OptionsStrategyDefinitionLeg Class 
| OptionsStrategyDefinitionLeg Class | Table of Content | MarketId Property |
| OptionsStrategyDefinitionLeg Properties |
The OptionsStrategyDefinitionLeg type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | MarketId |
Market Id of the option leg market.
|
| Ratio |
Number of option contracts per increment quantity.
|
| RatioPriceDenominator |
The price ratio is the fractional weighted price component per leg in
the strategy. Using a Q4 2017 set as composite strategy as an example,
each leg Oct 2017, Nov 2017 and Dec 2017 will have 3 as the
`LegRatioPriceDenominator`.
|
| RatioPriceNumerator |
The price ratio is the fractional weighted price component per leg in
the strategy. Using a Q4 2017 set as composite strategy as an example,
each leg Oct 2017, Nov 2017 and Dec 2017 will have 1 as the
`LegRatioPriceNumerator`.
|
| RatioQtyDenominator |
The quantity ratio represents the proportion of each of the leg of
interproduct spreads. The Leg ratio denominator will be set to `1` for
most products not but will be used in future product launches.
|
| RatioQtyNumerator |
The quantity ratio represents the proportion of each of the leg of
interproduct spreads. Using Gas Oil crack as an example. This will be
set to 4 for the Gas oil leg and 3 for the Brent leg.
|
| Side |
Leg side.
|
| 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.
|
| UnderlyingMarketId |
Futures market id of the underlying futures market.
|
See Also