MultiLegOrderLegPriceLegResponse
The values for a single order leg in a multi-leg order (options strategy).
-
| Name |
Type |
Description |
|
Amount
|
Number |
Sum volume of positions in instrument.
|
|
AssetType
|
AssetType |
AssetType.
|
|
BuySell
|
BuySell |
Is the instrument to be bought or sold?
|
|
Greeks
|
Greeks |
Greeks - only available for options
|
|
InstrumentPriceDetails
|
InstrumentPriceDetails |
Instrument Specific Price Details. Contents vary by AssetType
|
|
LegId
|
String |
Unique identifer for this leg.
|
|
PutCall
|
PutCall |
Direction of an option
|
|
Quote
|
Quote |
The quote data.
|
|
ToOpenClose
|
ToOpenClose |
Margin impact of leg calculated as to open/increase or close/decrease a position.
|
|
Uic
|
Integer |
Instrument identifer for this leg.
|
Example
{
"LegId": "stringValue",
"Uic": 99,
"AssetType": "WarrantDoubleKnockOut",
"ToOpenClose": "Undefined",
"PutCall": "Put",
"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": "2017-06-05T00:00:00+00:00",
"ExpiryDate": "2017-06-01T00:00:00+00:00",
"SpotDate": "2017-06-03T00:00:00+00:00",
"SpotAsk": 1.71782,
"SpotBid": 1.71692,
"MidForwardPrice": 1.71992423552514,
"StrikePrice": 1.7175,
"SpreadStrikePriceUpper": 12,
"SpreadStrikePriceLower": 11,
"Barrier": 1,
"LowerBarrier": -2,
"UpperBarrier": 4,
"AverageVolume": 12345000
}
}