📄️ AdjustmentOperationTarget
Canonical live-leg target ids for one adjustment operation in an adjustment signal.
📄️ AdjustmentSignalEvent
Adjustment signal event for a position.
📄️ AgentConnector
Identifies the agent connector/provider associated with an agent status event.
📄️ AgentInfo
Information about a connected agent instance.
📄️ AgentStatusEvent
Agent status change event.
📄️ AgentStatus
Connectivity/status of a live agent.
📄️ ApplyPaperFillsArgs
Arguments for ApplyPaperFills.
📄️ ApplyPaperFillsResult
Result of ApplyPaperFills.
📄️ AutoUpdateVarsAdjustmentCompletedEvent
Auto-update-vars adjustment completed event.
📄️ AutoUpdateVarsAdjustmentFailedEvent
Auto-update-vars adjustment failed event.
📄️ AutoUpdateVarsAdjustmentStartedEvent
Auto-update-vars adjustment started event.
📄️ BrokerType
Supported brokerages/providers for MesoLive live trading.
📄️ CancelOrderArgs
Arguments for CancelOrder.
📄️ CancelOrderResult
Result of CancelOrder.
📄️ CancelPreparePositionAdjustmentArgs
Arguments for CancelPreparePositionAdjustment.
📄️ CancelPreparePositionAdjustmentResult
Result of CancelPreparePositionAdjustment.
📄️ CancelPreparePositionEntryArgs
Arguments for CancelPreparePositionEntry.
📄️ CancelPreparePositionEntryResult
Result of CancelPreparePositionEntry.
📄️ CancelPreparePositionExitArgs
Arguments for CancelPreparePositionExit.
📄️ CancelPreparePositionExitResult
Result of CancelPreparePositionExit.
📄️ ComboContractsDataEntry
One streamed update entry for combo contracts data (including optional aggregated combo quote).
📄️ ComboContractsRiskGraphDataEntry
Streamed Risk Graph data for ad hoc combo contracts.
📄️ ComboContractsRiskGraphLegSpec
One ad hoc combo leg used as Risk Graph input.
📄️ ComboLegSpec
One leg specification for a synthetic combo quote request.
📄️ ConditionEvaluation
Result of evaluating a single condition statement.
📄️ ConditionType
Category/type of a condition evaluation.
📄️ ContractDataEntry
One streamed update entry for a single contract's quotes.
📄️ CreateStrategyArgs
Arguments for CreateStrategy.
📄️ CreateStrategyResult
Result of CreateStrategy.
📄️ DataProviderType
Supported market data providers (used by streaming and snapshot APIs).
📄️ DeleteStrategyArgs
Arguments for DeleteStrategy.
📄️ DeleteStrategyResult
Result of DeleteStrategy.
📄️ EntrySignalEvent
Entry signal event for a strategy.
📄️ EntrySignalsResult
Detailed evaluation results for entry signals.
📄️ ErrorEvent
Error event emitted for a strategy/position.
📄️ ErrorState
Error state transition emitted by the event hub.
📄️ ExecPlanLegFillState
Fill progress for one execution-plan leg.
📄️ ExecPlanLegRef
Stable leg identity inside one execution plan. Name is display metadata only.
📄️ ExecPlanLegRole
Role of an orderable leg inside an execution plan.
📄️ ExecutionPlanLegGroupQtys
Quantity information for a leg group.
📄️ ExitSignalEvent
Exit signal event for a position.
📄️ ExitSignalsResult
Detailed evaluation results for exit signals.
📄️ GetAccountArgs
Arguments for GetAccount.
📄️ GetAccountNavArgs
Arguments for GetAccountNav.
📄️ GetAccountNavResult
Result page for GetAccountNav.
📄️ GetAccountResult
Result of GetAccount.
📄️ GetComboContractsRiskGraphSnapshotArgs
Arguments for GetComboContractsRiskGraphSnapshot.
📄️ GetComboContractsRiskGraphSnapshotResult
Snapshot Risk Graph data for ad hoc combo contracts.
📄️ GetComboContractsSnapshotArgs
Arguments for GetComboContractsSnapshot.
📄️ GetComboContractsSnapshotResult
Point-in-time snapshot of combo contracts data (including optional aggregated combo quote).
📄️ GetContractSnapshotArgs
Arguments for GetContractSnapshot.
📄️ GetContractSnapshotResult
Point-in-time snapshot of a single contract's quotes.
📄️ GetEventsSinceArgs
Arguments for GetEventsSince.
📄️ GetEventsSinceResult
Result page for GetEventsSince.
📄️ GetExecutionArgs
Arguments for GetExecution.
📄️ GetExecutionPlanFillStateArgs
Arguments for GetExecutionPlanFillState.
📄️ GetExecutionPlanFillStateResult
Fill-state snapshot for an execution plan prepared through the Control Hub endpoint.
📄️ GetExecutionResult
Result of GetExecution.
📄️ GetExecutionsArgs
Arguments for GetExecutions.
📄️ GetExecutionsResult
Result of GetExecutions.
📄️ GetHistoricalMetricsResult
Result page for historical metric queries.
📄️ GetIdempotencyRecordArgs
Arguments for GetIdempotencyRecord.
📄️ GetLatestEventSeqIdArgs
Arguments for GetLatestEventSeqId.
📄️ GetLatestEventSeqIdResult
Result of GetLatestEventSeqId.
📄️ GetLegArgs
Arguments for GetLeg.
📄️ GetLegMetricsArgs
Arguments for GetLegMetrics.
📄️ GetLegResult
Result of GetLeg.
📄️ GetLegSnapshotArgs
Arguments for GetLegSnapshot.
📄️ GetLegSnapshotResult
Point-in-time snapshot of leg data.
📄️ GetLegsArgs
Arguments for GetLegs.
📄️ GetLegsResult
Result of GetLegs.
📄️ GetLegsSnapshotArgs
Arguments for GetLegsSnapshot.
📄️ GetLegsSnapshotResult
Point-in-time snapshot of data for multiple legs.
📄️ GetOrderArgs
Arguments for GetOrder.
📄️ GetOrderResult
Result of GetOrder.
📄️ GetPositionArgs
Arguments for GetPosition.
📄️ GetPositionMetricsArgs
Arguments for GetPositionMetrics.
📄️ GetPositionResult
Detailed position view (legs, leg groups, vars, and optional market data blocks).
📄️ GetPositionRiskGraphSnapshotArgs
Arguments for GetPositionRiskGraphSnapshot.
📄️ GetPositionRiskGraphSnapshotResult
Snapshot Risk Graph data for a position.
📄️ GetPositionSnapshotArgs
Arguments for GetPositionSnapshot.
📄️ GetPositionSnapshotResult
Point-in-time snapshot of position data.
📄️ GetPreparePositionAdjustmentStatusArgs
Arguments for GetPreparePositionAdjustmentStatus.
📄️ GetPreparePositionAdjustmentStatusResult
Status response for a position-adjustment preparation job on the Control Hub endpoint.
📄️ GetPreparePositionEntryStatusArgs
Arguments for GetPreparePositionEntryStatus.
📄️ GetPreparePositionEntryStatusResult
Status response for a position-entry preparation job on the Control Hub endpoint.
📄️ GetPreparePositionExitStatusArgs
Arguments for GetPreparePositionExitStatus.
📄️ GetPreparePositionExitStatusResult
Status response for a position-exit preparation job on the Control Hub endpoint.
📄️ GetStrategyArgs
Arguments for GetStrategy.
📄️ GetStrategyMetricsArgs
Arguments for GetStrategyMetrics.
📄️ GetStrategyResult
Result of GetStrategy.
📄️ GetStrategyRiskGraphSnapshotArgs
Arguments for GetStrategyRiskGraphSnapshot.
📄️ GetStrategyRiskGraphSnapshotResult
Snapshot Risk Graph data for strategy exposure.
📄️ GetUnderlyingMetricsArgs
Arguments for GetUnderlyingMetrics.
📄️ GetUnderlyingRiskGraphSnapshotArgs
Arguments for GetUnderlyingRiskGraphSnapshot.
📄️ GetUnderlyingRiskGraphSnapshotResult
Snapshot Risk Graph data for underlying exposure.
📄️ GetUnderlyingSnapshotArgs
Arguments for GetUnderlyingSnapshot.
📄️ GetUnderlyingSnapshotResult
Point-in-time snapshot of an underlying's quotes.
📄️ HistoricalAccountNavPayload
Decompressed payload for GetAccountNav.
📄️ HistoricalAccountNavPoint
Historical account NAV / cash / maintenance-margin point.
📄️ HistoricalAccountNavSeries
One account-NAV series: a stable account identity plus its points for this page.
📄️ HistoricalAccountNavValues
Historical account NAV / cash / maintenance-margin values.
📄️ HistoricalAccountSelector
Account selector for NAV queries. Exactly one selector mode is valid: either LiveAccountId or the pair (BrokerType, BrokerAccountId). A live-account selector returns at most one series. A broker selector can return several live-account series when the same broker account id maps to more than one internal account row over time.
📄️ HistoricalAccountTarget
Account identity for a NAV series.
📄️ HistoricalBrokerAccountSelector
Broker-account selector used by strategy metric filters.
📄️ HistoricalDataCompression
Compression format used for historical data payload bytes.
📄️ HistoricalDataPayloadKind
Type of data encoded in a historical payload envelope.
📄️ HistoricalDataPayload
Compressed or uncompressed historical data payload envelope.
📄️ HistoricalDataPointSource
Source table family a returned point came from.
📄️ HistoricalDataPoint
Common per-point fields shared by NAV and metric points. The owning series carries the target identity.
📄️ HistoricalDataQueryArgs
Common historical time-series query options.
📄️ HistoricalDataResolution
Which stored representation a time-series query should read.
📄️ HistoricalDataResult
Common result-page metadata shared by NAV and metric responses.
📄️ HistoricalDecimalBar
Decimal value bar shared by raw and rollup points. Raw points populate Close only. Rollup points populate all OHLC members when HistoricalDataQueryArgs.RollupValueMode is HistoricalRollupValueMode.Ohlc, and Close only when it is HistoricalRollupValueMode.CloseOnly.
📄️ HistoricalMetricInclude
Metric blocks to include in historical metric responses.
📄️ HistoricalMetricPayload
Decompressed payload for metric methods.
📄️ HistoricalMetricPoint
Historical PnL / greek / price / IV point.
📄️ HistoricalMetricQueryArgs
Common historical metric query options.
📄️ HistoricalMetricSeries
One metric series: a stable target identity plus its points for this page.
📄️ HistoricalMetricTarget
Target identity for a metric series. Populated fields depend on the query; unpopulated ids are null. Position queries set PositionId and account ids when resolvable. Leg queries set LegId and PositionId when the parent is known. Strategy queries set StrategyId, account ids, and UnderlyingContractId/Underlying. Underlying queries set UnderlyingContractId/Underlying only. Underlying is a denormalized display label; UnderlyingContractId is the stable key.
📄️ HistoricalMetricValues
Historical PnL, greek, price, and implied-volatility values.
📄️ HistoricalRollupGranularity
Rollup bucket granularity. Selects the bucket size when reading rollups; ignored for HistoricalDataResolution.Raw. Only Daily exists today. Because the value is string-serialized, clients should request only granularities they understand.
📄️ HistoricalRollupInfo
Metadata describing the rollup bucket a point was aggregated from.
📄️ HistoricalRollupValueMode
Value shape returned for historical rollup points.
📄️ HistoricalSeries
Common series fields shared by NAV and metric series.
📄️ IdempotencyOperation
Operation type recorded by the idempotency subsystem.
📄️ IdempotencyRecordStatus
Processing state of an idempotency record.
📄️ IdempotencyRecord
Server-side record for an idempotent operation and its outcome.
📄️ LegDataEntry
One streamed leg-data update entry.
📄️ LegGroupOrderState
Order-level fill state for one execution-plan leg group.
📄️ LegGroupOrder
Order parameters for a leg group using execution-plan leg ids.
📄️ LegStatus
High-level lifecycle status for a live leg.
📄️ LegUpdateEvent
Leg lifecycle update event.
📄️ LegsDataEntry
One streamed update entry for multiple legs.
📄️ ListAccountsArgs
Arguments for ListAccounts.
📄️ ListAccountsResult
Result page for ListAccounts.
📄️ ListAgentsArgs
Arguments for ListAgents.
📄️ ListAgentsResult
Result of ListAgents.
📄️ ListExecutionsArgs
Arguments for ListExecutions.
📄️ ListExecutionsResult
Result page for ListExecutions.
📄️ ListLegsArgs
Arguments for ListLegs.
📄️ ListLegsResult
Result page for ListLegs.
📄️ ListOrdersArgs
Arguments for ListOrders.
📄️ ListOrdersResult
Result page for ListOrders.
📄️ ListPositionsArgs
Arguments for ListPositions.
📄️ ListPositionsResult
Result page for ListPositions.
📄️ ListStrategiesArgs
Arguments for ListStrategies.
📄️ ListStrategiesResult
Result page for ListStrategies.
📄️ LiveAccount
Summary view of a brokerage account linked to the authenticated user.
📄️ LiveContract
Contract specification used by MesoLive APIs (options, futures, stocks, indices).
📄️ LiveDataInclude
Flags controlling which live data blocks to include (prices, greeks, pnl).
📄️ LiveExecutionAssignment
Assignment of (part of) an execution quantity to a specific live position leg.
📄️ LiveExecution
Execution (fill) information recorded by MesoLive.
📄️ LiveGreekValues
Greek values for a single quote basis (bid/ask/last/mark).
📄️ LiveGreeks
Live greeks snapshot (bid/ask/last/mark) with quote ages.
📄️ LiveLegSelectionConstraint
Constraint controlling how option legs may be selected (uniqueness rules).
📄️ LiveLeg
Summary view of a live position leg (contract + quantity + pricing metadata).
📄️ LivePnL
Live profit-and-loss snapshot (realized + running/unrealized) with quote ages.
📄️ LivePositionKindFilter
Selects which position namespace ListPositions should query.
📄️ LivePositionState
High-level state of a live position.
📄️ LivePosition
Summary view of a live position (legs and detailed market data are returned by GetPosition).
📄️ LivePrices
Live price snapshot (bid/ask/last/mark) with quote ages.
📄️ LiveQuoteFields
Flags selecting which quote bases to include (Bid/Ask/Last/Mark).
📄️ LiveStrategy
Live strategy metadata and definition.
📄️ LiveUnderlying
Underlying symbol and instrument type for a live contract.
📄️ MesoLiveApiError
Structured error details for a failed MesoLive API response.
📄️ MesoLiveApiResponse
Standard response envelope returned by MesoLive hub APIs.
📄️ MesoLiveEventEnvelope
Wrapper/discriminated-union for historical events.
📄️ MesoLiveEventKind
Discriminator for historical event envelopes returned by GetEventsSince.
📄️ OrderRejectionInfo
Order rejection details returned when a broker/provider rejects an order.
📄️ OrderState
State of a live order.
📄️ OrderType
Supported order types for MesoLive order submission.
📄️ OrderUpdateEvent
Order lifecycle update event.
📄️ Order
Order view used by GetOrder/ListOrders.
📄️ PaperLegFill
Paper fill input for a single execution-plan leg on the Control Hub.
📄️ PositionAdjustmentOperation
Adjustment operation to prepare (e.g. remove/add legs, move a leg, or update vars).
📄️ PositionAdjustmentPreparationCompletedEvent
Prepare-adjustment job completed event.
📄️ PositionAdjustmentPreparationFailedEvent
Prepare-adjustment job failed event.
📄️ PositionDataEntry
One streamed position-data update entry.
📄️ PositionEntryPreparationCompletedEvent
Prepare-entry job completed event.
📄️ PositionEntryPreparationFailedEvent
Prepare-entry job failed event.
📄️ PositionExitPreparationCompletedEvent
Prepare-exit job completed event.
📄️ PositionExitPreparationFailedEvent
Prepare-exit job failed event.
📄️ PositionLegGroupQtys
Quantity information for a persisted live-position leg group.
📄️ PositionRiskGraphDataEntry
Streamed Risk Graph data for a position.
📄️ PositionStatus
High-level lifecycle status for a live position.
📄️ PositionStrategyDefinitionSnapshot
Strategy definition snapshot captured on the position's entry execution plan.
📄️ PositionUpdateEvent
Position lifecycle update event.
📄️ PreparationStatus
Status of an asynchronous preparation job.
📄️ PreparePositionAdjustmentArgs
Arguments for StartPreparePositionAdjustment.
📄️ PreparePositionAdjustmentResult
Completed result for a position-adjustment preparation job on the Control Hub endpoint.
📄️ PreparePositionEntryArgs
Arguments for StartPreparePositionEntry.
📄️ PreparePositionEntryResult
Completed result for a position-entry preparation job on the Control Hub endpoint.
📄️ PreparePositionExitArgs
Arguments for StartPreparePositionExit.
📄️ PreparePositionExitResult
Completed result for a position-exit preparation job on the Control Hub endpoint.
📄️ RenameStrategyArgs
Arguments for RenameStrategy.
📄️ RenameStrategyResult
Result of RenameStrategy.
📄️ RiskGraphCompression
Compression format used for the binary Risk Graph payload.
📄️ RiskGraphDataEntry
Base streamed/snapshot Risk Graph entry.
📄️ RiskGraphData
Decompressed Risk Graph data.
📄️ RiskGraphDefaultExpirationHorizon
Default expiration horizon selection when the caller does not request a specific horizon.
📄️ RiskGraphDiagnosticSeverity
Severity for Risk Graph diagnostics returned with a payload.
📄️ RiskGraphDiagnostic
Non-fatal or fatal diagnostic produced while calculating a Risk Graph.
📄️ RiskGraphExpirationHorizon
Available expiration horizon for Risk Graph evaluation.
📄️ RiskGraphLegGridRow
Leg metadata and live values shown alongside a Risk Graph.
📄️ RiskGraphMode
Risk Graph rendering/calculation mode.
📄️ RiskGraphOptionProjectionMode
Option projection mode used by the server-side Risk Graph calculator.
📄️ RiskGraphPayload
Compressed Risk Graph payload envelope.
📄️ RiskGraphPricingMode
Live quote source used when valuing Risk Graph legs.
📄️ RiskGraphQueryOptions
Common Risk Graph query options shared by snapshot and stream APIs.
📄️ RiskGraphSeries
PnL and optional Greeks for one Risk Graph series.
📄️ RiskGraphStreamOptions
Stream update timing options.
📄️ RiskGraphTargetType
Type of trading object used as the Risk Graph input.
📄️ RiskGraphUnderlyingPriceAxisOptions
Controls the generated underlying-price axis and caller-requested exact prices.
📄️ RiskGraphUnderlyingPriceRangeMode
How the generated underlying-price range is selected.
📄️ SendOrderArgs
Arguments for submitting or replacing an order on the Control Hub endpoint.
📄️ SendOrderResult
Result of SendOrder.
📄️ SignalState
On/off state used by signal events.
📄️ StartPreparePositionAdjustmentResult
Result of StartPreparePositionAdjustment.
📄️ StartPreparePositionEntryResult
Result of StartPreparePositionEntry.
📄 ️ StartPreparePositionExitResult
Result of StartPreparePositionExit.
📄️ StatusCode
High-level outcome code for a MesoLive API response.
📄️ StrategyRiskGraphDataEntry
Streamed Risk Graph data for strategy exposure.
📄️ StreamComboContractsDataArgs
Arguments for StreamComboContractsData.
📄️ StreamComboContractsRiskGraphDataArgs
Arguments for StreamComboContractsRiskGraphData.
📄️ StreamContractDataArgs
Arguments for StreamContractData.
📄️ StreamLegDataArgs
Arguments for StreamLegData.
📄️ StreamLegsDataArgs
Arguments for StreamLegsData.
📄️ StreamPositionDataArgs
Arguments for StreamPositionData.
📄️ StreamPositionRiskGraphDataArgs
Arguments for StreamPositionRiskGraphData.
📄️ StreamStrategyRiskGraphDataArgs
Arguments for StreamStrategyRiskGraphData.
📄️ StreamUnderlyingDataArgs
Arguments for StreamUnderlyingData.
📄️ StreamUnderlyingRiskGraphDataArgs
Arguments for StreamUnderlyingRiskGraphData.
📄️ SubscribeToStrategiesArgs
Arguments for SubscribeToStrategies.
📄️ SubscribeToStrategiesResult
Result of SubscribeToStrategies.
📄️ TimeInForce
Time-in-force for an order.
📄️ UnderlyingDataEntry
One streamed update entry for an underlying's quotes.
📄️ UnderlyingRiskGraphDataEntry
Streamed Risk Graph data for underlying exposure.
📄️ UnsubscribeFromStrategiesArgs
Arguments for UnsubscribeFromStrategies.
📄️ UnsubscribeFromStrategiesResult
Result of UnsubscribeFromStrategies.
📄️ UpdateStrategyArgs
Arguments for UpdateStrategy.
📄️ UpdateStrategyResult
Result of UpdateStrategy.