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RiskGraphLegGridRow

Leg metadata and live values shown alongside a Risk Graph.

FieldTypeRequiredNullableDefaultDescription
LegKeystrYesNoStable leg key within the payload. Matches RiskGraphSeries.SeriesKey for the corresponding leg series.
LegIdintNoYesPersisted live leg id. Null for ad hoc combo legs or other non-persisted legs.
PositionIdintNoYesPersisted live position id that owns the leg. Null when the leg is not tied to a persisted position.
PositionNamestrNoYesDisplay name of the owning position when available.
LegNamestrYesNoDisplay name of the leg.
LiveContractLiveContractYesNoLive contract represented by the leg.
QtyDecimalYesNoSigned leg quantity. Positive and negative values preserve the live position direction.
AvgEntryPriceDecimalYesNoAverage entry price per contract used as the leg cost basis.
CurrentPriceDecimalNoYesCurrent leg price using the requested pricing mode. Null when the leg is not selected or pricing is unavailable.
RunningPnLDecimalNoYesUnrealized leg PnL using the requested pricing mode. Null when the leg is not selected or pricing is unavailable.
RealizedPnLDecimalNoYesRealized leg PnL tracked by the live position, if any.
PnLDecimalNoYesTotal leg PnL used for display. Null when neither live nor realized PnL is available.
ImpliedVolatilityDecimalNoYesCurrent implied volatility for the leg under the requested pricing mode. Null when unavailable or not selected.
DeltaDecimalNoYesCurrent leg delta scaled by contract multiplier and quantity. Null when unavailable or not selected.
GammaDecimalNoYesCurrent leg gamma scaled by contract multiplier and quantity. Null when unavailable or not selected.
ThetaDecimalNoYesCurrent leg theta scaled by contract multiplier and quantity. Null when unavailable or not selected.
VegaDecimalNoYesCurrent leg vega scaled by contract multiplier and quantity. Null when unavailable or not selected.
WVegaDecimalNoYesCurrent leg weighted vega scaled by contract multiplier and quantity. Null when unavailable or not selected.
RhoDecimalNoYesCurrent leg rho scaled by contract multiplier and quantity. Null when unavailable or not selected.
IsEligibleboolYesNoTrue when the leg is an option contract with the data needed for Risk Graph projection.
IsExpiredboolYesNoTrue when the leg contract is expired at the calculation time.
DefaultSelectedboolYesNoTrue when the server selected the leg for Risk Graph calculation by default.
SettlementTimeExchangedatetimeNoYesOption settlement time in exchange time. Null for ineligible legs.
IsTerminalAtSelectedHorizonboolNoNoTrue when the leg settles on or before the selected expiration horizon.
ExclusionReasonstrNoYesHuman-readable reason the leg was not included in the calculated Risk Graph. Null when no exclusion applies.