overview
Quant is gexbot's all-access data tier providing real-time WebSockets, bulk historical archives, and per-expiry granularity across all packages.
Quant is gexbot's all-access data tier providing real-time WebSockets, bulk historical archives, and per-expiry granularity across all packages.
Ticker Discovery
Query base tickers for standard symbols across all packages, or quant tickers for WebSocket-exclusive symbols.
Category & Expiry Discovery
Query package categories to discover category names (gex_full, gamma_zero, etc.) and expirations for option expiration dates.
Feed Negotiation
Negotiate streaming feeds via POST /negotiate. Request analytics groups in standard {TICKER}_{PACKAGE}_{CATEGORY} format or explicit-expiry format (e.g., {TICKER}_classic_gex_{YYYYMMDD}, {TICKER}_state_delta_{YYYYMMDD}, or {TICKER}_orderflow_{YYYYMMDD}). Add one matching {TICKER}_spot group for each analytics ticker.
Spot Price Subscription
Request one {TICKER}_spot group for each analytics ticker. Spot messages use type proto.spot and provide the ticker, timestamps, and spot price.
Real-Time Streaming & Decompression
Connect to the returned V2 WebSocket URLs. Use the published Protocol Buffer schemas and Zstandard decompression helpers to decode messages.
- Python WebSocket SDK: quant-python-sockets — Python sample code, Protocol Buffer schemas, and Zstandard decompression helpers.
Quant Endpoints
orderflow
Provides a real-time snapshot of key orderflow metrics for the nearest and next expiries. This includes aggregated and net taker exposure (DEX), GEX, convexity, vanna, and charm, as well as orderflow indicators that measure the change in these exposures per second.
websocket real-time feed
Provides real-time, low-latency market data via Azure Web PubSub WebSocket streams.