NewOptionsStrategyDefinitionHedge Class | Table of Content | Delta Property |
NewOptionsStrategyDefinitionHedge Properties |
The NewOptionsStrategyDefinitionHedge type exposes the following members.
Name | Description | |
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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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