Structure fields
| Strategy Definition field | MesoLive support | Notes |
|---|---|---|
| Structure.Name | Ignored | MesoLive does not use this field for naming/labeling. |
| Structure.Expirations | Supported | Used to select expirations in the Build flow. |
| Structure.Expirations[].Name | Supported | Used to reference expirations from legs. |
| Structure.Expirations[].DTE | Supported | Expression; used to select the closest expiration target. |
| Structure.Expirations[].Min | Supported | Expression; minimum DTE filter. |
| Structure.Expirations[].Max | Supported | Expression; maximum DTE filter. |
| Structure.Expirations[].Roots.Include | Supported | Filters eligible option roots (e.g., SPX vs SPXW) and sets priority. |
| Structure.Expirations[].Roots.Exclude | Supported | Excludes option roots from selection. |
| Structure.Legs[].Name | Supported | Leg identifier. |
| Structure.Legs[].Qty | Supported | Expression; evaluated during Build (can reference other vars). |
| Structure.Legs[].OptionType | Supported | Call/Put. |
| Structure.Legs[].ExpirationName | Supported | Links a leg to an expiration alias from Structure.Expirations. |
| Structure.Legs[].StrikeSelector | Supported | See Strike Selector. |
| Structure.Legs[].LegGroupId | Supported | Expression; used to pre-group legs into combo/order groups. |
note
MesoLive does not currently enforce MesoSim’s Settings.Core.ExpirationSelectionConstraint behavior (distinct expiration alias resolution).
If two expiration aliases can resolve to the same target, MesoLive may allow it; use distinct DTE targets and/or Min/Max and/or root filters to avoid overlap.