ScriptEngine Variables
| Variable name | State | Note |
|---|---|---|
| leg_LEGNAME_iv | Supported | |
| leg_LEGNAME_strike | Supported | |
| leg_LEGNAME_dte | Supported | |
| leg_LEGNAME_dit | Supported | |
| leg_LEGNAME_qty | Supported | |
| leg_LEGNAME_price | Supported | |
| leg_LEGNAME_bid | Supported | |
| leg_LEGNAME_ask | Supported | |
| leg_LEGNAME_delta | Supported | |
| leg_LEGNAME_gamma | Supported | |
| leg_LEGNAME_rho | Not supported / Not planned | IBKR doesn’t provide Rho |
| leg_LEGNAME_theta | Supported | |
| leg_LEGNAME_vega | Supported | |
| leg_LEGNAME_wvega | Supported | |
| acc_delta | Not supported / Not planned | Deprecated field. |
| acc_gamma | Not supported / Not planned | Deprecated field. |
| acc_theta | Not supported / Not planned | Deprecated field. |
| acc_vega | Not supported / Not planned | Deprecated field. |
| acc_wvega | Not supported / Not planned | Deprecated field. |
| acc_rho | Not supported / Not planned | Deprecated field. |
| acc_pnl | Not supported / Not planned | Deprecated field. |
| acc_margin | Not supported / Not planned | Deprecated field. |
| nav | Supported | |
| open_trades_cnt | Supported | |
| days_in_trade | Supported | |
| underlying_prevday_close | Supported | |
| underlying_today_open | Not supported / Planned | |
| underlying_price | Supported | |
| underlying_iv | Supported | |
| underlying_iv_rank | Supported | Difference in calculations:MesoSim calculation uses all the values up until the point of calculation, while MesoLive uses IV values until last close. |
| underlying_iv_pct | Supported | Difference in calculations:MesoSim calculation uses all the values up until the point of calculation, while MesoLive uses IV values until last close. |
| underlying_hv | Supported | |
| expiration_EXPNAME_dte | Supported | |
| expiration_EXPNAME_min | Supported | |
| expiration_EXPNAME_max | Supported | |
| initial_cash | Not supported / Not planned | |
| minutes_after_open | Supported | |
| minutes_before_close | Supported | |
| pos_delta | Supported | |
| pos_gamma | Supported | |
| pos_in_flight | Not supported / Planned | |
| pos_pnl | Supported | |
| pos_rho | Not supported / Not planned | |
| pos_theta | Supported | |
| pos_vega | Supported | |
| pos_wvega | Supported | |
| pos_margin | Not supported / Planned | |
| User Specified Variables | Supported | |
| External Data Variables | Supported |