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RiskGraphData

Decompressed Risk Graph data.

FieldTypeRequiredNullableDefaultDescription
SchemaVersionstrYesNoSchema version of this decompressed Risk Graph data object.
TargetTypeRiskGraphTargetTypeYesNoType of target represented by this payload.
PositionIdintNoYesPersisted live position id when TargetType is RiskGraphTargetType.Position; otherwise null.
StrategyIdintNoYesPersisted live strategy id when TargetType is RiskGraphTargetType.Strategy; otherwise null.
UnderlyingIdintNoYesPersisted underlying live contract id when available for the target; otherwise null.
TargetNamestrNoYesDisplay name of the requested target when available.
ProviderDataProviderTypeYesNoMarket data provider used for the calculation.
PricingModeRiskGraphPricingModeYesNoPricing mode used for live prices, PnL, and Greeks where applicable.
ModeRiskGraphModeYesNoRisk Graph calculation mode used for this payload.
SnapshotTimeUtcdatetimeYesNoServer snapshot timestamp in UTC.
CalculationTimeExchangedatetimeYesNoCalculation timestamp in exchange time used for horizon and expiration logic.
UnderlyingstrYesNoUnderlying symbol for the calculated target.
CurrentUnderlyingPriceDecimalNoYesCurrent underlying price used to construct or evaluate the graph. Null when unavailable.
ComboPnLDecimalNoYesAggregate live PnL for the selected legs using PricingMode. Null when unavailable.
ComboBidAskPnLDecimalNoYesAggregate live PnL for the selected legs using bid/ask pricing. Null when unavailable.
RealizedPnlOffsetDecimalYesNoRealized PnL offset added to aggregate Risk Graph PnL values.
UnderlyingPriceslist[Decimal]YesNoSorted final underlying-price axis. Includes generated prices plus selected leg strikes and requested exact prices.
EvaluationTimesExchangelist[datetime]YesNoOrdered evaluation-time axis in exchange time. This is the first dimension of all series matrices.
ExpirationHorizonslist[RiskGraphExpirationHorizon]YesNoAvailable expiration horizons for the active option legs.
SelectedExpirationHorizonExchangedatetimeNoYesResolved selected expiration horizon in exchange time. Null when no horizon is available.
LegSerieslist[RiskGraphSeries]YesNoPer-leg Risk Graph series for default-selected legs.
AggregateSeriesRiskGraphSeriesYesYesAggregate Risk Graph series across default-selected legs. Null when an aggregate series could not be calculated.
LegGridRowslist[RiskGraphLegGridRow]YesNoLeg metadata and current values for included and excluded legs.
Diagnosticslist[RiskGraphDiagnostic]YesNoDiagnostics produced while building the payload.