Primitives

vx

Velocity X

vx (tick)

Velocity X

Prop	Type	Default	Description
`book*`	`string`	book	The book interval to use for the VX
`trade*`	`string`	tick	The tick interval to use for the VX

SELECT * FROM vx WHERE interval = '3'

drops

Drops is used to close a position if the pnl is less than the average volatility or the direction is not the same as the market direction

vxs

Velocity X State