Message: HedgeBooksReport

File: WebAPI/otc_1.proto

Description

Hedge books report.

Request: HedgeBooksSubscription.

Used in

OtcReport

Fields

is_snapshot

Type: bool

Description: True if this is a snapshot (all previously known data about this hedge book should be cleaned). All updates will be postponed until a full snapshot is sent. False used for incremental updates. Snapshot will be sent only once after subscription. May be sent in multiple parts. Each part will have this field set to true. False by default.

is_last_part

Type: bool

Description: If true - then this message means last part of multi-parted snapshot.

hedge_balance_details

Type: HedgeBalanceDetails

Description: Hedge balance details.

archived_hedge_balance_details

Type: ArchivedHedgeBalanceDetails

Description: List of archived hedge balance details.

group_balance_details

Type: GroupBalanceDetails

Description: Group balance details.