### Initial Module Configuration Source: https://convexvalue.com/docs/global-symbol Example configuration for two panes displaying Open Interest and Volume profiles for AAPL. ```text joy AAPL oi joy AAPL volm ``` -------------------------------- ### Order Time and Sales Data by Value Source: https://convexvalue.com/docs/module/tas Customize the ordering of the Time and Sales log using the `orderby=` parameter. This example shows how to order trades by their value. ```text tas orderby=value ``` -------------------------------- ### Run IP Module Command Source: https://convexvalue.com/docs/module/ip Example command to execute the IP module for a specific symbol and expiration range. Ensure the symbol and expiration format are correct. ```bash ip SPX exp=1-5 ``` -------------------------------- ### Customize Flow Columns Source: https://convexvalue.com/docs/module/flow Select specific columns to display using the `cols=` parameter. This example includes value, price, change, call buy volume, and put buy volume. ```bash flow cols=value,price,change,volm_call_buy,volm_put_buy ``` -------------------------------- ### Order Flow Data by Call Buy Volume Source: https://convexvalue.com/docs/module/flow Reorders the displayed columns based on the `orderby=` parameter. This example sorts stocks by the volume of call buys. ```bash flow cols=value,price,change,volm_call_buy,volm_put_buy orderby=volm_call_buy ``` -------------------------------- ### Filter Flow Data by Value and Put Buy Volume Source: https://convexvalue.com/docs/module/flow Applies filters using the `filters=` parameter to narrow down results. This example shows stocks with a value greater than $1M and put buy volume greater than 100. ```bash flow cols=value,price,change,volm_call_buy,volm_put_buy,vflowratio orderby=vflowratio filters=value>1000000,volm_put_buy>100 ``` -------------------------------- ### Select Columns for Time and Sales Display Source: https://convexvalue.com/docs/module/tas Control which columns are displayed in the Time and Sales log using the `cols=` parameter. This is useful for combining the module in dashboards with other modules. This example displays only time, symbol, price, value, and size. ```text tas cols=time,symbol,price,value,size ``` -------------------------------- ### GET /tas Source: https://convexvalue.com/docs/module/tas Retrieves a table of trades ordered by time, with options to filter, sort, and customize the displayed columns. ```APIDOC ## GET /tas ### Description Displays a table of trades (Time and Sales log) ordered by time, with the latest trades appearing at the top. ### Method GET ### Endpoint tas ### Parameters #### Query Parameters - **orderby** (string) - Optional - Defines the sorting criteria for the trades (e.g., 'value'). - **roots** (string) - Optional - Comma-separated list of underlying symbols to filter the trades. - **filters** (string) - Optional - Comma-separated filter expressions (e.g., 'delta<0.1,size>100'). - **cols** (string) - Optional - Comma-separated list of columns to display in the table. ### Request Example tas orderby=value roots=nvda,aapl filters=delta<0.1,size>100 cols=time,symbol,price,value,size ``` -------------------------------- ### Filter Time and Sales by Trade Attributes Source: https://convexvalue.com/docs/module/tas Apply filters to the Time and Sales data based on column values using the `filters=` parameter. Multiple filters can be combined with commas. This example filters for trades with delta between 0 and 0.1, and size greater than 100. ```text tas orderby=value roots=nvda,aapl filters=delta<0.1,delta>0,size>100 ``` -------------------------------- ### Visualize Open Interest with joy Source: https://convexvalue.com/docs/recipe/oi-and-volume Use the `joy` module to visualize Open Interest for a specific stock symbol. Ensure the `joy` module is available in your environment. ```bash joy ADBE oi ``` -------------------------------- ### Global Symbol Module Configuration Source: https://convexvalue.com/docs/global-symbol Updated configuration using the '@' placeholder to enable global symbol control. ```text joy @ oi joy @ volm ``` -------------------------------- ### Display Default Flow Columns Source: https://convexvalue.com/docs/module/flow Shows the default columns for the flow module: value, price, and change. This serves as a basic scanner ordered by options premium value. ```bash flow ``` -------------------------------- ### Underlying Parameters Reference Source: https://convexvalue.com/docs/params A comprehensive list of available underlying parameters for market data analysis. ```APIDOC ## Underlying Parameters ### Description This reference lists the available parameters for underlying market data, including price history, trade activity, volatility metrics, and aggregated Greek values (Delta, Gamma, Vega, Theta, Rho) for different trade types. ### Parameters - **event_time** (Timestamp) - Timestamp of last Profile Update - **day_id** (String) - Current "day id" - **day_open_price** (Number) - Day Open Price - **day_high_price** (Number) - Day High Price - **day_low_price** (Number) - Day Low Price - **day_close_price** (Number) - Day Close Price - **day_close_price_type** (String) - Day Close Price Type - **prev_day_id** (String) - Previous "day id" - **prev_day_close_price** (Number) - Previous Day Close Price - **prev_day_close_price_type** (String) - Previous Day Close Price type - **prev_day_volume** (Number) - Previous Day Volume - **oi** (Number) - Open Interest - **t_time** (Timestamp) - Latest Trade Timestamp - **exchange_code** (String) - Latest Trade Exchange Code - **price** (Number) - Latest Trade Price - **change** (Number) - Change in Price since Open according to Latest Trade - **size** (Number) - Latest Trade Size - **t_day_id** (String) - Trade "day id" - **day_volume** (Number) - Day Volume - **day_turnover** (Number) - Day Turnover - **tick_direction** (String) - Latest Trade Tick Direction - **bid_time** (Timestamp) - Latest Bid Timestamp - **bid_exchange_code** (String) - Latest Bid Exchange Code - **bid_price** (Number) - Latest Bid Price - **bid_size** (Number) - Latest Bid Size - **ask_time** (Timestamp) - Latest Ask Timestamp - **ask_exchange_code** (String) - Latest Ask Exchange Code - **ask_price** (Number) - Latest Ask Price - **ask_size** (Number) - Latest Ask Size - **spread** (Number) - Latest Bid-Ask Spread - **u_time** (Timestamp) - Timestamp of last Underlying Volatility Update - **volatility** (Number) - Volatility - **front_volatility** (Number) - Front Volatility - **back_volatility** (Number) - Back Volatility - **call_volume** (Number) - Call Volume - **put_volume** (Number) - Put Volume - **put_call_ratio** (Number) - Put/Call Ratio - **option_volume** (Number) - Option Volume - **high_52_week_price** (Number) - High 52-Week Price - **low_52_week_price** (Number) - Low 52-Week Price - **value** (Number) - Day Sum of Value Traded (Premium) - **volm** (Number) - Day Sum of Volume Traded - **deltas** (Number) - Day Sum of Deltas Traded - **gammas** (Number) - Day Sum of Gammas Traded - **vegas** (Number) - Day Sum of Vegas Traded - **thetas** (Number) - Day Sum of Thetas Traded - **rhos** (Number) - Day Sum of Rhos Traded - **value_buy** (Number) - Day Sum of Buy Value Traded - **volm_buy** (Number) - Day Sum of Buy Volume Traded - **deltas_buy** (Number) - Day Sum of Buy Deltas Traded - **gammas_buy** (Number) - Day Sum of Buy Gammas Traded - **vegas_buy** (Number) - Day Sum of Buy Vegas Traded - **thetas_buy** (Number) - Day Sum of Buy Thetas Traded - **rhos_buy** (Number) - Day Sum of Buy Rhos Traded - **value_call_buy** (Number) - Day Sum of Call Buy Value Traded - **volm_call_buy** (Number) - Day Sum of Call Buy Volume Traded - **deltas_call_buy** (Number) - Day Sum of Call Buy Deltas Traded - **gammas_call_buy** (Number) - Day Sum of Call Buy Gammas Traded - **vegas_call_buy** (Number) - Day Sum of Call Buy Vegas Traded - **thetas_call_buy** (Number) - Day Sum of Call Buy Thetas Traded - **rhos_call_buy** (Number) - Day Sum of Call Buy Rhos Traded - **value_put_buy** (Number) - Day Sum of Put Buy Value Traded - **volm_put_buy** (Number) - Day Sum of Put Buy Volume Traded - **deltas_put_buy** (Number) - Day Sum of Put Buy Deltas Traded - **gammas_put_buy** (Number) - Day Sum of Put Buy Gammas Traded - **vegas_put_buy** (Number) - Day Sum of Put Buy Vegas Traded - **thetas_put_buy** (Number) - Day Sum of Put Buy Thetas Traded - **rhos_put_buy** (Number) - Day Sum of Put Buy Rhos Traded - **value_sell** (Number) - Day Sum of Sell Value Traded - **volm_sell** (Number) - Day Sum of Sell Volume Traded - **deltas_sell** (Number) - Day Sum of Sell Deltas Traded - **gammas_sell** (Number) - Day Sum of Sell Gammas Traded - **vegas_sell** (Number) - Day Sum of Sell Vegas Traded - **thetas_sell** (Number) - Day Sum of Sell Thetas Traded - **rhos_sell** (Number) - Day Sum of Sell Rhos Traded - **value_call_sell** (Number) - Day Sum of Call Sell Value Traded - **volm_call_sell** (Number) - Day Sum of Call Sell Volume Traded - **deltas_call_sell** (Number) - Day Sum of Call Sell Deltas Traded - **gammas_call_sell** (Number) - Day Sum of Call Sell Gammas Traded - **vegas_call_sell** (Number) - Day Sum of Call Sell Vegas Traded - **thetas_call_sell** (Number) - Day Sum of Call Sell Thetas Traded - **rhos_call_sell** (Number) - Day Sum of Call Sell Rhos Traded - **value_put_sell** (Number) - Day Sum of Put Sell Value Traded - **volm_put_sell** (Number) - Day Sum of Put Sell Volume Traded - **deltas_put_sell** (Number) - Day Sum of Put Sell Deltas Traded - **gammas_put_sell** (Number) - Day Sum of Put Sell Gammas Traded - **vegas_put_sell** (Number) - Day Sum of Put Sell Vegas Traded - **thetas_put_sell** (Number) - Day Sum of Put Sell Thetas Traded - **rhos_put_sell** (Number) - Day Sum of Put Sell Rhos Traded - **value_und** (Number) - Day Sum of Undefined Value Traded - **volm_und** (Number) - Day Sum of Undefined Volume Traded - **deltas_und** (Number) - Day Sum of Undefined Deltas Traded - **gammas_und** (Number) - Day Sum of Undefined Gammas Traded - **vegas_und** (Number) - Day Sum of Undefined Vegas Traded - **thetas_und** (Number) - Day Sum of Undefined Thetas Traded - **rhos_und** (Number) - Day Sum of Undefined Rhos Traded - **value_call_und** (Number) - Day Sum of Call Undefined Value Traded - **volm_call_und** (Number) - Day Sum of Call Undefined Volume Traded - **deltas_call_und** (Number) - Day Sum of Call Undefined Deltas Traded - **gammas_call_und** (Number) - Day Sum of Call Undefined Gammas Traded - **vegas_call_und** (Number) - Day Sum of Call Undefined Vegas Traded - **thetas_call_und** (Number) - Day Sum of Call Undefined Thetas Traded - **rhos_call_und** (Number) - Day Sum of Call Undefined Rhos Traded - **value_put_und** (Number) - Day Sum of Put Undefined Value Traded - **volm_put_und** (Number) - Day Sum of Put Undefined Volume Traded - **deltas_put_und** (Number) - Day Sum of Put Undefined Deltas Traded - **gammas_put_und** (Number) - Day Sum of Put Undefined Gammas Traded - **vegas_put_und** (Number) - Day Sum of Put Undefined Vegas Traded ``` -------------------------------- ### Option Contract Data Parameters Source: https://convexvalue.com/docs/params A comprehensive list of available parameters for option-contract level data, covering Greeks, market activity, and trade statistics. ```APIDOC ## Data Parameter Reference ### Description This reference defines the parameters available for option-contract level data within the ConvexValue system. These parameters include contract metadata, Greeks, pricing, and trade-related metrics. ### Parameters - **opt_kind** (string) - Option kind (Call or Put) - **expiration** (integer) - Expiration date in "day id" format (days since epoch) - **multiplier** (number) - Option Contract multiplier - **product** (string) - Futures grouping (e.g., ES) - **mmy** (string) - Expiration in string format - **last_trade** (string) - Date of last trade - **strike** (number) - Strike price - **g_time** (timestamp) - Timestamp of last Greeks Update - **theo** (number) - Theoretical Price - **volatility** (number) - Volatility - **delta** (number) - Delta - **gamma** (number) - Gamma - **theta** (number) - Theta - **rho** (number) - Rho - **vega** (number) - Vega - **event_time** (timestamp) - Timestamp of last Profile Update - **day_id** (integer) - Current "day id" - **oi** (integer) - Open Interest - **oi_ch** (integer) - Open Interest Change - **bid_price** (number) - Latest Bid Price - **ask_price** (number) - Latest Ask Price - **price** (number) - Latest Trade Price - **size** (integer) - Latest Trade Size - **day_volume** (integer) - Day Volume - **spread** (number) - Latest Bid-Ask Spread - **vanna** (number) - Vanna - **vomma** (number) - Vomma - **charm** (number) - Charm - **dxoi** (number) - Delta multiplied by Open Interest - **gxoi** (number) - Gamma multiplied by Open Interest - **vxoi** (number) - Vega multiplied by Open Interest - **txoi** (number) - Theta multiplied by Open Interest - **volm_5m** (integer) - Volume Traded - last 5 minutes - **value_5m** (number) - Value Traded - last 5 minutes ``` -------------------------------- ### Pin Stocks to Top of Flow Display Source: https://convexvalue.com/docs/module/flow Uses the `s=` parameter to keep a specified list of stocks at the top of the results, regardless of their ranking. This is useful for monitoring specific tickers. ```bash flow s=AAPL,MSFT,NVDA ``` -------------------------------- ### Display Time and Sales Data Source: https://convexvalue.com/docs/module/tas Use the `tas` command to display a table of trades ordered by time, with the latest trades at the top. Color-coding is used for call (yellow), put (blue), bullish (green), and bearish (red) trades. ```text tas ``` -------------------------------- ### Time and Sale Parameters Source: https://convexvalue.com/docs/params Detailed parameters available for time and sales entries in the 'tas' module. ```APIDOC ## Time and Sale Parameters ### Description Parameters associated with individual time and sale events, including trade details, market conditions, and Greeks at the time of the event. ### Parameters - **symbol** (string) - Option Symbol - **time** (timestamp) - Event timestamp - **price** (float) - Price of event - **size** (integer) - Size of event - **bid_price** (float) - Bid price at time of event - **ask_price** (float) - Ask price at time of event - **aggressor_side** (string) - Aggressor side of the event - **value** (float) - Price x size x multiplier - **spot** (float) - Spot price of underlying at time of event - **gamma** (float) - Gamma - **delta** (float) - Delta - **vega** (float) - Vega - **theta** (float) - Theta - **rho** (float) - Rho - **volatility** (float) - Volatility - **theo** (float) - Theoretical Price ``` -------------------------------- ### Underlying and Flowchart Parameters Source: https://convexvalue.com/docs/params Definitions for underlying market metrics and specific flowchart parameters used for options flow analysis. ```APIDOC ## Underlying and Flowchart Parameters ### Description Provides metrics for options flow analysis including Greeks (Delta, Gamma, Vega, Theta, Vanna, Charm) multiplied by Open Interest or Volume, as well as buy/sell value and volume ratios. ### Parameters - **thetas_put_und** (float) - Day Sum of Put Undefined Thetas Traded - **rhos_put_und** (float) - Day Sum of Put Undefined Rhos Traded - **value_bs** (float) - Value of all Buys minus Sells - **volm_bs** (float) - Volume of all Buys minus Sells - **flowratio** (float) - (Value of Call Buys + Value of Put Sells) / (Value of Put Buys + Value of Call Sells) - **vflowratio** (float) - (Volume of Call Buys + Volume of Put Sells) / (Volume of Put Buys + Volume of Call Sells) - **dxoi** (float) - Delta multiplied by Open Interest - **gxoi** (float) - Gamma multiplied by Open Interest - **vxoi** (float) - Vega multiplied by Open Interest - **txoi** (float) - Theta multiplied by Open Interest - **vannaxoi** (float) - Vanna multiplied by Open Interest - **charmxoi** (float) - Charm multiplied by Open Interest - **flownet** (float) - (Value of Call Buys + Value of Put Sells - Value of Call Sells - Value of Put Buys) - **vflownet** (float) - (Volume of Call Buys + Volume of Put Sells - Volume of Call Sells - Volume of Put Buys) ``` -------------------------------- ### Filter Time and Sales by Roots Source: https://convexvalue.com/docs/module/tas Limit the Time and Sales data to specific underlying symbols (roots) by using the `roots=` parameter. Separate multiple roots with a comma. ```text tas orderby=value roots=nvda,aapl ``` === COMPLETE CONTENT === This response contains all available snippets from this library. No additional content exists. Do not make further requests.