File: WebAPI/market_data_2.proto
Option calculation response.
Requests: OptionCalculationRequest.
Type: uint32
Description: Request ID.
Type: uint32
Description: Subscription result.
Source: OptionCalculationReport.StatusCode.
Type: int64
Description: Timestamp of the latest event that caused calculations included in this report.
Type: double
Description: Interest Rate is the latest price of the most active future contract determined by the currency of the option contract.
Note: E.g. interest rate for options traded in USD is the latest price of the most active Eurodollar Futures. Interest Rate within a range (0;1], where 1 means 100%, 0.1 means 10%.
Type: sint64
Description: Latest quote price of the underlying instrument at the moment of calculations.
Type: OptionCalculationValues
Description: Calculated values.
Type: shared_1.Text
Description: Optional failure details.
Type: bool
Default: true
Description: Note: True means that requested data is complete at the moment, false means more report messages are expected for completeness.
•STATUS_CODE_SUBSCRIBED = 1
Request is processed and subscription is established.
•STATUS_CODE_DROPPED = 2
The subscription is dropped by the client.
•STATUS_CODE_UPDATE = 3
Unsolicited information update because of subscription.
•STATUS_CODE_DISCONNECTED = 4
Currently subscription is disconnected. Possible reasons: communication issues, metadata update.
Note: Clients should not resubscribe in this case, the server will restore subscription with sending STATUS_CODE_SUBSCRIBED status.
•STATUS_CODE_FAILURE = 101
general failure
•STATUS_CODE_INVALID_PARAMS = 102
Subscription parameters are invalid.
•STATUS_CODE_ACCESS_DENIED = 103
The user is not allowed to be subscribed to this Instrument.
•STATUS_CODE_SUBSCRIPTION_LIMIT_VIOLATION = 104
The subscription count limit has been violated.
•STATUS_CODE_REQUEST_RATE_LIMIT_VIOLATION = 105
The request rate limit has been violated.
•STATUS_CODE_DELETED = 106
Market data source was deleted because of expiration or for another reason.
•STATUS_CODE_CONTRIBUTOR_REQUIRED = 107
OTC Contributor ID is required for this subscription but was not provided or not authorized.