File: WebAPI/strategy_definition_2.proto
Defines a leg (resolved contract) of a strategy.
Type: uint32
Description: ID of the leg contract.
Note: If an unknown ID is received, the contract metadata can be obtained via metadata_2.ContractMetadataRequest.
Type: uint32
Description: Note: Use node_number instead.
Type: sint32
Description: Node number populated by server, unique between legs and nested strategies of the parent strategy, part of node_path field in order actions.
Type: double
Description: Note: Use qty_ratio field instead.
Type: cqg.Decimal
Description: Leg quantity ratio, signed decimal, number of leg contracts to buy(positive) or sell(negative). Must be an integer for an aggregation. Default is 1.
Type: double
Description: Leg price calculation ratio, signed decimal, coefficient in strategy price formula before the leg contract. Same as qty_ratio if omitted. This field has precision 1e-12 and can have maximum value of 9223372. Applicable for legs of an aggregation or a multiplicative strategy.
Type: double
Description: Price offset for this leg (correct price format). It is only specified for legs of an aggregation or a multiplicative strategy. 0 is default.
Type: double
Description: Price of covering future or equity contract. For exchange strategy only.
Type: cqg.Decimal
Description: Used to calculate the quantity of equities or futures covering the option or options strategy. For exchange strategy only.
Note: Only qty_ratio sign means side of the leg (buy if positive or sell if negative).