Type Alias: ScreenDerivativesResponse

ScreenDerivativesResponse = ScreenListedProductsResponse<"futureForwards", MatrixFutureForward> & object

Futures, forwards, and put/call pairs for one underlying. The API defaults to OMX Stockholm 30 and the nearest expiries, and only sorts by strikePrice.

Type Declaration

matchedOptions

readonly matchedOptions: readonly object[]

underlyingInstrument

readonly underlyingInstrument: object

underlyingInstrument.change

readonly change: number

underlyingInstrument.changePercent

readonly changePercent: number

underlyingInstrument.countryCode

readonly countryCode: string

underlyingInstrument.highestPrice

readonly highestPrice: number

underlyingInstrument.instrumentType

readonly instrumentType: string

underlyingInstrument.lastPrice

readonly lastPrice: number

underlyingInstrument.lowestPrice

readonly lowestPrice: number

underlyingInstrument.name

readonly name: string

underlyingInstrument.orderbookId

readonly orderbookId: string