InfluxDB¶
Server¶
Please refer to InfluxData’s official documentation here.
An official image is available from Docker Hub.
Note
The roq-influxdb adapter makes use of the Flux
query language.
This must be enabled when launching the InfluxDB service.
For example, set the INFLUXDB_HTTP_FLUX_ENABLED
environment variable to true.
Client¶
InfluxDB ships with a command-line interface named influx
which can support either InfluxQL or Flux.
InfluxQL¶
influx -precision rfc3339
Note
The roq-ansible playbook installs influxql shell
script so you can conveniently launch the client with InfluxQL
support.
You will be greeted by
Connected to http://localhost:8086 version 1.8.3
InfluxDB shell version: 1.8.3
You should now select your database
> use roq
Using database roq
Important
The following examples have all been shown multiline for a better experience. However, the InfluxQL client does not support multiline input (see issue here). You should therefore take care to copy-paste the following examples onto a single line.
Flux¶
influx -precision rfc3339 -type flux -path-prefix /api/v2/query
Note
The roq-ansible playbook installs flux shell
script so you can conveniently launch the client with Flux
support.
You will be greeted by
Connected to http://localhost:8086/api/v2/query version 1.8.3
InfluxDB shell version: 1.8.3
Note
There is no equivalent to InfluxQL’s use roq.
Flux queries require explicit selection of the bucket
(see samples below).
Adapter¶
The roq-influxdb adapter can be started like this
roq-influxdb \
--name influxdb \
--uri http://localhost:8086 \
~/event-logs/
This assumes a database server running on the same host and gateway event-logs being written to the home directoy.
The adapter will monitor the event-log directory tree and automatically export updates to InfluxDB.
For further details, please refer to the reference documentation here.
Admin¶
The following examples are shown using InfluxQL.
Statistics¶
Get an overview of cardinality and total number of series managed by the database
> show stats for 'database'
name: database
tags: database=_internal
numMeasurements numSeries
--------------- ---------
12 276
name: database
tags: database=roq
numMeasurements numSeries
--------------- ---------
10 11481
Measurements¶
Get a list of measurements indexed by the database
> show measurements
name: measurements
name
----
funds_update
market_by_price
market_data_status
market_status
order_manager_status
reference_data
statistics
top_of_book
trade_summary
Fields¶
Get a list of the fields (series) maintained by the database
> show field keys from market_by_price
name: market_by_price
fieldKey fieldType
-------- ---------
exchange_time_utc float
is_last boolean
origin_create_time float
origin_create_time_utc float
price_0 float
price_1 float
price_2 float
quantity_0 float
quantity_1 float
quantity_2 float
receive_time float
snapshot boolean
source_receive_time float
source_send_time float
source_seqno float
Note
Market by Price is only limited view of an underlying
order book maintained by price.
The underlying order book can potentially be an aggregate
view of all orders on the exchange.
It is not efficient to save all price levels into a single
table and the choice is therefore to only save a limited
view.
This example has saved the best 3 levels on either side.
However, the roq-influxdb adapter can be configured
differently by using the --market_by_price_view_depth
flag.
Count¶
Get a row-count for a single series
> select count(price_0) from market_by_price
name: market_by_price
time count
---- -----
1970-01-01T00:00:00Z 18123864
Note
The row-count for the union of all series belonging to a measurement will likely be much higher (since we only save changed values to each series).
Query¶
The following query examples are demonstrated using both InfluxQL and Flux.
Reference Data¶
We select the latest values for each column.
InfluxQL
Note
You should only apply the LAST() operator once.
It will automatically be applied to the remaining fields,
including * (all).
SELECT
symbol,
LAST(description),
option_type,
strike_price
FROM reference_data
WHERE
gateway='deribit' AND
symbol=~ /BTC-*/ AND
security_type='OPTION' AND
option_type='PUT' AND
strike_price>19000
GROUP BY symbol
Flux
TODO
Top of Book (ToB)¶
Table: market_by_price
Important
InfluxDB does not allow NaN.
It is therefore very important that you fetch
the available quantity to infer if the last price
is valid or not.
You may use a quantity of zero to replace the last
known price with a NaN in your own code.
InfluxQL
SELECT
LAST(bp) AS bid_price,
LAST(bq) AS bid_quantity,
LAST(ap) AS ask_price,
LAST(aq) AS ask_quantity
FROM (
SELECT
price_0 AS bp,
quantity_0 AS bq
FROM market_by_price
WHERE
time > NOW() - 10m AND
symbol='BTC-PERPETUAL' AND
side='BUY'
), (
SELECT
price_0 AS ap,
quantity_0 AS aq
FROM market_by_price
WHERE
time > NOW() - 10m AND
symbol='BTC-PERPETUAL' AND
side='SELL'
)
GROUP BY TIME(1m)
name: market_by_price
time bid_price bid_quantity ask_price ask_quantity
---- --------- ------------ --------- ------------
2020-11-25T04:29:00Z 18912 6130 18912.5 162
2020-11-25T04:30:00Z 18867 1647 18867.5 4
2020-11-25T04:31:00Z 18872 5247 18872.5 100
2020-11-25T04:32:00Z 18921.5 1956 18922 83
2020-11-25T04:33:00Z 18931 3884 18931.5 59
2020-11-25T04:34:00Z 18935.5 7969 18936 3550
2020-11-25T04:35:00Z 18942 114 18942.5 29572
2020-11-25T04:36:00Z 18919 2787 18919.5 917
2020-11-25T04:37:00Z 18914 119 18914.5 4324
2020-11-25T04:38:00Z 18916.5 14 18917 18540
2020-11-25T04:39:00Z
Flux
bid = from(bucket: "roq")
|> range(start: -10m)
|> filter(fn: (r) =>
r._measurement == "market_by_price" and
r.symbol == "BTC-PERPETUAL" and r.side == "BUY" and
(r._field == "price_0" or r._field == "quantity_0"))
|> window(every: 1m)
|> last()
|> duplicate(column: "_stop", as: "_time")
|> window(every: inf)
|> keep(columns: ["_time", "_field", "_value"])
|> pivot(rowKey:["_time"], columnKey: ["_field"], valueColumn: "_value")
|> rename(columns: {price_0: "bid_price", quantity_0: "bid_quantity"})
ask = from(bucket: "roq")
|> range(start: -10m)
|> filter(fn: (r) =>
r._measurement == "market_by_price" and
r.symbol == "BTC-PERPETUAL" and r.side == "SELL" and
(r._field == "price_0" or r._field == "quantity_0"))
|> window(every: 1m)
|> last()
|> duplicate(column: "_stop", as: "_time")
|> window(every: inf)
|> keep(columns: ["_time", "_field", "_value"])
|> pivot(rowKey:["_time"], columnKey: ["_field"], valueColumn: "_value")
|> rename(columns: {price_0: "ask_price", quantity_0: "ask_quantity"})
join(tables: {bid:bid, ask:ask}, on: ["_time"])
Result: _result
Table: keys: []
_time:time ask_price:float ask_quantity:float bid_price:float bid_quantity:float
------------------------------ ---------------------------- ---------------------------- ---------------------------- ----------------------------
2020-11-25T11:59:00.000000000Z 19342.5 10161 19338.5 2804
2020-11-25T12:00:00.000000000Z 19334 14 19333.5 18194
2020-11-25T12:01:00.000000000Z 19348 310 19347.5 13196
2020-11-25T12:02:00.000000000Z 19360.5 2 19360 1945
2020-11-25T12:03:00.000000000Z 19343.5 2958 19340.5 3722
2020-11-25T12:04:00.000000000Z 19339 5000 19335 6540
2020-11-25T12:05:00.000000000Z 19321.5 1967 19321 9308
2020-11-25T12:06:00.000000000Z 19320 1760 19316.5 988
2020-11-25T12:07:00.000000000Z 19306.5 5000 19303.5 480
2020-11-25T12:08:00.000000000Z 19269 6730 19266.5 200
Weighted Mid Price¶
Table: market_by_price
InfluxQL
SELECT
(LAST(bp) * LAST(aq) + LAST(ap) * LAST(bq)) /
(LAST(bq) + LAST(aq)) AS mid
FROM (
SELECT
price_0 AS bp,
quantity_0 AS bq
FROM market_by_price
WHERE
time > NOW() - 10m AND
symbol='BTC-PERPETUAL' AND
side='BUY'
), (
SELECT
price_0 AS ap,
quantity_0 AS aq
FROM market_by_price
WHERE
time > NOW() - 10m AND
symbol='BTC-PERPETUAL' AND
side='SELL'
)
GROUP BY TIME(1m)
name: market_by_price
time mid
---- ---
2020-11-25T04:31:00Z 18872.490648962033
2020-11-25T04:32:00Z 18921.979646885728
2020-11-25T04:33:00Z 18931.492518387015
2020-11-25T04:34:00Z 18935.84590676274
2020-11-25T04:35:00Z 18942.001920097016
2020-11-25T04:36:00Z 18919.376214902808
2020-11-25T04:37:00Z 18914.013391852353
2020-11-25T04:38:00Z 18914.52166969682
2020-11-25T04:39:00Z 18879.31935338006
2020-11-25T04:40:00Z 18881.005558009423
2020-11-25T04:41:00Z
Flux
bid = from(bucket: "roq")
|> range(start: -10m)
|> filter(fn: (r) =>
r._measurement == "market_by_price" and
r.symbol == "BTC-PERPETUAL" and r.side == "BUY" and
(r._field == "price_0" or r._field == "quantity_0"))
|> window(every: 1m)
|> last()
|> duplicate(column: "_stop", as: "_time")
|> window(every: inf)
|> keep(columns: ["_time", "_field", "_value"])
|> pivot(rowKey:["_time"], columnKey: ["_field"], valueColumn: "_value")
|> rename(columns: {price_0: "bid_price", quantity_0: "bid_quantity"})
ask = from(bucket: "roq")
|> range(start: -10m)
|> filter(fn: (r) =>
r._measurement == "market_by_price" and
r.symbol == "BTC-PERPETUAL" and r.side == "SELL" and
(r._field == "price_0" or r._field == "quantity_0"))
|> window(every: 1m)
|> last()
|> duplicate(column: "_stop", as: "_time")
|> window(every: inf)
|> keep(columns: ["_time", "_field", "_value"])
|> pivot(rowKey:["_time"], columnKey: ["_field"], valueColumn: "_value")
|> rename(columns: {price_0: "ask_price", quantity_0: "ask_quantity"})
join(tables: {bid:bid, ask:ask}, on: ["_time"])
|> map(fn: (r) => ({
r with
mid: (r.bid_price * r.ask_quantity + r.ask_price * r.bid_quantity) /
(r.bid_quantity + r.ask_quantity)}))
|> keep(columns: ["_time", "mid"])
Result: _result
Table: keys: []
_time:time mid:float
------------------------------ ----------------------------
2020-11-25T12:06:00.000000000Z 19317.758369723437
2020-11-25T12:07:00.000000000Z 19303.76277372263
2020-11-25T12:08:00.000000000Z 19266.572202166066
2020-11-25T12:09:00.000000000Z 19256.67275419546
2020-11-25T12:10:00.000000000Z 19271.009404388715
2020-11-25T12:11:00.000000000Z 19257.65465674341
2020-11-25T12:12:00.000000000Z 19275.99003984064
2020-11-25T12:13:00.000000000Z 19275.715
2020-11-25T12:14:00.000000000Z 19249.91371308017
2020-11-25T12:15:00.000000000Z 19230.99547140516
2020-11-25T12:15:38.890947633Z 19227.99694364852
Open-High-Low-Close (OHLC)¶
Table: trade_summary
InfluxQL
SELECT
FIRST(price_vwap) AS open,
MAX(price_min) AS high,
MIN(price_max) AS low,
LAST(price_vwap) AS close,
SUM(quantity) AS volume
FROM trade_summary
WHERE
time > NOW() - 10m AND
symbol='BTC-PERPETUAL'
GROUP BY TIME(1m)
time open high low close volume
---- ---- ---- --- ----- ------
2020-11-25T04:31:00Z
2020-11-25T04:32:00Z 18872.5 18921.5 18872.5 18921.5 10807
2020-11-25T04:33:00Z 18917.5 18929 18917.5 18929 9639
2020-11-25T04:34:00Z 18931.5 18937.5 18928 18928 2480
2020-11-25T04:35:00Z 18938.494175888176 18940.5 18938.5 18940.5 2739
2020-11-25T04:36:00Z 18942 18942 18923 18923 11200
2020-11-25T04:37:00Z 18918 18927 18914.5 18914.5 3335
2020-11-25T04:38:00Z 18919 18922.5 18917 18917 2023
2020-11-25T04:39:00Z 18914.5 18914.5 18890 18810.01239 300687
2020-11-25T04:40:00Z 19086 19086 18843 18883 1514687
2020-11-25T04:41:00Z
Flux
open = from(bucket: "roq")
|> range(start: -10m)
|> filter(fn: (r) =>
r._measurement == "trade_summary" and
r.symbol == "BTC-PERPETUAL" and
r._field == "price_vwap")
|> window(every: 1m)
|> first()
|> duplicate(column: "_stop", as: "_time")
|> window(every: inf)
|> keep(columns: ["_time", "_field", "_value"])
|> pivot(rowKey:["_time"], columnKey: ["_field"], valueColumn: "_value")
|> rename(columns: {price_vwap: "open"})
high = from(bucket: "roq")
|> range(start: -10m)
|> filter(fn: (r) =>
r._measurement == "trade_summary" and
r.symbol == "BTC-PERPETUAL" and
r._field == "price_vwap")
|> window(every: 1m)
|> max()
|> duplicate(column: "_stop", as: "_time")
|> window(every: inf)
|> keep(columns: ["_time", "_field", "_value"])
|> pivot(rowKey:["_time"], columnKey: ["_field"], valueColumn: "_value")
|> rename(columns: {price_vwap: "high"})
low = from(bucket: "roq")
|> range(start: -10m)
|> filter(fn: (r) =>
r._measurement == "trade_summary" and
r.symbol == "BTC-PERPETUAL" and
r._field == "price_vwap")
|> window(every: 1m)
|> min()
|> duplicate(column: "_stop", as: "_time")
|> window(every: inf)
|> keep(columns: ["_time", "_field", "_value"])
|> pivot(rowKey:["_time"], columnKey: ["_field"], valueColumn: "_value")
|> rename(columns: {price_vwap: "low"})
close = from(bucket: "roq")
|> range(start: -10m)
|> filter(fn: (r) =>
r._measurement == "trade_summary" and
r.symbol == "BTC-PERPETUAL" and
r._field == "price_vwap")
|> window(every: 1m)
|> last()
|> duplicate(column: "_stop", as: "_time")
|> window(every: inf)
|> keep(columns: ["_time", "_field", "_value"])
|> pivot(rowKey:["_time"], columnKey: ["_field"], valueColumn: "_value")
|> rename(columns: {price_vwap: "close"})
volume = from(bucket: "roq")
|> range(start: -10m)
|> filter(fn: (r) =>
r._measurement == "trade_summary" and
r.symbol == "BTC-PERPETUAL" and
r._field == "price_vwap")
|> window(every: 1m)
|> sum()
|> duplicate(column: "_stop", as: "_time")
|> window(every: inf)
|> keep(columns: ["_time", "_field", "_value"])
|> pivot(rowKey:["_time"], columnKey: ["_field"], valueColumn: "_value")
|> rename(columns: {price_vwap: "volume"})
tmp1 = join(tables: {open:open, high:high}, on: ["_time"])
tmp2 = join(tables: {tmp1:tmp1, low:low}, on: ["_time"])
tmp3 = join(tables: {tmp2:tmp2, close:close}, on: ["_time"])
join(tables: {tmp3:tmp3, volume:volume}, on: ["_time"])
Result: _result
Table: keys: []
_time:time close:float high:float low:float open:float volume:float
------------------------------ ---------------------------- ---------------------------- ---------------------------- ---------------------------- ----------------------------
2020-11-25T12:24:00.000000000Z 19270 19275 19270 19275 57816
2020-11-25T12:25:00.000000000Z 19261.5 19272.5 19261.5 19270 154144
2020-11-25T12:26:00.000000000Z 19245 19258 19245 19258 115501.5
2020-11-25T12:27:00.000000000Z 19231.617647058825 19238 19231.617647058825 19238 38469.617647058825
2020-11-25T12:28:00.000000000Z 19267 19278.5 19259.5 19259.5 96360
2020-11-25T12:29:00.000000000Z 19267.5 19273 19267.5 19273 38540.5
2020-11-25T12:30:00.000000000Z 19279 19279 19279 19279 19279
2020-11-25T12:31:00.000000000Z 19257.5 19284 19257.5 19284 115645.33333333333
2020-11-25T12:32:00.000000000Z 19254 19258 19254 19258 57768.5
2020-11-25T12:33:00.000000000Z 19271 19279 19271 19279 38550
2020-11-25T12:33:28.343007973Z 19272.5 19272.5 19272.5 19272.5 19272.5
Volume Weighted Average Price (VWAP)¶
Table: trade_summary
InfluxQL
SELECT SUM(pq) / SUM(q) AS vwap
FROM (
SELECT
price_vwap * quantity AS pq,
quantity AS q
FROM trade_summary
WHERE
time > NOW() - 10m AND
symbol='BTC-PERPETUAL'
)
GROUP BY TIME(1m)
time vwap
---- ----
2020-11-25T04:33:00Z 18925.925795053005
2020-11-25T04:34:00Z 18937.23870967742
2020-11-25T04:35:00Z 18938.843738590727
2020-11-25T04:36:00Z 18924.03888392857
2020-11-25T04:37:00Z 18917.02068965517
2020-11-25T04:38:00Z 18922.33934750371
2020-11-25T04:39:00Z 18810.21011217645
2020-11-25T04:40:00Z 18933.421864385182
2020-11-25T04:41:00Z 18877.573863636364
2020-11-25T04:42:00Z 18878.916666666668
2020-11-25T04:43:00Z
Flux
tmp = from(bucket: "roq")
|> range(start: -10m)
|> filter(fn: (r) =>
r._measurement == "trade_summary" and
r.symbol == "BTC-PERPETUAL")
|> pivot(rowKey:["_time"], columnKey: ["_field"], valueColumn: "_value")
|> keep(columns: ["_time", "price_vwap", "quantity"])
|> map(fn: (r) => ({
r with
price_quantity: r.price_vwap * r.quantity}))
|> window(every: 1m)
sum_pq = tmp
|> sum(column: "price_quantity")
|> duplicate(column: "_stop", as: "_time")
|> window(every: inf)
|> keep(columns: ["_time", "price_quantity"])
sum_q = tmp
|> sum(column: "quantity")
|> duplicate(column: "_stop", as: "_time")
|> window(every: inf)
|> keep(columns: ["_time", "quantity"])
join(tables: {sum_pq:sum_pq, sum_q:sum_q}, on: ["_time"])
|> map(fn: (r) => ({
_time: r._time,
vwap: r.price_quantity / r.quantity}))
Result: _result
Table: keys: []
_time:time vwap:float
------------------------------ ----------------------------
2020-11-25T14:25:00.000000000Z 19217.21732026144
2020-11-25T14:26:00.000000000Z 19196.63203012338
2020-11-25T14:27:00.000000000Z 19167.523919842515
2020-11-25T14:28:00.000000000Z 19127.497840323
2020-11-25T14:29:00.000000000Z 19191.380108991827
2020-11-25T14:30:00.000000000Z 19178.091573258607
2020-11-25T14:31:00.000000000Z 19092.462819249406
2020-11-25T14:32:00.000000000Z 19102.66111208946
2020-11-25T14:33:00.000000000Z 19199.734523809522
2020-11-25T14:34:00.000000000Z 19197.043752556066
Index Values (Deribit specific)¶
Table: statistics
Note
Deribit will publish index values to tradeable instruments. This is drectly from Deribit’s documentation
Index Value (value of Index for INDEX instruments like BTC-DERIBIT-INDEX)
Settlement Price (Estimated Delivery Price for INDEX instruments like BTC-DERIBIT-INDEX)
The point is not to discuss Deribit here – merely to show how to extract information from the market statistics table.
InfluxQL
SELECT
LAST(index_value) AS index_value,
LAST(settlement_price) AS settlement_price
FROM statistics
WHERE
time > NOW() - 10m AND
symbol='BTC-DERIBIT-INDEX'
GROUP BY time(1m)
name: statistics
time index_value settlement_price
---- ----------- ----------------
2020-11-25T04:33:00Z 18921.33 18921.33
2020-11-25T04:34:00Z 18922.14 18922.14
2020-11-25T04:35:00Z 18927.5 18927.5
2020-11-25T04:36:00Z 18906.35 18906.35
2020-11-25T04:37:00Z 18905.11 18905.11
2020-11-25T04:38:00Z 18902.83 18902.83
2020-11-25T04:39:00Z 18878.46 18878.46
2020-11-25T04:40:00Z 18866.85 18866.85
2020-11-25T04:41:00Z 18868.91 18868.91
2020-11-25T04:42:00Z 18856.64 18856.64
2020-11-25T04:43:00Z
Flux
from(bucket: "roq")
|> range(start: -10m)
|> filter(fn: (r) =>
r._measurement == "statistics" and
r.symbol == "BTC-DERIBIT-INDEX" and
(r._field == "index_value" or r._field == "settlement_price"))
|> window(every: 1m)
|> last()
|> duplicate(column: "_stop", as: "_time")
|> window(every: inf)
|> keep(columns: ["_time", "_field", "_value"])
|> pivot(rowKey:["_time"], columnKey: ["_field"], valueColumn: "_value")
Result: _result
Table: keys: []
_time:time index_value:float settlement_price:float
------------------------------ ---------------------------- ----------------------------
2020-11-25T14:28:00.000000000Z 19176.66 19176.66
2020-11-25T14:29:00.000000000Z 19154.51 19154.51
2020-11-25T14:30:00.000000000Z 19163.38 19163.38
2020-11-25T14:31:00.000000000Z 19193.99 19193.99
2020-11-25T14:32:00.000000000Z 19197.52 19197.52
2020-11-25T14:33:00.000000000Z 19161.75 19161.75
2020-11-25T14:34:00.000000000Z 19174.04 19174.04
2020-11-25T14:35:00.000000000Z 19153.84 19153.84
2020-11-25T14:36:00.000000000Z 19200.48 19200.48
2020-11-25T14:37:00.000000000Z 19188.59 19188.59
2020-11-25T14:37:49.749109131Z 19199.74 19199.74
Options¶
Table: reference_data
InfluxQL
Note
InfluxQL can’t order by symbol (only time).
SELECT
LAST(settlement_currency) AS settlement_currency,
LAST(strike_price) AS strike_price,
LAST(tick_size) AS tick_size,
LAST(multiplier) AS multiplier
FROM reference_data
WHERE
exchange='deribit' AND
security_type='OPTION' AND
option_type='CALL' AND
currency='BTC'
GROUP BY symbol
name: reference_data
tags: symbol=BTC-11DEC20-14250-C
time settlement_currency strike_price tick_size multiplier
---- ------------------- ------------ --------- ----------
1970-01-01T00:00:00Z 14250 0.0005000000000000001 1
name: reference_data
tags: symbol=BTC-11DEC20-14500-C
time settlement_currency strike_price tick_size multiplier
---- ------------------- ------------ --------- ----------
1970-01-01T00:00:00Z 14500 0.0005000000000000001 1
name: reference_data
tags: symbol=BTC-11DEC20-14750-C
time settlement_currency strike_price tick_size multiplier
---- ------------------- ------------ --------- ----------
1970-01-01T00:00:00Z 14750 0.0005000000000000001 1
...
name: reference_data
tags: symbol=BTC-4DEC20-21750-C
time settlement_currency strike_price tick_size multiplier
---- ------------------- ------------ --------- ----------
1970-01-01T00:00:00Z 21750 0.0005000000000000001 1
name: reference_data
tags: symbol=BTC-4DEC20-22000-C
time settlement_currency strike_price tick_size multiplier
---- ------------------- ------------ --------- ----------
1970-01-01T00:00:00Z 22000 0.0005000000000000001 1
name: reference_data
tags: symbol=BTC-4DEC20-22250-C
time settlement_currency strike_price tick_size multiplier
---- ------------------- ------------ --------- ----------
1970-01-01T00:00:00Z 22250 0.0005000000000000001 1
Flux
from(bucket: "roq")
|> range(start: -1w)
|> filter(fn: (r) =>
r._measurement == "reference_data" and
r.exchange == "deribit" and
r.security_type == "OPTION" and
r.option_type == "CALL" and
r.currency == "BTC")
|> window(every: 1w)
|> last()
|> duplicate(column: "_stop", as: "_time")
|> window(every: inf)
|> keep(columns: ["_time", "symbol", "_field", "_value"])
|> pivot(rowKey:["_time","symbol"], columnKey: ["_field"], valueColumn: "_value")
|> keep(columns: ["_time", "symbol", "strike_price", "tick_size", "multiplier"])
Result: _result
Table: keys: [symbol]
symbol:string _time:time multiplier:float strike_price:float tick_size:float
---------------------- ------------------------------ ---------------------------- ---------------------------- ----------------------------
BTC-11DEC20-14250-C 2020-11-25T14:45:11.614884320Z 1 14250 0.0005000000000000001
Table: keys: [symbol]
symbol:string _time:time multiplier:float strike_price:float tick_size:float
---------------------- ------------------------------ ---------------------------- ---------------------------- ----------------------------
BTC-11DEC20-14500-C 2020-11-25T14:45:11.614884320Z 1 14500 0.0005000000000000001
Table: keys: [symbol]
symbol:string _time:time multiplier:float strike_price:float tick_size:float
---------------------- ------------------------------ ---------------------------- ---------------------------- ----------------------------
BTC-11DEC20-14750-C 2020-11-25T14:45:11.614884320Z 1 14750 0.0005000000000000001
...
Table: keys: [symbol]
symbol:string _time:time multiplier:float strike_price:float tick_size:float
---------------------- ------------------------------ ---------------------------- ---------------------------- ----------------------------
BTC-4DEC20-21750-C 2020-11-25T14:45:11.614884320Z 1 21750 0.0005000000000000001
Table: keys: [symbol]
symbol:string _time:time multiplier:float strike_price:float tick_size:float
---------------------- ------------------------------ ---------------------------- ---------------------------- ----------------------------
BTC-4DEC20-22000-C 2020-11-25T14:45:11.614884320Z 1 22000 0.0005000000000000001
Table: keys: [symbol]
symbol:string _time:time multiplier:float strike_price:float tick_size:float
---------------------- ------------------------------ ---------------------------- ---------------------------- ----------------------------
BTC-4DEC20-22250-C 2020-11-25T14:45:11.614884320Z 1 22250 0.0005000000000000001