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 /v2/negotiate. Request analytics groups in standard {TICKER}_{PACKAGE}_{CATEGORY} or explicit-expiry {TICKER}_{PACKAGE}_{CATEGORY}_{YYYYMMDD} format. 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.