Response body
{
"StrategyType": "Butterfly",
"BuySell": "Sell",
"Quote": {
"RFQState": "None",
"Amount": 100000,
"Bid": 0.01962,
"PriceTypeBid": "Indicative",
"Ask": 0.02257,
"PriceTypeAsk": "Indicative",
"Mid": 0.0210958157864443,
"DelayedByMinutes": 15,
"ErrorCode": "None"
},
"Commissions": {
"CostBuy": 0,
"CostSell": 0,
"CostIpoSubscription": 0,
"CostIpoCashSubscription": 0
},
"Greeks": {
"Delta": 1,
"Theta": -0.0375,
"Vega": 0,
"Rho": 0,
"Phi": 0,
"Gamma": 0,
"MidVol": 0
},
"LastUpdated": "2021-05-21T00:00:00Z",
"MarketState": "Closed",
"MarginImpactBuySell": {
"InitialMarginBuy": 12,
"InitialMarginAvailableCurrent": 10470,
"InitialMarginAvailableBuy": 10447,
"MaintenanceMarginBuy": 11,
"Currency": "USD"
},
"InstrumentPriceDetails": {
"IsMarketOpen": true,
"ShortTradeDisabled": false,
"ValueDate": "2017-06-05T00:00:00Z",
"ExpiryDate": "2017-06-01T00:00:00Z",
"SpotDate": "2017-06-03T00:00:00Z",
"SpotAsk": 1.71782,
"SpotBid": 1.71692,
"MidForwardPrice": 1.71992423552514,
"StrikePrice": 1.7175,
"SpreadStrikePriceUpper": 12,
"SpreadStrikePriceLower": 11,
"Barrier": 1,
"LowerBarrier": -2,
"UpperBarrier": 4,
"AverageVolume": 12345000
},
"Legs": [
{
"LegId": "stringValue",
"Uic": 99,
"AssetType": "WarrantOpenEndKnockOut",
"ToOpenClose": "ToClose",
"PutCall": "None",
"BuySell": "Buy",
"Amount": 10,
"Quote": {
"Amount": 100000,
"Bid": 1.0897,
"PriceTypeBid": "Indicative",
"Ask": 1.0899,
"PriceTypeAsk": "Indicative",
"Mid": 1.0898,
"DelayedByMinutes": 15,
"ErrorCode": "None"
},
"Greeks": {
"Delta": 1,
"Theta": -0.0375,
"Vega": 0,
"Rho": 0,
"Phi": 0,
"Gamma": 0,
"MidVol": 0
},
"InstrumentPriceDetails": {
"IsMarketOpen": true,
"ShortTradeDisabled": false,
"ValueDate": "2017-06-05T00:00:00Z",
"ExpiryDate": "2017-06-01T00:00:00Z",
"SpotDate": "2017-06-03T00:00:00Z",
"SpotAsk": 1.71782,
"SpotBid": 1.71692,
"MidForwardPrice": 1.71992423552514,
"StrikePrice": 1.7175,
"SpreadStrikePriceUpper": 12,
"SpreadStrikePriceLower": 11,
"Barrier": 1,
"LowerBarrier": -2,
"UpperBarrier": 4,
"AverageVolume": 12345000
}
}
],
"PriceSource": "stringValue"
}