Tags.LegOptionDelta Field

Delta used to calculate the quantity of futures used to cover the option or option strategy.

Namespace: OnixS.CmeMdHandler
Assembly: OnixS.CmeMdHandler-net-4.7 (in OnixS.CmeMdHandler-net-4.7.dll) Version: 3.16.1.0 (3.16.1.0)

Syntax

public const int LegOptionDelta = 1017

Type: Int32