LegsDataEntry
One streamed update entry for multiple legs.
| Field | Type | Required | Nullable | Default | Description |
|---|---|---|---|---|---|
LegPrices | dict[int, LivePrices] | Yes | Yes | Per-leg live prices keyed by live leg id. null when Include does not include Prices. | |
LegGreeks | dict[int, LiveGreeks] | Yes | Yes | Per-leg live greeks keyed by live leg id. null when Include does not include Greeks. | |
LegPnLs | dict[int, LivePnL] | Yes | Yes | Per-leg live PnL keyed by live leg id. null when Include does not include PnL. |