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Websocket

fixing the stale iv problem: thetadata websocket streaming for real-time greeks
·1745 words
Algo Development Infrastructure Algo-Trading Python Options Thetadata Websocket Infrastructure Redis Timescaledb Iv-Rank Automation SPX Colocation Data-Feeds
2:30 AM friday. been at this since 9 PM. promised myself two weeks ago, right in the middle of the tariff chaos, that i’d actually fix the IV rank staleness issue. the signal quality scoring work was the band-aid — a composite gate that tells the system “this signal isn’t reliable right now.” it worked. it’s in production. but the underlying problem was unchanged: during the spike, my IV rank was being computed from options data that was 10-14 minutes old. the signal wasn’t wrong, technically. it was just answering a question about a market that no longer existed.