Analytics catalogue

The engine ships fourteen analytics. Every analytic obeys the same contracts: replay parity, single-consumer dispatch, fail-closed trust-boundary validation, no allocations on the per-tick hot path in steady state.

Options analytics

Analytic	Module	Summary
Greeks	greeks	Per-contract Δ Γ ν θ ρ via offline Black–Scholes; consumes the IV cache.
Volatility	volatility	General-VIX methodology over the resolved expiration grid.
Per-contract moneyness slice	per_contract_moneyness_slice	Tagged stream of per-contract events grouped by moneyness band.
Option flow	option_flow	Stratified options-flow tape: call/put × open/close × moneyness.
Block trade	block_trade	OPRA-block-eligible classification across the option tape.
IV change	iv_change	Per-contract IV-delta alerts against the rolling baseline.
GEX	gex	Gamma exposure aggregate, per SqueezeMetrics 2017.

Stock analytics

Analytic	Module	Summary
OHLCVC	ohlcvc	Bar series at tick, M1, M5, M15, H1; OPRA-condition-filtered.
Enriched trade	enriched_trade	Lee–Ready signed trade flow with ATM-band attribution.
Stock flow	stock_flow	Buy/sell pressure summary at user-chosen rollups.
VPIN	vpin	Order-flow toxicity per Easley & López de Prado 2012.
Unusual volume	unusual_volume	Baseline-comparison alerts against rolling volume distribution.
Historical volatility	historical_vol	Realised volatility at configurable annualisation factor.
52-week price band	price_band_52w	Rolling 52-week high/low band-break alerts.

Field-level glossary

See /api/tick-types for the canonical Tick schemas emitted by each analytic, and /api/spec-types for the *Spec configuration structs.