OptionCalcMarketDataMessage

StockSharp.InteractiveBrokers

The message about subscription to the estimated option values getting.

Constructors

public OptionCalcMarketDataMessage()

optionCalcMarketDataMessage = OptionCalcMarketDataMessage()

Initializes a new instance of the OptionCalcMarketDataMessage.

AssetPrice

public decimal AssetPrice { get; set; }

value = optionCalcMarketDataMessage.AssetPrice
optionCalcMarketDataMessage.AssetPrice = value

Underlying asset price.

public decimal ImpliedVolatility { get; set; }

value = optionCalcMarketDataMessage.ImpliedVolatility
optionCalcMarketDataMessage.ImpliedVolatility = value

The implied volatility.

OptionPrice

public decimal OptionPrice { get; set; }

value = optionCalcMarketDataMessage.OptionPrice
optionCalcMarketDataMessage.OptionPrice = value

The option price.

Clone

public override Message Clone()

result = optionCalcMarketDataMessage.Clone()

Create a copy of OptionCalcMarketDataMessage.

Returns: Copy.