DATASET · research

Daybreak 实时期权流账本

research.rt_option_flow_ledger

期权与波动率研究成品

按美东时间快照保存每个标的九条实时期权流机制腿的触发状态和数值。

下载本类 JSON 下载完整 JSON.gz 先获取 Key

字段43

关键字段3

更新口径producer_schedule

时间列session_date

单页上限5000

分页窄筛选

PIT不支持

规模1M-9M

WHAT IT ANSWERS

这张表适合回答什么

查看盘中期权流机制是否触发
比较相邻快照持续性
分析 call 与 put 侧证据

GRAIN & TIME

一行代表什么

业务粒度: 每行代表“Daybreak 实时期权流账本”的一条记录；逻辑粒度由 session_date × underlying × snapshot_ts 共同确定。
时间口径: 以 session_date 为主要查询时间轴；除下方限制特别说明外，时间戳按 UTC、日期按来源市场日历解释。
更新节奏: 由对应生产任务或事件触发更新，不承诺固定日历频率；查询前先检查最新时间。

KEY FIELDS

先看这些字段

session_date: session date 对应的日历日期。
underlying: 用于确定该表业务粒度或默认顺序的 underlying 字段。
snapshot_ts: 生成该快照的时间。

RECOMMENDED JOINS

怎样和其他表关联

该表主要按自身业务键使用，目前没有推荐的跨表主键联接。

HOW TO QUERY SAFELY

查询方法与已知限制

先用 catalog 确认当前契约；可按 catalog 中列出的 filters 进一步缩小范围；单页最多 5000 行，该表不提供稳定 cursor，结果过大时必须缩小标的、日期或其他筛选。

snapshot_ts 使用 America/New_York 时区，不是 UTC

MACHINE CONTRACT

筛选、排序与分页

UNVERSIONED

默认排序: session_date, underlying, snapshot_ts
唯一键: —
读取模式: canonical_final_active
最大时间窗: 未单独限制

可用 filters

producer_version→ producer_version · string

underlying→ underlying · string

POINT IN TIME

可复现读取

NOT AVAILABLE

该资产没有 PIT 契约。普通 rows 端点仍按当前公开读模式返回数据；不要把它表述成历史时点快照。

COPY-READY CALLS

怎么调用

同一数据集可用 HTTP、Python SDK、CLI 或 MCP；Key 始终只通过环境变量/Bearer Header 传递。

READ ONLY

HTTP

curl --fail-with-body -H "Authorization: Bearer $FRIENDS_DATA_API_KEY" "https://api.alphahubs.uk/api/v1/data/datasets/research/rt_option_flow_ledger/rows?limit=100&start=2026-08-01&end=2026-08-01"

PYTHON SDK

from friends_data_api import FriendsDataClient, Settings

async with FriendsDataClient(Settings.from_env()) as client:
    page = await client.get_dataset_rows('research', 'rt_option_flow_ledger', limit=100, start='2026-08-01', end='2026-08-01')
    print(page.data)
    if page.has_more:
        print("next cursor:", page.next_cursor)

CLI

friends-data get-dataset-rows research rt_option_flow_ledger --limit 100 --start 2026-08-01 --end 2026-08-01

MCP TOOL CALL

{
  "arguments": {
    "dataset": "rt_option_flow_ledger",
    "end": "2026-08-01",
    "filters": {},
    "limit": 100,
    "namespace": "research",
    "start": "2026-08-01"
  },
  "tool": "get_dataset_rows"
}

FIELD DICTIONARY

43 个返回字段

descriptionSource 可在 JSON 中区分仓库注释、标准术语表和名称推导说明。

筛选字段

#	字段	ClickHouse 类型	JSON	可空	角色	说明
1	`session_date`date	`Date`	`string / date`	no	time, default_order, warehouse_primary_key	Calendar date for session date (YYYY-MM-DD).名称推导
2	`snapshot_ts`UTC_datetime	`DateTime64(3, 'America/New_York')`	`string / date-time`	no	default_order, warehouse_primary_key	UTC timestamp for snapshot ts.名称推导
3	`underlying`	`LowCardinality(String)`	`string`	no	filter, default_order, warehouse_primary_key	Source-normalized field: underlying.名称推导
4	`rt_signed_call_flow`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: rt signed call flow.名称推导
5	`rt_call_sweep`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: rt call sweep.名称推导
6	`rt_premove_call`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: rt premove call.名称推导
7	`rt_vol_oi_uoa`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: rt vol oi uoa.名称推导
8	`rt_putcall_flow_skew`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: rt putcall flow skew.名称推导
9	`rt_gex`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: rt gex.名称推导
10	`rt_call_iv_skew`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: rt call iv skew.名称推导
11	`overnight_iv_jump`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: overnight iv jump.名称推导
12	`rt_relvol_spike`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: rt relvol spike.名称推导
13	`rt_signed_call_flow_fired`	`UInt8`	`integer`	no	value	Source-normalized field: rt signed call flow fired.名称推导
14	`rt_call_sweep_fired`	`UInt8`	`integer`	no	value	Source-normalized field: rt call sweep fired.名称推导
15	`rt_premove_call_fired`	`UInt8`	`integer`	no	value	Source-normalized field: rt premove call fired.名称推导
16	`rt_vol_oi_uoa_fired`	`UInt8`	`integer`	no	value	Source-normalized field: rt vol oi uoa fired.名称推导
17	`rt_putcall_flow_skew_fired`	`UInt8`	`integer`	no	value	Source-normalized field: rt putcall flow skew fired.名称推导
18	`rt_gex_fired`	`UInt8`	`integer`	no	value	Source-normalized field: rt gex fired.名称推导
19	`rt_call_iv_skew_fired`	`UInt8`	`integer`	no	value	Source-normalized field: rt call iv skew fired.名称推导
20	`overnight_iv_jump_fired`	`UInt8`	`integer`	no	value	Source-normalized field: overnight iv jump fired.名称推导
21	`rt_relvol_spike_fired`	`UInt8`	`integer`	no	value	Source-normalized field: rt relvol spike fired.名称推导
22	`n_fired`	`UInt8`	`integer`	no	value	Count of fired.名称推导
23	`rt_signed_call_flow_bearish_fired`	`UInt8`	`integer`	no	value	Source-normalized field: rt signed call flow bearish fired.名称推导
24	`rt_premove_call_bearish_fired`	`UInt8`	`integer`	no	value	Source-normalized field: rt premove call bearish fired.名称推导
25	`rt_vol_oi_uoa_bearish_fired`	`UInt8`	`integer`	no	value	Source-normalized field: rt vol oi uoa bearish fired.名称推导
26	`rt_putcall_flow_skew_bearish_fired`	`UInt8`	`integer`	no	value	Source-normalized field: rt putcall flow skew bearish fired.名称推导
27	`n_fired_bearish`	`UInt8`	`integer`	no	value	Count of fired bearish.名称推导
28	`rt_vol_oi_buy_dom`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: rt vol oi buy dom.名称推导
29	`und_last_price`	`Nullable(Float64)`	`number`	yes	value	Price value for und last price.名称推导
30	`und_move_pct_at_snap`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: und move pct at snap.名称推导
31	`call_notional_premium`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: call notional premium.名称推导
32	`total_contracts`	`UInt64`	`integer`	no	value	Source-normalized field: total contracts.名称推导
33	`classified_share`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: classified share.名称推导
34	`call_sweep_contracts`	`UInt64`	`integer`	no	value	Source-normalized field: call sweep contracts.名称推导
35	`call_block_contracts`	`UInt64`	`integer`	no	value	Source-normalized field: call block contracts.名称推导
36	`atm_iv`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: atm iv.名称推导
37	`fwd_ret_1d`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: fwd ret 1d.名称推导
38	`fwd_max_ret_5d`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: fwd max ret 5d.名称推导
39	`outcome_asof`	`Nullable(Date)`	`string / date`	yes	value	Source-normalized field: outcome asof.名称推导
40	`producer_version`	`LowCardinality(String)`	`string`	no	filter	Source-normalized field: producer version.名称推导
41	`ingest_run_id`	`String`	`string`	no	provenance	Identifier of the ingestion run that produced the row.标准术语表
42	`version`	`UInt64`	`integer`	no	provenance	Monotonic row version used for correction-aware reads.标准术语表
43	`is_deleted`	`UInt8`	`integer`	no	value	Soft-delete marker; public serving excludes current tombstones.标准术语表

字典口径

结构来自 Friends 只读身份可见的真实 serving relation；权限、过滤、排序、PIT 与分页来自可执行 DatasetSpec。Schema observed at 2026-10-06T18:08:52Z。