GetLegsSnapshotArgs
Arguments for GetLegsSnapshot.
| Field | Type | Required | Nullable | Default | Description |
|---|---|---|---|---|---|
LegIds | list[int] | Yes | No | Live leg ids to snapshot. | |
PriceFields | LiveQuoteFields | No | No | LiveQuoteFields.All | Quote fields to include for prices (bid/ask/last/mark). |
GreekFields | LiveQuoteFields | No | No | LiveQuoteFields.All | Quote fields to include for greeks. |
PnlFields | LiveQuoteFields | No | No | LiveQuoteFields.All | Quote fields to include for PnL. |
Include | LiveDataInclude | Yes | No | Which blocks to include for the legs. | |
Provider | DataProviderType | No | Yes | Optional override for which market data provider to use. null = server default. |