dirtydishes/islandflow
1
0
Fork 0
Code Issues 2 Pull requests 4 Projects Releases Packages Wiki Activity Actions 1

Implement options snapshot tape table

Browse source
This commit is contained in:
dirtydishes 2026-05-04 01:14:52 -04:00
parent 6abfff30d3
commit e78387130a
15 changed files with 904 additions and 128 deletions
Download patch file Download diff file Expand all files Collapse all files

18
packages/storage/src/clickhouse.ts
View file

@ -512,7 +512,23 @@ const normalizeOptionRow = (row: unknown): unknown => {
"ts",
"price",
"size",
"notional"
"notional",
"execution_nbbo_bid",
"execution_nbbo_ask",
"execution_nbbo_mid",
"execution_nbbo_spread",
"execution_nbbo_bid_size",
"execution_nbbo_ask_size",
"execution_nbbo_ts",
"execution_nbbo_age_ms",
"execution_underlying_spot",
"execution_underlying_bid",
"execution_underlying_ask",
"execution_underlying_mid",
"execution_underlying_spread",
"execution_underlying_ts",
"execution_underlying_age_ms",
"execution_iv"
]);
if ("is_etf" in record) {