HistoricalMetricValues
Historical PnL, greek, price, and implied-volatility values.
| Field | Type | Required | Nullable | Default | Description |
|---|---|---|---|---|---|
PnL | HistoricalDecimalBar | No | Yes | Profit and loss. | |
Delta | HistoricalDecimalBar | No | Yes | Delta. | |
Gamma | HistoricalDecimalBar | No | Yes | Gamma. | |
Theta | HistoricalDecimalBar | No | Yes | Theta. | |
Vega | HistoricalDecimalBar | No | Yes | Vega. | |
WVega | HistoricalDecimalBar | No | Yes | Weighted vega. | |
Rho | HistoricalDecimalBar | No | Yes | Rho. | |
Price | HistoricalDecimalBar | No | Yes | Price where the source table records price. | |
ImpliedVolatility | HistoricalDecimalBar | No | Yes | Implied volatility where the source table records it. |