HistoricalMetricInclude
Metric blocks to include in historical metric responses.
| Member | Value | Description |
|---|---|---|
None | 0 | Include no metric values (timestamp/source/rollup metadata only). |
PnL | 1 << 0 | Include PnL. |
Greeks | 1 << 1 | Include delta, gamma, theta, vega, weighted vega, and rho. |
Price | 1 << 2 | Include price where the target type records price (positions and legs). |
ImpliedVolatility | 1 << 3 | Include implied volatility where the target type records it (legs only). |
All | PnL | Greeks | Price | ImpliedVolatility | Include every supported metric block. |