Quant Data Version 3 - August 31, 2024
What's New
Unconsolidated Options Order Flow
Supports real-time and historical data
Net Drift
Real-time chart that displays the net bullish and bearish call/put premium for any ticker/contract
You can click on any spike on the chart to see what exact trades made up the spike
You can apply filter groups to Net Drift
Charm Exposure
Net Exposure by Charm was added to the exposure tools
Contract Price / Time Charting
Real-time chart of the price of any options contract over time
Market Share Chart
The percent of total options volume, trade count, or premium by each options exchange represented via a pie chart or bar chart
Different modes for Equity Options, Index Options, and Total
Market Share Table
The percent of total options volume, trade count, or premium by options exchange represented in a table
Different modes for Equity Options, Index Options, and Total
Open Interest / Time Chart
Historical OI charted over time for any options contract
Theme customization
QD's theme can now be customized to nearly any color, using our new flexible picker system.
Themes can also be shared with any other QD user.
Custom Pages
Custom pages can now be created, updated, or deleted separately from Quant Data's default pages.
QD's servers will never forget custom page layouts and will sync across multiple devices.
Public filter groups from other users can be seen and duplicated in the filter groups component.
New Order Flow filters:
Cancelled Trades
Complex Trades
Floor Trades
Auctions
Tied Trades
Rho (1st Greek)
Omega (1st Greek)
Charm (2nd Greek)
Vanna (2nd Greek)
Veta (2nd Greek)
Vomma (2nd Greek)
Color (3rd Greek)
Speed (3rd Greek)
Ultima (3rd Greek)
Zomma (3rd Greek)
Added filter group support for the following tools:
Contract statistics
Contract trade side statistics
Exposure by Expiration
Exposure by Strike
Gainers/losers table
Heat Map
Net Flow
OI Change table
Added a search input for news articles, allowing for searching news articles by keywords in titles
Time zone customization
Added real-time clock to website navbar
Added font size scaling customization
Added support for Apple Pay, Google Pay, and Link
Changes
All tools now have an update frequency of
1second (was5seconds in v2)"Phantom" prints in Dark/Lit Pool table are now highlighted as purple
Dark Pool Levels now support a date range for aggregating levels
The Exposure tools now have a time slider, allowing you to see the exposure at any point in the day
30-day historical data added for the following tools:
Contract statistics
Contract trade side statistics
Exposure by Expiration
Exposure by Strike
Gainers/losers table
Heat Map
Net Flow
OI Change table
Overhauled Filter Groups
Now composed of groups of filters ("Filter Sets"). Filters within a Filter Set are AND'd together, while Filter Sets within the overall Filter Group are OR'd together, increasing filtering flexibility and possibilities.
Multiple filter groups can now be applied at once
Filter groups are now applied per tool instead of globally per type of tool
Overhauled Dark Pool Levels
Now formatted as a table
Supports all table functionality (column sorting, resizing, and reordering)
Added
Trade Countcolumn
Overhauled Gainers/Losers
Now formatted as a table
Supports all table functionality (column sorting, resizing, and reordering)
Added
Market Sharecolumn
Overhauled Exposure by Expiration/Strike
Added a time slider, allowing you to view the state of exposure tools at any session time
Overhauled Heat Map
Expanded visible Heat Map chain expiration date and strike price ranges
Added the following data mode choices to the heat map:
1st Order Greeks
2nd Order Greeks
3rd Order Greeks
Implied Volatility
Contract bid prices
Contract ask prices
Current contract prices
Added a time slider, allowing you to view the state of the heat map at any session time
Cells can now be clicked to view both trades and cell data as a series over time
Expanded order flow tables to support 2nd and 3rd order Greeks as columns