NewOptionsStrategyDefinitionHedge Class | Table of Content | Delta Property ![]() |
| NewOptionsStrategyDefinitionHedge Properties |
The NewOptionsStrategyDefinitionHedge type exposes the following members.
| Name | Description | |
|---|---|---|
| Delta |
Hedge delta.
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| MarketId |
Future's market id of the hedge.
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| Price |
Hedge price.
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| PriceDenominator |
Hedge price denominator.
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| SecurityType |
Security type.
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| Side |
Hedge side.
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| StrategyCode |
The strategy code for the leg. If set, this field can be used to
obtain the next level of granularity of the strategy. If it is not
set, the /c LegMarketID is the most granular level for the market. See
Appendix E for list of codes.
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