RiskGraphData
Decompressed Risk Graph data.
| Field | Type | Required | Nullable | Default | Description |
|---|---|---|---|---|---|
SchemaVersion | str | Yes | No | Schema version of this decompressed Risk Graph data object. | |
TargetType | RiskGraphTargetType | Yes | No | Type of target represented by this payload. | |
PositionId | int | No | Yes | Persisted live position id when TargetType is RiskGraphTargetType.Position; otherwise null. | |
StrategyId | int | No | Yes | Persisted live strategy id when TargetType is RiskGraphTargetType.Strategy; otherwise null. | |
UnderlyingId | int | No | Yes | Persisted underlying live contract id when available for the target; otherwise null. | |
TargetName | str | No | Yes | Display name of the requested target when available. | |
Provider | DataProviderType | Yes | No | Market data provider used for the calculation. | |
PricingMode | RiskGraphPricingMode | Yes | No | Pricing mode used for live prices, PnL, and Greeks where applicable. | |
Mode | RiskGraphMode | Yes | No | Risk Graph calculation mode used for this payload. | |
SnapshotTimeUtc | datetime | Yes | No | Server snapshot timestamp in UTC. | |
CalculationTimeExchange | datetime | Yes | No | Calculation timestamp in exchange time used for horizon and expiration logic. | |
Underlying | str | Yes | No | Underlying symbol for the calculated target. | |
CurrentUnderlyingPrice | Decimal | No | Yes | Current underlying price used to construct or evaluate the graph. Null when unavailable. | |
ComboPnL | Decimal | No | Yes | Aggregate live PnL for the selected legs using PricingMode. Null when unavailable. | |
ComboBidAskPnL | Decimal | No | Yes | Aggregate live PnL for the selected legs using bid/ask pricing. Null when unavailable. | |
RealizedPnlOffset | Decimal | Yes | No | Realized PnL offset added to aggregate Risk Graph PnL values. | |
UnderlyingPrices | list[Decimal] | Yes | No | Sorted final underlying-price axis. Includes generated prices plus selected leg strikes and requested exact prices. | |
EvaluationTimesExchange | list[datetime] | Yes | No | Ordered evaluation-time axis in exchange time. This is the first dimension of all series matrices. | |
ExpirationHorizons | list[RiskGraphExpirationHorizon] | Yes | No | Available expiration horizons for the active option legs. | |
SelectedExpirationHorizonExchange | datetime | No | Yes | Resolved selected expiration horizon in exchange time. Null when no horizon is available. | |
LegSeries | list[RiskGraphSeries] | Yes | No | Per-leg Risk Graph series for default-selected legs. | |
AggregateSeries | RiskGraphSeries | Yes | Yes | Aggregate Risk Graph series across default-selected legs. Null when an aggregate series could not be calculated. | |
LegGridRows | list[RiskGraphLegGridRow] | Yes | No | Leg metadata and current values for included and excluded legs. | |
Diagnostics | list[RiskGraphDiagnostic] | Yes | No | Diagnostics produced while building the payload. |