Message: OptionCalculationRequest

File: WebAPI/market_data_2.proto

Description

Request for Greeks and other option calculations.

Limits:

1.  Separate limits are used for full subscriptions (all strikes for the given maturity are requested) and for partial subscriptions (fixed set of strikes is requested).

2.  The number of simultaneous full subscriptions is 10 per session by default.

3.  The number of simultaneously subscribed strikes for all partial subscriptions is 5000 per session by default.

Responses: OptionCalculationReport.

Used in

ClientMsg

Fields

request_id

Type: uint32

Description: ID of the request.

Required: yes.

option_calculation_parameters

Type: OptionCalculationParameters

Description: Request parameters.

request_type

Type: uint32

Description: Note: OptionCalculationRequest.RequestType.REQUEST_TYPE_SUBSCRIBE operation is processed by default.

Source: OptionCalculationRequest.RequestType.

Enum RequestType

Description: Type of request action.

Values

•      REQUEST_TYPE_SUBSCRIBE = 2

     Calculation request with subscription for updates.

•      REQUEST_TYPE_DROP = 3

     Drop subscription request and unsubscribe.