MultiLegPriceResponse
Public contract providing the price for a multi-leg strategy.
-
| Name |
Type |
Description |
|
BuySell
|
BuySell |
Indicates if the multi-leg strategy to be considered a net Buy or Sell. Please use this value when placing an order.
|
|
Commissions
|
Commissions |
The commissions
|
|
DeltaHedgeData
Obsolete
|
DeltaHedgeData |
Obsolete. Delta hedge data details
|
|
Greeks
|
Greeks |
Greeks - only available for options
|
|
InstrumentPriceDetails
|
InstrumentPriceDetails |
Instrument Specific Price Details. Contents vary by AssetType
|
|
LastUpdated
|
UtcDateTime |
Time of last price update
|
|
Legs
|
MultiLegOrderLegPriceLegResponse [] |
Prices details for each leg of a multi-legs instrument/order.
|
|
MarginImpactBuySell
|
MarginImpactBuySell |
The margin impact with currency and values for both buy and sell.
|
|
MarketState
|
MarketState |
The market state of exchange.
|
|
PriceSource
|
String |
The source for the price information
|
|
Quote
|
TradableQuote |
The tradable quote data.
|
|
StrategyType
|
OptionsStrategyType |
If non-custom multi-leg strategy, this is the common exchange traded options strategy name.
|
Example
{
"BuySell": "Buy",
"Commissions": {
"CostBuy": 0.0,
"CostIpoCashSubscription": 0.0,
"CostIpoSubscription": 0.0,
"CostSell": 0.0
},
"DeltaHedgeData": {
"Amount": 10.0,
"BuySell": "Buy",
"IsTradable": false,
"ValueDate": "2023-07-27T08:04:30.0471079"
},
"Greeks": {
"Delta": 1.0,
"Gamma": 0.0,
"MidVol": 0.0,
"Phi": 0.0,
"Rho": 0.0,
"Theta": -0.0375,
"Vega": 0.0
},
"InstrumentPriceDetails": {
"AverageVolume": 12345000.0,
"Barrier": 1.0,
"ExpiryDate": "2017-06-01",
"IsMarketOpen": true,
"LowerBarrier": -2.0,
"MidForwardPrice": 1.71992423552514,
"ShortTradeDisabled": false,
"SpotAsk": 1.71782,
"SpotBid": 1.71692,
"SpotDate": "2017-06-03",
"SpreadStrikePriceLower": 11.0,
"SpreadStrikePriceUpper": 12.0,
"StrikePrice": 1.7175,
"UpperBarrier": 4.0,
"ValueDate": "2017-06-05"
},
"LastUpdated": "2021-05-21T00:00:00Z",
"Legs": [
{
"Amount": 10.0,
"AssetType": "CfdOnFund",
"BuySell": "Sell",
"Greeks": {
"Delta": 1.0,
"Gamma": 0.0,
"MidVol": 0.0,
"Phi": 0.0,
"Rho": 0.0,
"Theta": -0.0375,
"Vega": 0.0
},
"InstrumentPriceDetails": {
"AverageVolume": 12345000.0,
"Barrier": 1.0,
"ExpiryDate": "2017-06-01",
"IsMarketOpen": true,
"LowerBarrier": -2.0,
"MidForwardPrice": 1.71992423552514,
"ShortTradeDisabled": false,
"SpotAsk": 1.71782,
"SpotBid": 1.71692,
"SpotDate": "2017-06-03",
"SpreadStrikePriceLower": 11.0,
"SpreadStrikePriceUpper": 12.0,
"StrikePrice": 1.7175,
"UpperBarrier": 4.0,
"ValueDate": "2017-06-05"
},
"LegId": "stringValue",
"PutCall": "Put",
"Quote": {
"Amount": 100000,
"Ask": 1.0899,
"Bid": 1.0897,
"DelayedByMinutes": 15,
"ErrorCode": "None",
"Mid": 1.0898,
"PriceTypeAsk": "Indicative",
"PriceTypeBid": "Indicative"
},
"ToOpenClose": "ToOpen",
"Uic": 99
}
],
"MarginImpactBuySell": {
"Currency": "USD",
"InitialMarginAvailableBuy": 10447.0,
"InitialMarginAvailableCurrent": 10470.0,
"InitialMarginBuy": 12.0,
"MaintenanceMarginBuy": 11.0
},
"MarketState": "PreMarket",
"PriceSource": "stringValue",
"Quote": {
"Amount": 100000,
"Ask": 0.02257,
"Bid": 0.01962,
"DelayedByMinutes": 15,
"ErrorCode": "None",
"Mid": 0.0210958157864443,
"PriceTypeAsk": "Indicative",
"PriceTypeBid": "Indicative",
"RFQState": "None"
},
"StrategyType": "Custom"
}