Description
Specifies the CQGInstrumentsGroupRequest.PropertyLevel value.
Members
| Member | Value | Description |
|---|---|---|
| gpsContractOpenInterestExtended | 8 | Subscribes to ipCOI, ipTCOI, and ipPCOI. |
| gpsDefault | 0 | The default value that does not include any additional dynamic properties. |
| gpsGreeks | 1 | Subscribes to ipDelta, ipDeltaNetChange, ipTheta, ipThetaNetChange, ipGamma, ipGammaNetChange, ipVega, ipVegaNetChange, ipRho, and ipRhoNetChange. |
| gpsTheoreticalValue | 4 | Subscribes to ipTheoreticalValue and ipTheoValueNetChange. |
| gpsVolatility | 2 | Subscribes to ipAverageVolatility, ipImpliedVolatility, ipImpliedVolatilityOnAsk, ipImpliedVolatilityOnBid, ipImpliedVolatilityNetChange, and ipVolatilityCurve. |
Remarks
Values can be combined into single bit-mask value.