reqId | int32 | Unique request identifier used for tracking across EWrapper |
tickType | int32 | Type of data the tick represents. |
tickAttrib | int32 | Defines TickAttrib.canAutoExecute. |
impliedVol | double | Implied volatility of the Option. |
delta | double | The stock’s Delta. For orders on BOX only. |
optPrice | double | The option price |
pvDividend | double | The present value of dividends expected on the option’s underlying |
gamma | double | The option gamma value |
vega | double | Option greek Vega. |
theta | double | Option Greek Theta |
undPrice | double | Current price of the underlying contract. |