_LowD_ShortPut_DollarDeltaGamma double
MidD_ShortCall_DollarDelta double
MidD_ShortCall_DollarGamma double
MidD_ShortCall_DollarVega double
MidD_ShortCall_DollarDeltaGamma double
Liquid_MidD_ShortCall_DollarDelta double
Liquid_MidD_ShortCall_DollarGamma double
Liquid_MidD_ShortCall_DollarVega double
Liquid_MidD_ShortCall_DollarDeltaGamma double
MidD_ShortPut_DollarDelta double
MidD_ShortPut_DollarGamma double
MidD_ShortPut_DollarVega double
MidD_ShortPut_DollarDeltaGamma double
Liquid_MidD_ShortPut_DollarDelta double
Liquid_MidD_ShortPut_DollarGamma double
Liquid_MidD_ShortPut_DollarVega double
Liquid_MidD_ShortPut_DollarDeltaGamma double