This article summarizes the main data stores behind TradingFlow. For definitions of fields like side, sentiment, dex, and dei, see Options and Flow Concepts and Greeks and GEX.

ClickHouse: Options and Market Data

AggregatedOptionTrades

Real-time option trades in aggregated form: trades in the same option in the same second are merged into one row. Use for block detection and unusual flow.

Main columns: symbol, option_symbol, put_call, strike, expiration_date, size, trade_count, premium, side, sentiment, moneyness, delta, gamma, dex, dei, iv, oi, underlying_price, time, date.

Partition: by date. Order: symbol, date, time.

RawOptionTrades

Unaggregated option trades (raw Time & Sales). Use when you need exact trade-level timestamps and no aggregation.

Main columns: symbol, put_call, strike, expiration_date, size, price, time (millisecond, America/New_York), bid, ask, underlying_price, delta, gamma, oi, dei.

OptionChainTable

Snapshot of the option chain per symbol/date: open interest, volume, bid/ask, and Greeks per strike and expiration. Use for "where is the market positioned?", call/put walls, and GEX-style analysis.

Main columns: symbol, date, option_symbol, put_call, strike, expiration_date, expiry_days, oi, daily_volume, bid, ask, iv, delta, gamma, vega, theta.

SymbolMetaData

Per-symbol, per-day metadata: price, volume, sector, market cap, earnings date, etc. Use for filters and joining with flow/chain tables.

Main columns: symbol, date, sector, description, open, high, low, close, volume, market_cap, earning_date, change_percentage.

DynamoDB: User Data

TradingFlow-Users

Stores user accounts and preferences: email (via GSI), watchlist, table filters, and option-trades UI preferences. Used by the app for persistence and personalization; not part of the market data feed.

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Table Summary

For concept definitions (side, sentiment, DEX, DEI, GEX, OI, etc.), refer to the Options and Flow Concepts, Greeks and GEX, and Option Chain and OI articles.

本文汇总了 TradingFlow 背后的主要数据存储。有关 side、sentiment、dex 和 dei 等字段的定义，请参阅期权与流量概念和Greeks 与 GEX。

ClickHouse：期权与市场数据

AggregatedOptionTrades

聚合形式的实时期权交易：同一秒内同一期权的交易合并为一行。用于大宗交易识别和异常流量分析。

主要列：symbol、option_symbol、put_call、strike、expiration_date、size、trade_count、premium、side、sentiment、moneyness、delta、gamma、dex、dei、iv、oi、underlying_price、time、date。

分区：按日期。排序：symbol、date、time。

RawOptionTrades

未聚合的期权交易（原始逐笔成交数据）。需要精确交易级别时间戳且不需要聚合时使用。

主要列：symbol、put_call、strike、expiration_date、size、price、time（毫秒级，美东时区）、bid、ask、underlying_price、delta、gamma、oi、dei。

OptionChainTable

每个标的/日期的期权链快照：每个行权价和到期日的未平仓合约、成交量、买卖价差和 Greeks。用于"市场仓位在哪里？"、看涨/看跌墙以及 GEX 风格分析。

主要列：symbol、date、option_symbol、put_call、strike、expiration_date、expiry_days、oi、daily_volume、bid、ask、iv、delta、gamma、vega、theta。

SymbolMetaData

每个标的、每天的元数据：价格、成交量、板块、市值、财报日期等。用于筛选器以及与流量/期权链表的关联。

主要列：symbol、date、sector、description、open、high、low、close、volume、market_cap、earning_date、change_percentage。

DynamoDB：用户数据

TradingFlow-Users

存储用户账户和偏好设置：邮箱（通过 GSI）、自选列表、表格筛选器和期权交易界面偏好。供应用使用以实现持久化和个性化；不属于市场数据源。

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表格汇总

有关概念定义（side、sentiment、DEX、DEI、GEX、OI 等），请参阅期权与流量概念、Greeks 与 GEX和期权链与 OI文章。