Primitives
vxs
Velocity X State
vxs (tick)
Velocity X State
Input parameters
| 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 |
useLag* | string | trade | The side to use for lag |
SQL example
SELECT * FROM vxs WHERE useLag = 'trade'