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Getting Started5 min read

The Data Feed: Flow vs Chain

A plain-language map of what data powers TradingFlow and how the three main tools are organized — by data source, time horizon, and level of detail.

TradingFlow has a few different tools, and at first glance they can look like they show the same thing. They don't. Each one is built for a different question. Once you understand the two kinds of data underneath — Flow and Chain — the whole platform clicks into place, and you'll always know which tool to reach for.

This chapter is the map. We won't define every term here (the concept chapters do that) — instead we'll show you how everything fits together.

The Two Kinds of Data

Everything in TradingFlow comes from one of two pictures of the options market:

  • Flow — the activity. Individual trades as they happen, and the running totals built from them. Flow answers "what are people doing right now?" Think: a big call buy just printed, money is piling into one name, the tape is leaning bullish.
  • Chain — the structure. A snapshot of how options are positioned: how many contracts are outstanding (open interest), the Greeks, and volatility readings. Chain answers "how is this name set up?" Think: where the big walls of open interest sit, the gamma backdrop, how expensive options are.

Some tools blend the two. We call that Hybrid — recent flow shown next to prior structural context, so you see both what's happening and the backdrop it's happening against.

Three Ways to Slice It

Beyond Flow vs Chain, each tool sits somewhere along two more dimensions. Together these three describe what any TradingFlow surface is for.

  • Data source — Flow, Chain, or Hybrid (above).
  • Time horizon
    • Single day — focused on one trading session or date.
    • Multi-period — pulls together information across several periods so you can compare.
  • Level of detail
    • Trade — one individual event (this exact print).
    • Contract — one specific option (a single strike and expiry).
    • Symbol — rolled all the way up to the underlying stock or ETF.

The level-of-detail dimension is just a zoom level. You can start zoomed all the way in on a single trade and zoom out to the whole name — or the other way around.

The Three Main Tools, Mapped

Here's where each tool lands. This is the part worth bookmarking.

Option Trades — trade-level Flow

Option Trades is the live tape: every individual option trade as it prints, one row each. It's pure Flow at the trade level, and it works in both a live view (today, updating) and a historical view (a past date). This is where you go to validate something — "is this flow real, is it opening, who's the aggressor?"

Option Trades live tape showing individual option prints The Option Trades feed — each row is one trade, streaming in live.

Full walkthrough: Option Trades.

Rank Contracts — contract-level Hybrid

Rank Contracts takes a whole day's flow and ranks the standout contracts. It's Hybrid: the ranking is driven by recent flow, but each row also carries prior structural context (open interest, daily volume) so you can judge it. It can also compare across periods, so its horizon leans multi-period.

Rank Contracts ranked list of standout option contracts Rank Contracts — the day's most interesting contracts, ranked, with structure alongside the flow signal.

Full walkthrough: Rank Contracts.

Rank Symbols — symbol-level discovery

Rank Symbols rolls everything up to the underlying name: which stocks and ETFs are seeing the most interesting activity. It's built from the same flow picture as Rank Contracts, but it also folds in Chain structure — the GEX environment, volatility readings, and open-interest context — at the symbol level. So it spans Flow and Chain at the symbol level.

Rank Symbols leaderboard of the most active underlying names Rank Symbols — a leaderboard of names, with flow signal on the left and structure/volatility on the right.

Full walkthrough: Rank Symbols.

Heads-up: TradingFlow used to have a separate Option Chain Analysis tool. Its GEX, volatility, and chain features now live inside Rank Symbols (in the symbol detail panel). Old links still work — they just take you to the right place now.

A Quick Reference

ToolData sourceDetail levelHorizonBest for
Option TradesFlowTradeSingle day (live or historical)Validating exact activity, reading the tape
Rank ContractsHybridContractMulti-periodFinding standout contracts
Rank SymbolsFlow + ChainSymbolSingle dayDiscovering which names are active

One Thing to Keep in Mind: Freshness

This is the most important caveat, and it's simple once you know it.

The activity (Flow) is fresh, but some of the structure (Chain) next to it is the latest available snapshot — not the exact moment of each trade. Figures like open interest and daily volume update on a slower clock than the live trade tape. So when you see a structural number sitting beside a hot trade, read it as "the most recent backdrop," not as a tick-by-tick reading from the instant that trade printed.

TradingFlow always labels this mixed nature so you never misread a ranked list as purely real-time or purely end-of-day. The takeaway for you:

  • Use Flow for "what just happened."
  • Use Chain for "how is this name positioned," knowing it's a recent snapshot.
  • Don't expect a structural figure to match a single trade to the second — it isn't meant to.

What to Do Next

Now that you know the map, start with the live tape: head to Option Trades to see trade-level Flow in action. From there, Rank Contracts and Rank Symbols show you how to zoom out and find the standout activity.

Getting Started5 min read

数据源解析:Flow 与 Chain

用通俗的语言梳理 TradingFlow 背后的数据,以及三大核心工具是如何按数据来源、时间维度和细节层级组织起来的。

TradingFlow 提供了几款不同的工具,乍一看它们好像在展示同样的东西。其实不然。每款工具都是为回答一个不同的问题而设计的。一旦你理解了底层的两类数据——Flow(成交流)Chain(链结构)——整个平台就会豁然开朗,你也就能随时知道该用哪款工具。

本章就是这张地图。我们不会在这里逐一定义每个术语(那是概念章节的工作)——而是带你看清各部分是如何拼在一起的。

两类数据

TradingFlow 中的一切,都来自对期权市场的两种画面:

  • Flow(成交流)——也就是活动。逐笔成交,以及由它们汇总出的实时累计。Flow 回答的是 “现在大家在做什么?” 比如:一笔大额看涨刚刚成交、资金正涌入某只标的、整条盘口偏向看涨。
  • Chain(链结构)——也就是结构。它是期权持仓状态的一张快照:有多少合约在外(未平仓量)、各项 希腊字母,以及波动率读数。Chain 回答的是 “这只标的是怎么布局的?” 比如:未平仓量的“大墙”在哪、Gamma 的大背景如何、期权有多贵。

有些工具会把两者融合起来。我们称之为 Hybrid(混合)——把近期 Flow 与此前的结构背景并排展示,让你既看到正在发生什么,又看到它发生在怎样的大背景下

三个划分维度

除了 Flow 与 Chain,每款工具还落在另外两个维度上。这三者合起来,就描述了任何一个 TradingFlow 界面是做什么用的

  • 数据来源——Flow、Chain 或 Hybrid(见上文)。
  • 时间维度
    • 单日——聚焦某一个交易日或日期。
    • 多周期——把多个周期的信息汇集到一起,方便你做对比。
  • 细节层级
    • 逐笔——单个事件(就是这一笔成交)。
    • 合约——某一个具体期权(单一行权价与到期日)。
    • 标的——一路汇总到底层股票或 ETF。

细节层级这一维度其实就是一个缩放等级。你可以从单笔成交一路放大查看,再缩小到整只标的——反过来也行。

三大核心工具的归位

下面是每款工具的落点。这部分值得收藏。

Option Trades——逐笔层级的 Flow

Option Trades 就是实时盘口:每一笔期权成交逐条滚动,一笔一行。它是纯 Flow逐笔层级,同时支持实时视图(当天,持续更新)和历史视图(某个过往日期)。当你想验证某件事时就来这里——“这股资金流是真的吗?是开仓吗?谁是主动方?”

Option Trades 实时盘口展示逐笔期权成交 Option Trades 数据流——每一行就是一笔成交,实时滚动进来。

完整讲解:Option Trades

Rank Contracts——合约层级的 Hybrid

Rank Contracts 取一整天的 Flow,对其中突出的合约进行排序。它是 Hybrid排序由近期 Flow 驱动,但每一行还附带此前的结构背景(未平仓量、当日成交量),方便你判断。它还能跨周期对比,所以时间维度偏向多周期

Rank Contracts 对突出期权合约的排序列表 Rank Contracts——当天最值得关注的合约排行,Flow 信号旁边并列着结构数据。

完整讲解:Rank Contracts

Rank Symbols——标的层级的发现

Rank Symbols 把一切汇总到底层标的:哪些股票和 ETF 正出现最值得关注的活动。它由与 Rank Contracts 相同的 Flow 画面构建,但还融入了 Chain 结构——GEX 环境、波动率读数,以及未平仓量背景——都在标的层级呈现。所以它在标的层级同时横跨 Flow 与 Chain

Rank Symbols 展示最活跃底层标的的排行榜 Rank Symbols——一张标的排行榜,左侧是 Flow 信号,右侧是结构与波动率。

完整讲解:Rank Symbols

提示: TradingFlow 曾经有一个独立的 Option Chain Analysis 工具。它的 GEX、波动率和链结构功能现在都已并入 Rank Symbols(在标的详情面板里)。旧链接依然有效——只是会把你带到正确的新位置。

速查表

工具数据来源细节层级时间维度最适合
Option TradesFlow逐笔单日(实时或历史)验证具体活动、读盘口
Rank ContractsHybrid合约多周期寻找突出合约
Rank SymbolsFlow + Chain标的单日发现哪些标的活跃

有一点要记住:数据新鲜度

这是最重要的注意事项,搞清楚之后其实很简单。

活动数据(Flow)是新鲜的,但旁边的部分结构数据(Chain)是“最新可得的快照”——并非每一笔成交发生的那一刻。 像未平仓量、当日成交量这类数据,更新节奏比实时盘口慢。所以当你看到一个结构数字摆在某笔火热成交旁边时,要把它读作*“最近的大背景”*,而不是那笔成交瞬间逐 tick 的读数。

TradingFlow 始终会标明这种混合属性,让你绝不会把排行榜误读为纯实时纯收盘数据。给你的要点是:

  • 用 Flow 看“刚刚发生了什么”。
  • 用 Chain 看“这只标的如何布局”,但要知道它是最近的快照。
  • 别指望某个结构数字会与单笔成交分秒对齐——它本来就不是为此设计的。

接下来做什么

现在你已经拿到了这张地图,先从实时盘口入手:前往 Option Trades,亲眼看看逐笔层级的 Flow 是如何运作的。在此基础上,Rank ContractsRank Symbols 会教你如何拉远视角、找到那些突出的活动。