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GetLegSnapshotArgs

Arguments for GetLegSnapshot.

FieldTypeRequiredNullableDefaultDescription
LegIdintYesNoLive leg id to snapshot.
PriceFieldsLiveQuoteFieldsNoNoLiveQuoteFields.AllQuote fields to include for prices (bid/ask/last/mark).
GreekFieldsLiveQuoteFieldsNoNoLiveQuoteFields.AllQuote fields to include for greeks.
PnlFieldsLiveQuoteFieldsNoNoLiveQuoteFields.AllQuote fields to include for PnL.
IncludeLiveDataIncludeYesNoWhich blocks to include for the leg.
ProviderDataProviderTypeNoYesOptional override for which market data provider to use. null = server default.