Message: OptionCalculationParameters

File: WebAPI/market_data_2.proto

Description

Parameters of OptionCalculationRequest.

Used in

OptionCalculationRequest

Fields

option_maturity_id

Type: string

Description: Identifier of the option maturity representing option strike list of the same underlying and maturity period.

Source: metadata_2.OptionMaturityMetadata.id.

strike_contract_ids

Type: uint32

Description: Server side contract identifiers.

Note: Leave it empty to request all strikes for the given maturity.

contributor_id

Type: string

Description: Optional OTC contributor ID for contributor specific data subscriptions.

See: metadata_2.ContributorMetadata.contributor_id.