Get a price snapshot for a multi-leg strategy

Endpoint Parameters

• Request parameters

  Name	Type	Origin	Description
  AccountKey	AccountKey	Body	Unique key identifying the account used in retrieving the price. Only required when calling context represents an authenticated user.
  FieldGroups	MultiLegPriceFieldGroups []	Body	Specification of fields to return in results
  Legs	MultiLegStrategyLegRequest []	Body	List of each desired legs in a multi-leg order/options strategy.

• Response Parameters

  View Response Codes

  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
  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	Quote	The quote data.
  StrategyType	OptionsStrategyType	If non-custom multi-leg strategy, this is the common exchange traded options strategy name.

  HTTP Code	Description
  201	Created	Created
  400	BadRequest	Error Code Description InstrumentNotAllowed The account is not allowed to trade in or receive prices for the specified [AssetType] InstrumentTypeNotSupportedException Unsupported instrument type. InvalidPriceRequest Invalid price request. InvalidUic UIC is either invalid or not specified at all. Unknown One or more of the provided parameters are invalid. InvalidRequest Indicates that the request is malformed.
  401	Unauthorized	Indicates that the request was rejected because the 'Authorization' header was missing in the request or contained an invalid security token.
  404	NotFound	Error Code Description IllegalInstrumentId Unknown instrument name
  503	ServiceUnavailable	Service Unavailable

  Close

• Request Example

  Request URL

  POST trade/v1/prices/multileg

  Request Body

  {
    "AccountKey": "01b64edf-da03-4145-bf33-ae21527d4c86",
    "FieldGroups": [
      "Quote"
    ],
    "Legs": [
      {
        "Amount": 10.0,
        "AssetType": "CBBCCategoryR",
        "BuySell": "Buy",
        "OrderContext": {},
        "ToOpenClose": "ToOpen",
        "Uic": 99
      }
    ]
  }
  

• Response Example

  Response body

  {
    "BuySell": "Sell",
    "Commissions": {
      "CostBuy": 0.0,
      "CostIpoCashSubscription": 0.0,
      "CostIpoSubscription": 0.0,
      "CostSell": 0.0
    },
    "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": "CBBCCategoryN",
        "BuySell": "Buy",
        "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",
        "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": "ClosingAuction",
    "PriceSource": "stringValue",
    "Quote": {
      "Amount": 100000,
      "Ask": 1.0899,
      "Bid": 1.0897,
      "DelayedByMinutes": 15,
      "ErrorCode": "None",
      "Mid": 1.0898,
      "PriceTypeAsk": "Indicative",
      "PriceTypeBid": "Indicative"
    },
    "StrategyType": "Custom"
  }