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"
}