Message: OptionCalculationRequest

File: WebAPI/market_data_2.proto

Description

Request for Greeks and other option calculations.

Limits: The number of simultaneous update subscriptions is 10 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.