StrikeData
The base class for all types of strikes. ETOs and FxVanillaOptions have Call/Put sides,
whereas Fx Binary options have OneTouch/NoTouch as their sides.
-
| Name |
Type |
Description |
|
Barrier
|
Number |
The barrier price. This is only returned for Fx Binary Options
|
|
Call
|
OptionSidePutCall |
Call side of the Strike for ETOs or Fx Options
|
|
Index
|
Integer |
The index of the strike
|
|
MidVolatilityPct
|
Number |
Mid Volatility %
|
|
NoTouch
|
OptionSideFxBinary |
NoTouch side of the Strike for Binary FX Options
|
|
OneTouch
|
OptionSideFxBinary |
OneTouch side of the Strike for Binary FX Options
|
|
Put
|
OptionSidePutCall |
Put side of the Strike for ETOs or Fx Options
|
|
Strike
|
Number |
The strike price - This is used for ETOs or Fx Options
|
Example
{
"Barrier": 10,
"Call": {
"Ask": 10,
"AskSize": 10,
"Bid": 10,
"BidSize": 10,
"Close": 10,
"ContractId": 99,
"DeltaPct": 10,
"Greeks": {
"AskVolatility": 10,
"BidVolatility": 10,
"Delta": 10,
"Gamma": 10,
"InTheMoneyProbability": 10,
"MidVolatility": 10,
"Rho": 10,
"TheoreticalPrice": 10,
"Theta": 10,
"Vega": 10
},
"High": 10,
"LastClose": 10,
"LastTraded": 10,
"Low": 10,
"Net": 10,
"NetChange": 10,
"Open": 10,
"OpenInterest": 10,
"PriceTypeAsk": "Indicative",
"PriceTypeBid": "OldIndicative",
"Uic": 99,
"Volume": 10
},
"Index": 99,
"MidVolatilityPct": 10,
"NoTouch": {
"Ask": 10,
"Bid": 10,
"ContractId": 99,
"DeltaPct": 10,
"Net": 10,
"PriceTypeAsk": "MarketOrder",
"PriceTypeBid": "NoMarket"
},
"OneTouch": {
"Ask": 10,
"Bid": 10,
"ContractId": 99,
"DeltaPct": 10,
"Net": 10,
"PriceTypeAsk": "Pending",
"PriceTypeBid": "Tradable"
},
"Put": {
"Ask": 10,
"AskSize": 10,
"Bid": 10,
"BidSize": 10,
"Close": 10,
"ContractId": 99,
"DeltaPct": 10,
"Greeks": {
"AskVolatility": 10,
"BidVolatility": 10,
"Delta": 10,
"Gamma": 10,
"InTheMoneyProbability": 10,
"MidVolatility": 10,
"Rho": 10,
"TheoreticalPrice": 10,
"Theta": 10,
"Vega": 10
},
"High": 10,
"LastClose": 10,
"LastTraded": 10,
"Low": 10,
"Net": 10,
"NetChange": 10,
"Open": 10,
"OpenInterest": 10,
"PriceTypeAsk": "NoAccess",
"PriceTypeBid": "None",
"Uic": 99,
"Volume": 10
},
"Strike": 10
}