Field Reference

Field Reference

Overview

OptionsRealTime organizes data into four tables, one for each connected account:

• System Table: Connection status and system-level monitoring
• Portfolio Table: Account-level aggregated data, margin, and P&L
• Security Table: Individual position data for each security
• Exposure Table: Aggregated data by underlying symbol

Field IDs are the canonical identifiers used across all OptionsRealTime interfaces including Excel RTD functions, future Python API, and any other data access methods.

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System Table

System-level monitoring fields for connection status and data throughput.

Field ID	Display Name	Source	Description
ACCOUNT_ID	Account ID	IBKR	IBKR account identifier (e.g., U1234567 for live, DU1234567 for paper).
ACCOUNT_IDS	Account IDs	ORT	Vector of all connected account identifiers for multi-account setups.
BYTES_PER_SEC_PORTFOLIO	Bytes Per Sec Portfolio	ORT	Transmission rate for portfolio table updates.
BYTES_PER_SEC_POSITION	Bytes Per Sec Position	ORT	Transmission rate for exposure table updates.
BYTES_PER_SEC_SECURITY	Bytes Per Sec Security	ORT	Transmission rate for security table updates.
BYTES_PER_SEC_SYSTEM	Bytes Per Sec System	ORT	Transmission rate for system table updates.
BYTES_PORTFOLIO	Bytes Portfolio	ORT	Size of most recent portfolio table NATS message in bytes. Instantaneous snapshot.
BYTES_POSITION	Bytes Position	ORT	Size of most recent exposure table NATS message in bytes. Instantaneous snapshot.
BYTES_SECURITY	Bytes Security	ORT	Size of most recent security table NATS message in bytes. Instantaneous snapshot.
BYTES_SYSTEM	Bytes System	ORT	Size of most recent system table NATS message in bytes. Instantaneous snapshot.
CLIENT_ID	Client ID	ORT	TWS API client connection ID. Multiple ORT instances connecting to same TWS need unique client IDs.
DURATION_DISCONNECTED	Duration Disconnected	Client	Seconds elapsed since last data received. Calculated client-side - each client tracks time since last update.
REQ_CONTRACT_DETAILS_PCT	Req Contract Details Pct	ORT	Startup progress percentage for contract detail fetching. 0-100.
REQ_MARKET_DATA_PCT	Req Market Data Pct	ORT	Startup progress percentage for market data subscriptions. 0-100.
SYSTEM_STATUS	System Status	ORT	Backend state machine status as integer. States include: REQ_POSITIONS, REQ_CONTRACTS, REQ_MKT_DATA, etc.

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Portfolio Table

Account-level aggregated data including net liquidation, margin, P&L, and portfolio-wide Greeks.

Field ID	Display Name	Source	Description
ACCOUNT_OR_GROUP	Account Or Group	IBKR	Account identifier or advisor group name.
ACCOUNT_TYPE	Account Type	IBKR	Account classification: Individual, Joint, IRA, LLC, Trust, etc.
ACCRUED_CASH	Accrued Cash	IBKR	Interest and dividends accrued but not yet paid.
AVAILABLE_FUNDS	Available Funds	IBKR	Funds available to open new positions. Securities: ELV - Initial Margin. Commodities: NLV - Initial Margin. Negative value means cannot open new positions.
BUYING_POWER	Buying Power	IBKR	Maximum marginable securities value purchasable. Margin accounts: (min(ELV, Prev Day ELV) - Init Margin) × 4 intraday. Cash accounts: min(ELV, Prev Day ELV) - Init Margin.
CASH_BALANCE	Cash Balance	IBKR	Settled cash in base currency.
CONID_UNDERLYING_FUT_STK	ConID Underlying Fut Stk	ORT	Vector of {conId, symbol} pairs mapping underlying contract IDs to symbols for futures and stocks only.
CONID_UNDERLYING_SYMBOLS	ConID Underlying Symbols	ORT	Vector of {conId, symbol} pairs mapping underlying contract IDs to symbols.
CONTRACTS_CALL	Contracts Call	ORT	Sum of signed call option positions across portfolio. Positive = long, negative = short.
CONTRACTS_CALL_LONG	Contracts Call Long	ORT	Total long call option contracts across portfolio.
CONTRACTS_CALL_SHORT	Contracts Call Short	ORT	Total short call option contracts across portfolio.
CONTRACTS_PUT	Contracts Put	ORT	Sum of signed put option positions across portfolio. Positive = long, negative = short.
CONTRACTS_PUT_LONG	Contracts Put Long	ORT	Total long put option contracts across portfolio.
CONTRACTS_PUT_SHORT	Contracts Put Short	ORT	Total short put option contracts across portfolio.
CORPORATE_BOND_VALUE	Corporate Bond Value	IBKR	Market value of corporate bond positions.
COST_BASIS	Cost Basis	ORT	Sum of cost basis across all securities.
CRYPTOCURRENCY	Cryptocurrency	IBKR	Market value of cryptocurrency positions (TWS v10.10+).
CURRENCY	Currency	IBKR	Base currency for account (USD, EUR, etc.).
CUSHION	Cushion	IBKR	Margin cushion ratio: Excess Liquidity / Net Liquidation. Values near 0 indicate margin danger. Healthy range: 0.3-1.0.
DAY_TRADES_REMAINING	Day Trades Remaining	IBKR	Pattern day trader count. -1 = unlimited, 0-3 = restricted.
DELTA_DLRS	Delta Dlrs	ORT	Sum of dollar delta across all securities. Portfolio total dollar delta exposure.
DELTA_DLRS_ORT	Delta Dlrs ORT	ORT	Sum of ORT-calculated dollar delta across all securities.
EQUITY_WITH_LOAN_VALUE	Equity With Loan Value	IBKR	Equity with loan value - basis for margin calculations. Securities (margin): Cash + Stock + Bonds + Funds + European/Asian Options. Securities (cash): Settled Cash. Commodities: Cash + Options - Futures Maintenance Margin. Must exceed Maintenance Margin to avoid liquidation.
EXCESS_LIQUIDITY	Excess Liquidity	IBKR	Margin cushion before liquidation. Securities: ELV - Maintenance Margin. Commodities: NLV - Maintenance Margin. Negative value means margin violation and liquidation is imminent.
EXCHANGE_RATE	Exchange Rate	IBKR	Foreign exchange rate used for currency conversion.
EXPIRATION_DATES	Expiration Dates	ORT	Vector of unique option expiration dates in portfolio as YYYYMMDD integers.
EXTRINSIC_VALUE	Extrinsic Value	ORT	Sum of extrinsic value across all option positions. Time value component.
EXTRINSIC_CALL	Extrinsic Call	ORT	Sum of extrinsic value for all call option positions.
EXTRINSIC_PUT	Extrinsic Put	ORT	Sum of extrinsic value for all put option positions.
FULL_AVAILABLE_FUNDS	Full Available Funds	IBKR	Available funds calculated with full overnight margin requirements.
FULL_EXCESS_LIQUIDITY	Full Excess Liquidity	IBKR	Excess liquidity calculated with full overnight margin requirements.
FULL_INIT_MARGIN_REQ	Full Init Margin Req	IBKR	Initial margin requirement including overnight calculations.
FULL_MAINT_MARGIN_REQ	Full Maint Margin Req	IBKR	Maintenance margin requirement including overnight calculations.
FUND_VALUE	Fund Value	IBKR	Total market value of fund positions.
FUTURES_PNL	Futures PnL	IBKR	Profit and loss from futures positions.
FX_CASH_BALANCE	FX Cash Balance	IBKR	Foreign exchange cash balance in non-base currencies.
GROSS_POSITION_VALUE	Gross Position Value	IBKR	Sum of absolute values of all positions: abs(Long Stock) + abs(Short Stock) + abs(Long Options) + abs(Short Options) + abs(Long SSF Notional) + abs(Short SSF Notional) + abs(Fund Value).
IN_MONEY_POSITION	In Money Position	ORT	Sum of in-the-money option contract counts across portfolio.
IN_MONEY_POSITION_CALL	In Money Position Call	ORT	Total in-the-money call option contracts across portfolio.
IN_MONEY_POSITION_PUT	In Money Position Put	ORT	Total in-the-money put option contracts across portfolio.
INIT_MARGIN_REQ	Init Margin Req	IBKR	Current initial margin requirement.
INSTRUMENT_TYPES	Instrument Types	ORT	Vector of instrument types present in portfolio (CALL, PUT, STK, FUT, etc.).
INTRINSIC_VALUE	Intrinsic Value	ORT	Sum of intrinsic value across all option positions. In-the-money amount.
INTRINSIC_CALL	Intrinsic Call	ORT	Sum of intrinsic value for all call option positions.
INTRINSIC_PUT	Intrinsic Put	ORT	Sum of intrinsic value for all put option positions.
ISSUER_OPTION_VALUE	Issuer Option Value	IBKR	Market value of issuer option positions.
LOOKAHEAD_AVAILABLE_FUNDS	Lookahead Available Funds	IBKR	Projected available funds at next margin change time. ELV - LookAhead Initial Margin.
LOOKAHEAD_EXCESS_LIQUIDITY	Lookahead Excess Liquidity	IBKR	Projected excess liquidity at next margin change time. Securities: ELV - LookAhead Maint. Commodities: NLV - LookAhead Maint.
LOOKAHEAD_INIT_MARGIN_REQ	Lookahead Init Margin Req	IBKR	Projected initial margin requirement at next margin change time.
LOOKAHEAD_MAINT_MARGIN_REQ	Lookahead Maint Margin Req	IBKR	Projected maintenance margin requirement at next margin change time.
LOOKAHEAD_NEXT_CHANGE	Lookahead Next Change	IBKR	Unix timestamp when margin requirements will next change (e.g., market open/close, expiration). 0 = no scheduled change.
LOOKAHEAD_NEXT_CHANGE_EXCEL	Lookahead Next Change Excel	ORT	Margin change time as Excel serial date. Format cell as date/time in Excel.
MAINT_MARGIN_REQ	Maint Margin Req	IBKR	Current maintenance margin requirement. If ELV drops below this value, margin call triggers.
MONEY_MARKET_FUND_VALUE	Money Market Fund Value	IBKR	Market value of money market fund positions.
MUTUAL_FUND_VALUE	Mutual Fund Value	IBKR	Market value of mutual fund positions.
NET_DIVIDEND	Net Dividend	IBKR	Net dividend value.
NET_LIQ	Net Liq	ORT	Net liquidation value cached from IBKR updates.
NET_LIQ_BY_CURRENCY	Net Liq By Currency	IBKR	Net liquidation value broken out by currency.
NET_LIQ_CALC	Net Liq Calc	ORT	Real-time net liquidation estimate. Calculated as NET_LIQ + (current daily P&L - daily P&L at last IBKR net liq update). Provides tick-by-tick estimate between IBKR updates.
NET_LIQ_DELTA	Net Liq Delta	ORT	Delta between current daily P&L and P&L when IBKR last sent net liquidation update.
NET_LIQ_PCT_CHANGE	Net Liq Pct Change	ORT	Daily percentage change in net liquidation. 100 × daily P&L / (net liq - daily P&L).
NET_LIQ_READY	Net Liq Ready	ORT	Boolean indicating whether net liquidation data has been received and validated.
NET_LIQ_UPDATE_TIME	Net Liq Update Time	IBKR	Unix timestamp when IBKR last sent net liquidation update.
NET_LIQ_UPDATE_TIME_EXCEL	Net Liq Update Time Excel	ORT	Net liquidation update time as Excel serial date. Format cell as date/time in Excel.
NET_LIQ_VALUE	Net Liq Value	ORT	Sum of net liquidation values across all securities.
NET_LIQUIDATION	Net Liquidation	IBKR	Total account value if all positions were liquidated. Securities: Cash + Stock + Options + Bonds + Funds. Commodities: Cash (including futures P&L) + Options. Crypto: Cash + Cryptocurrency.
NOTIONAL_CALL_LONG	Notional Call Long	ORT	Sum of notional value for all long call positions.
NOTIONAL_CALL_SHORT	Notional Call Short	ORT	Sum of notional value for all short call positions.
NOTIONAL_PUT_LONG	Notional Put Long	ORT	Sum of notional value for all long put positions.
NOTIONAL_PUT_SHORT	Notional Put Short	ORT	Sum of notional value for all short put positions.
OPTION_MARKET_VALUE	Option Market Value	IBKR	Total market value of equity option positions.
OUT_MONEY_POSITION	Out Money Position	ORT	Sum of out-of-the-money option contract counts across portfolio.
OUT_MONEY_POSITION_CALL	Out Money Position Call	ORT	Total out-of-the-money call option contracts across portfolio.
OUT_MONEY_POSITION_PUT	Out Money Position Put	ORT	Total out-of-the-money put option contracts across portfolio.
PNL	PnL	IBKR	Account-level daily profit and loss. Sum of daily P&L across all positions.
PNL_REALIZED	PnL Realized	ORT	Sum of realized P&L across all positions.
PNL_UNREALIZED	PnL Unrealized	ORT	Sum of unrealized P&L across all positions.
POSITION_TYPES	Position Types	ORT	Vector of position directions present in portfolio: combinations of LONG, SHORT, FLAT.
REAL_CURRENCY	Real Currency	IBKR	Actual currency of returned values.
REALIZED_PNL	Realized PnL	IBKR	Realized profit and loss from account summary.
RHO	Rho	ORT	Sum of rho across all option positions. Portfolio sensitivity to interest rate changes.
STOCK_MARKET_VALUE	Stock Market Value	IBKR	Total market value of stock positions.
THETA	Theta	ORT	Sum of IBKR theta across all option positions. Portfolio daily time decay.
THETA2	Theta2	ORT	Sum of conservative IBKR theta across all option positions. Uses analytical model theta unless its absolute value exceeds linear theta, in which case linear theta is used.
THETA2_ORT	Theta2 ORT	ORT	Sum of conservative ORT theta across all option positions. Uses analytical model theta unless its absolute value exceeds linear theta, in which case linear theta is used.
THETA_BUMP2_ORT	Theta Bump2 ORT	ORT	Sum of conservative bumped theta across all option positions. Uses finite-difference theta unless its absolute value exceeds linear theta, in which case linear theta is used.
THETA_BUMP_ORT	Theta Bump ORT	ORT	Sum of finite-difference theta across all option positions. Reprices option with one less day to expiration.
THETA_LINEAR	Theta Linear	ORT	Sum of linear theta across all option positions. Simple straight-line time decay: -Extrinsic Value / Days To Expiry.
THETA_ORT	Theta ORT	ORT	Sum of ORT theta across all option positions using QuantLib models.
TIME	Time	IBKR	Current server time as Unix timestamp (seconds since 1970-01-01 UTC).
TIME_EXCEL	Time Excel	ORT	Current server time as Excel serial date. Format cell as date/time in Excel.
TOTAL_CASH_BALANCE	Total Cash Balance	IBKR	Cash balance summed across all currencies, converted to base currency.
TOTAL_CASH_VALUE	Total Cash Value	IBKR	Total cash including unsettled funds and futures P&L.
TOTAL_NET_LIQ_VALUE	Total Net Liq Value	ORT	Combined net liquidation and total cash value for display.
TREASURY_BILL_VALUE	Treasury Bill Value	IBKR	Market value of Treasury bill positions.
TREASURY_BOND_VALUE	Treasury Bond Value	IBKR	Market value of Treasury bond positions.
UNDERLYING_SYMBOLS	Underlying Symbols	ORT	Vector of unique underlying symbols in portfolio (e.g., [“SPY”, “AAPL”, “QQQ”]).
UNREALIZED_PNL	Unrealized PnL	IBKR	Unrealized profit and loss from account summary.
VALUE	Value	ORT	Sum of IBKR position values across all securities.
VALUE_ORT	Value ORT	ORT	Sum of ORT-calculated position values across all securities.
VEGA	Vega	ORT	Sum of IBKR vega across all option positions. Portfolio sensitivity to volatility changes.
VEGA_ORT	Vega ORT	ORT	Sum of ORT vega across all option positions using QuantLib models.
WARRANT_VALUE	Warrant Value	IBKR	Market value of warrant positions.

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Security Table

Individual position data for each security. One row per security in the portfolio.

Field ID	Display Name	Source	Description
ASK	Ask	IBKR	Current best ask price.
ASK_SIZE	Ask Size	IBKR	Size available at ask price.
ASK_YIELD	Ask Yield	IBKR	Yield at ask price for bonds.
AVG_PRICE	Avg Price	IBKR	Average cost per unit. For bonds: avgCost / 10 (IBKR reports bonds in tenths).
BID	Bid	IBKR	Current best bid price.
BID_ASK	Bid Ask	ORT	HTML formatted bid/ask with sizes as subscripts.
BID_SIZE	Bid Size	IBKR	Size available at bid price.
BID_YIELD	Bid Yield	IBKR	Yield at bid price for bonds.
BOND_DESCRIPTION	Bond Description	ORT	Bond description constructed from trading class and contract ID.
CHANGE	Change	ORT	Price change from previous close. Last - Close. Only set when both values available.
CHANGE_PCT	Change Pct	ORT	Percentage price change. 100 × (Last - Close) / Close.
CLOSE	Close	IBKR	Previous session closing price.
CON_ID	ConID	IBKR	IBKR contract identifier. Globally unique integer.
CONTRACTS_CALL	Contracts Call	ORT	Signed position if this is a call option, 0 otherwise. Positive = long, negative = short.
CONTRACTS_CALL_LONG	Contracts Call Long	ORT	Position value if this is a long call, 0 otherwise.
CONTRACTS_CALL_SHORT	Contracts Call Short	ORT	Position value (negative) if this is a short call, 0 otherwise.
CONTRACTS_PUT	Contracts Put	ORT	Signed position if this is a put option, 0 otherwise. Positive = long, negative = short.
CONTRACTS_PUT_LONG	Contracts Put Long	ORT	Position value if this is a long put, 0 otherwise.
CONTRACTS_PUT_SHORT	Contracts Put Short	ORT	Position value (negative) if this is a short put, 0 otherwise.
COST_BASIS	Cost Basis	ORT	Total cost basis. Position × average cost.
DELTA	Delta	IBKR	Delta from IBKR option model. Position-weighted: raw delta × position × multiplier.
DELTA_DLRS	Delta Dlrs	ORT	Dollar delta exposure. Options: DELTA × underlying price. Stocks: position × multiplier × price.
DELTA_DLRS_METRICS	Delta Dlrs Metrics	ORT	Vector of dollar delta values at different price and volatility scenarios. See Metrics Vector Structure section.
DELTA_DLRS_ORT	Delta Dlrs ORT	ORT	Dollar delta using ORT-calculated delta. DELTA_ORT × underlying price.
DELTA_METRICS	Delta Metrics	ORT	Vector of delta values at different price and volatility scenarios. See Metrics Vector Structure section.
DELTA_ORT	Delta ORT	ORT	Delta calculated by ORT using QuantLib models. Position-weighted.
DIVIDEND_PV	Dividend PV	IBKR	Present value of expected dividends.
DIVIDEND_YIELD	Dividend Yield	ORT	Dividend yield used in option pricing.
EXPIRATION_DATE	Expiration Date	IBKR	Option expiration date as YYYYMMDD integer.
DAYS_TO_EXPIRY	Days To Expiry	ORT	Calendar days until option expiration.
EXTRINSIC_VALUE	Extrinsic Value	ORT	Extrinsic value (time value). VALUE - INTRINSIC_VALUE. Decays to zero at expiration.
EXTRINSIC_VALUE_1X	Extrinsic Value 1x	ORT	Per-contract extrinsic value. Extrinsic value / (position × multiplier).
EXTRINSIC_CALL	Extrinsic Call	ORT	EXTRINSIC_VALUE if this is a call, 0 otherwise.
EXTRINSIC_VAL_METRICS	Extrinsic Val Metrics	ORT	Vector of extrinsic values at different price and volatility scenarios. See Metrics Vector Structure section.
EXTRINSIC_PUT	Extrinsic Put	ORT	EXTRINSIC_VALUE if this is a put, 0 otherwise.
FINANCIAL_INSTRUMENT	Financial Instrument	IBKR	Full instrument identifier from local symbol.
FINANCIAL_INSTRUMENT_2	Financial Instrument 2	ORT	Secondary display format for instrument identifier.
GAMMA	Gamma	IBKR	Gamma from IBKR option model. Position-weighted. Rate of delta change per $1 underlying move.
GAMMA_DLRS	Gamma Dlrs	ORT	Dollar gamma. Options: GAMMA × underlying price. Stocks: 0.
GAMMA_DLRS_METRICS	Gamma Dlrs Metrics	ORT	Vector of dollar gamma values at different price and volatility scenarios. See Metrics Vector Structure section.
GAMMA_DLRS_ORT	Gamma Dlrs ORT	ORT	Dollar gamma using ORT-calculated gamma.
GAMMA_METRICS	Gamma Metrics	ORT	Vector of gamma values at different price and volatility scenarios. See Metrics Vector Structure section.
GAMMA_ORT	Gamma ORT	ORT	Gamma calculated by ORT using QuantLib models. Position-weighted.
HIGH	High	IBKR	Session high price.
IMPLIED_VOL	Implied Vol	IBKR	Implied volatility from IBKR option model. Stored as percentage (25.5 = 25.5% IV).
IMPLIED_VOL_ORT	Implied Vol ORT	ORT	Implied volatility calculated by ORT. Stored as percentage. Falls back to IMPLIED_VOL on calculation failure.
IN_MONEY	In Money	ORT	In-the-money amount per share. ITM calls: underlying - strike. ITM puts: strike - underlying. 0 for OTM.
IN_MONEY_PCT	In Money Pct	ORT	In-the-money percentage. 100 × IN_MONEY / strike.
IN_MONEY_POSITION	In Money Position	ORT	Absolute position count if option is in-the-money, 0 otherwise.
IN_MONEY_POSITION_CALL	In Money Position Call	ORT	Absolute position count if this is an in-the-money call, 0 otherwise.
IN_MONEY_POSITION_PUT	In Money Position Put	ORT	Absolute position count if this is an in-the-money put, 0 otherwise.
IN_OUT_MONEY	In Out Money	ORT	Signed moneyness. Positive = ITM (equals IN_MONEY). Negative = OTM (equals -OUT_MONEY).
IN_OUT_MONEY_PCT	In Out Money Pct	ORT	Signed moneyness percentage. 100 × IN_OUT_MONEY / strike. Positive for ITM, negative for OTM.
INSTRUMENT_TYPE	Instrument Type	ORT	Instrument type as integer enum: CALL, PUT, STK, FUT, BOND, BILL, CASH, etc.
INTRINSIC_VALUE	Intrinsic Value	ORT	Intrinsic value for entire position. Intrinsic value per contract × position × multiplier.
INTRINSIC_VALUE_1X	Intrinsic Value 1x	ORT	Per-contract intrinsic value. ITM calls: underlying - strike. ITM puts: strike - underlying. 0 for OTM.
INTRINSIC_CALL	Intrinsic Call	ORT	INTRINSIC_VALUE if this is a call, 0 otherwise.
INTRINSIC_PUT	Intrinsic Put	ORT	INTRINSIC_VALUE if this is a put, 0 otherwise.
LAST	Last	IBKR	Last traded price.
LAST_SIZE	Last Size	IBKR	Size of last trade.
LAST_TIMESTAMP	Last Timestamp	IBKR	Unix timestamp of last trade.
LAST_TIMESTAMP_EXCEL	Last Timestamp Excel	ORT	Last trade timestamp as Excel serial date. Format cell as date/time in Excel.
LAST_YIELD	Last Yield	IBKR	Yield at last price for bonds.
LOW	Low	IBKR	Session low price.
MIN_TICK	Min Tick	IBKR	Minimum price increment for this security.
MULTIPLIER	Multiplier	IBKR	Contract multiplier. 100 for standard equity options.
NET_LIQ_PRICE	Net Liq Price	ORT	Price used for liquidation value. Bid for long positions, ask for short positions.
NET_LIQ_VALUE	Net Liq Value	ORT	Liquidation value. Longs: bid × position × multiplier. Shorts: ask × position × multiplier.
NOTIONAL	Notional	ORT	Notional value for options. Position × strike × multiplier × price quotation. Represents controlled underlying value.
NOTIONAL_CALL	Notional Call	ORT	NOTIONAL if this is a call, 0 otherwise.
NOTIONAL_CALL_LONG	Notional Call Long	ORT	NOTIONAL if this is a long call, 0 otherwise.
NOTIONAL_CALL_SHORT	Notional Call Short	ORT	NOTIONAL if this is a short call, 0 otherwise.
NOTIONAL_PUT	Notional Put	ORT	NOTIONAL if this is a put, 0 otherwise.
NOTIONAL_PUT_LONG	Notional Put Long	ORT	NOTIONAL if this is a long put, 0 otherwise.
NOTIONAL_PUT_SHORT	Notional Put Short	ORT	NOTIONAL if this is a short put, 0 otherwise.
OPEN	Open	IBKR	Session opening price.
OUT_MONEY	Out Money	ORT	Out-of-the-money amount per share. OTM calls: strike - underlying. OTM puts: underlying - strike. 0 for ITM.
OUT_MONEY_PCT	Out Money Pct	ORT	Out-of-the-money percentage. 100 × OUT_MONEY / strike.
OUT_MONEY_POSITION	Out Money Position	ORT	Absolute position count if option is out-of-the-money, 0 otherwise.
OUT_MONEY_POSITION_CALL	Out Money Position Call	ORT	Absolute position count if this is an out-of-the-money call, 0 otherwise.
OUT_MONEY_POSITION_PUT	Out Money Position Put	ORT	Absolute position count if this is an out-of-the-money put, 0 otherwise.
PNL	PnL	IBKR	Daily profit and loss for this position. 0 if position is 0.
PNL_CALL	PnL Call	ORT	PNL if this is a call, 0 otherwise.
PNL_CALL_LONG	PnL Call Long	ORT	PNL if this is a long call, 0 otherwise.
PNL_CALL_SHORT	PnL Call Short	ORT	PNL if this is a short call, 0 otherwise.
PNL_METRICS	PnL Metrics	ORT	Vector of P&L values at different price and volatility scenarios. See Metrics Vector Structure section.
PNL_PREV_CLOSE	PnL Prev Close	ORT	P&L change from previous close. Options: NPV change from underlying move. Stocks/bonds: same as daily P&L.
PNL_PREV_CLOSE_DELTA	PnL Prev Close Delta	ORT	Delta approximation of P&L from previous close. DELTA (IBKR) × underlying change. First-order estimate.
PNL_PREV_CLOSE_DELTA_ORT	PnL Prev Close Delta ORT	ORT	Delta approximation using ORT delta. DELTA_ORT × underlying change.
PNL_PUT	PnL Put	ORT	PNL if this is a put, 0 otherwise.
PNL_PUT_LONG	PnL Put Long	ORT	PNL if this is a long put, 0 otherwise.
PNL_PUT_SHORT	PnL Put Short	ORT	PNL if this is a short put, 0 otherwise.
PNL_REALIZED	PnL Realized	IBKR	Realized profit and loss for this position.
PNL_UNDERLYING	PnL Underlying	ORT	PNL if this is an underlying (stock/future), 0 otherwise.
PNL_UNDERLYING_LONG	PnL Underlying Long	ORT	PNL if this is a long underlying position, 0 otherwise.
PNL_UNDERLYING_SHORT	PnL Underlying Short	ORT	PNL if this is a short underlying position, 0 otherwise.
PNL_UNREALIZED	PnL Unrealized	IBKR	Unrealized profit and loss for this position.
PNL_UNREALIZED_METRICS	PnL Unrealized Metrics	ORT	Vector of unrealized P&L values at different price and volatility scenarios. See Metrics Vector Structure section.
POSITION	Position	IBKR	Signed position quantity. Positive = long, negative = short.
POSITION_DETAIL	Position Detail	ORT	Formatted position description: “LONG X instrument” or “SHRT X instrument” or “0 instrument”.
POSITION_TYPE	Position Type	ORT	Position direction as integer enum. LONG (position > 0), SHORT (position < 0), FLAT (position == 0).
PRICE_QUOTE	Price Quote	IBKR	Price quotation multiplier. 1 / priceMagnifier. Handles non-standard price quotation.
REVALUATION	Revaluation	ORT	Back-calculated price from IBKR value. VALUE / (position × multiplier), rounded to minimum tick. Shows implied price from IBKR’s position value.
RHO	Rho	ORT	Rho calculated by ORT using QuantLib models. Position-weighted. Sensitivity to interest rate changes.
RISK_FREE_RATE	Risk Free Rate	ORT	Risk-free interest rate used in ORT option pricing calculations.
ROW_INDEX	Row Index	ORT	Incrementing counter for table row ordering.
SECURITY_TYPE	Security Type	IBKR	Security type as integer enum: STK, OPT, FUT, FOP, BOND, BILL, CASH, IND.
STRIKE	Strike	IBKR	Option strike price.
SYMBOL	Symbol	IBKR	Local symbol. Options: “SPY 250117C00600000”. Stocks: “AAPL”.
THETA	Theta	IBKR	Theta from IBKR option model. Position-weighted. Daily time decay. Negative for long options.
THETA2	Theta2	ORT	Conservative IBKR theta. Uses analytical model theta unless its absolute value exceeds linear theta, in which case linear theta is used.
THETA2_ORT	Theta2 ORT	ORT	Conservative ORT theta. Uses analytical model theta unless its absolute value exceeds linear theta, in which case linear theta is used.
THETA_BUMP2_ORT	Theta Bump2 ORT	ORT	Conservative bumped theta. Uses finite-difference theta unless its absolute value exceeds linear theta, in which case linear theta is used.
THETA_BUMP_ORT	Theta Bump ORT	ORT	Finite-difference theta. Reprices option with one less day to expiration and calculates daily decay.
THETA_CALL	Theta Call	ORT	THETA value if this is a call, 0 otherwise.
THETA_LINEAR	Theta Linear	ORT	Linear time decay. -Extrinsic Value / Days To Expiry. Simple straight-line assumption.
THETA_METRICS	Theta Metrics	ORT	Vector of theta values at different price and volatility scenarios. See Metrics Vector Structure section.
THETA_ORT	Theta ORT	ORT	Theta calculated by ORT using QuantLib models. Position-weighted.
THETA_PUT	Theta Put	ORT	THETA value if this is a put, 0 otherwise.
TIME_VALUE_PCT	Time Value Pct	ORT	Annualized yield from extrinsic value. 100 × ((1 + extrinsic/strike/DTE)^365 - 1). This is a return calculation, not the same as extrinsic value.
UNDERLYING	Underlying	ORT	Underlying symbol. For derivatives: the underlying’s symbol. For stocks: same as SYMBOL.
UNDERLYING_1	Underlying 1	ORT	Formatted underlying display: “symbol price”.
UNDERLYING_2	Underlying 2	ORT	Formatted underlying display: “symbol price change changePct”.
UNDERLYING_ASK	Underlying Ask	ORT	Ask price of the underlying security.
UNDERLYING_ASK_SIZE	Underlying Ask Size	ORT	Ask size of the underlying security.
UNDERLYING_BID	Underlying Bid	ORT	Bid price of the underlying security.
UNDERLYING_BID_ASK	Underlying Bid Ask	ORT	HTML formatted bid/ask for underlying security.
UNDERLYING_BID_SIZE	Underlying Bid Size	ORT	Bid size of the underlying security.
UNDERLYING_CHANGE	Underlying Change	ORT	Price change of the underlying security from previous close.
UNDERLYING_CHANGE_PCT	Underlying Change Pct	ORT	Percentage price change of the underlying security.
UNDERLYING_CON_ID	Underlying ConID	IBKR	Contract ID of the underlying security. For underlyings, equals CON_ID.
UNDERLYING_LAST	Underlying Last	ORT	Last price of the underlying security.
UNDERLYING_LAST_SIZE	Underlying Last Size	ORT	Last trade size of the underlying security.
UNDERLYING_LONG	Underlying Long	ORT	Position value if this is a long underlying position, 0 otherwise.
UNDERLYING_QUOTE	Underlying Quote	ORT	HTML formatted quote for underlying: “change^last_size^changePct”.
UNDERLYING_SHORT	Underlying Short	ORT	Position value (negative) if this is a short underlying position, 0 otherwise.
IS_UNDERLYING	Is Underlying	ORT	Boolean. True if this row IS an underlying (STK, FUT, BOND, BILL, CASH), false for derivatives (OPT, FOP).
VALUE	Value	IBKR	Position value from IBKR. 0 if IBKR returns invalid value.
VALUE_CALL	Value Call	ORT	VALUE if this is a call, 0 otherwise.
VALUE_CALL_LONG	Value Call Long	ORT	VALUE if this is a long call, 0 otherwise.
VALUE_CALL_SHORT	Value Call Short	ORT	VALUE if this is a short call, 0 otherwise.
VALUE_METRICS	Value Metrics	ORT	Vector of position values at different price and volatility scenarios. See Metrics Vector Structure section.
VALUE_ORT	Value ORT	ORT	ORT-calculated position value. Options: NPV × position × multiplier from QuantLib. Stocks: mid-price based.
VALUE_PUT	Value Put	ORT	VALUE if this is a put, 0 otherwise.
VALUE_PUT_LONG	Value Put Long	ORT	VALUE if this is a long put, 0 otherwise.
VALUE_PUT_SHORT	Value Put Short	ORT	VALUE if this is a short put, 0 otherwise.
VALUE_UNDERLYING	Value Underlying	ORT	VALUE if this is an underlying position, 0 otherwise.
VALUE_UNDERLYING_LONG	Value Underlying Long	ORT	VALUE if this is a long underlying position, 0 otherwise.
VALUE_UNDERLYING_SHORT	Value Underlying Short	ORT	VALUE if this is a short underlying position, 0 otherwise.
VEGA	Vega	IBKR	Vega from IBKR option model. Position-weighted. Sensitivity to 1% IV change.
VEGA_METRICS	Vega Metrics	ORT	Vector of vega values at different price and volatility scenarios. See Metrics Vector Structure section.
VEGA_ORT	Vega ORT	ORT	Vega calculated by ORT using QuantLib models. Position-weighted.
VOLUME	Volume	IBKR	Trading volume.

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Exposure Table

Aggregated position data by underlying symbol. Each row represents all positions (options and stock) for one underlying.

Field ID	Display Name	Source	Description
ASK	Ask	IBKR	Ask price of the underlying security.
ASK_SIZE	Ask Size	IBKR	Ask size of the underlying security.
BID	Bid	IBKR	Bid price of the underlying security.
BID_ASK	Bid Ask	ORT	HTML formatted bid/ask for underlying security.
BID_SIZE	Bid Size	IBKR	Bid size of the underlying security.
CHANGE	Change	ORT	Price change of underlying from previous close.
CHANGE_PCT	Change Pct	ORT	Percentage price change of underlying.
CON_ID	ConID	IBKR	Contract ID of the underlying security.
CONTRACTS_CALL	Contracts Call	ORT	Sum of signed call positions for this underlying. Positive = long, negative = short.
CONTRACTS_CALL_LONG	Contracts Call Long	ORT	Total long call contracts for this underlying.
CONTRACTS_CALL_SHORT	Contracts Call Short	ORT	Total short call contracts for this underlying.
CONTRACTS_PUT	Contracts Put	ORT	Sum of signed put positions for this underlying. Positive = long, negative = short.
CONTRACTS_PUT_LONG	Contracts Put Long	ORT	Total long put contracts for this underlying.
CONTRACTS_PUT_SHORT	Contracts Put Short	ORT	Total short put contracts for this underlying.
COST_BASIS	Cost Basis	ORT	Sum of cost basis across all positions for this underlying.
DELTA	Delta	ORT	Sum of IBKR delta across all positions for this underlying. Net delta exposure.
DELTA_DLRS	Delta Dlrs	ORT	Sum of dollar delta across all positions for this underlying.
DELTA_DLRS_METRICS	Delta Dlrs Metrics	ORT	Sum of dollar delta metric vectors across all positions for this underlying. See Metrics Vector Structure section.
DELTA_DLRS_ORT	Delta Dlrs ORT	ORT	Sum of ORT dollar delta across all positions for this underlying.
DELTA_METRICS	Delta Metrics	ORT	Sum of delta metric vectors across all positions for this underlying. See Metrics Vector Structure section.
DELTA_ORT	Delta ORT	ORT	Sum of ORT delta across all positions for this underlying.
EXTRINSIC_VALUE	Extrinsic Value	ORT	Sum of extrinsic value across all option positions for this underlying.
EXTRINSIC_CALL	Extrinsic Call	ORT	Sum of call extrinsic value for this underlying.
EXTRINSIC_VAL_METRICS	Extrinsic Val Metrics	ORT	Sum of extrinsic value metric vectors for this underlying. See Metrics Vector Structure section.
EXTRINSIC_PUT	Extrinsic Put	ORT	Sum of put extrinsic value for this underlying.
GAMMA	Gamma	ORT	Sum of IBKR gamma across all positions for this underlying.
GAMMA_DLRS	Gamma Dlrs	ORT	Sum of dollar gamma across all positions for this underlying.
GAMMA_DLRS_METRICS	Gamma Dlrs Metrics	ORT	Sum of dollar gamma metric vectors for this underlying. See Metrics Vector Structure section.
GAMMA_DLRS_ORT	Gamma Dlrs ORT	ORT	Sum of ORT dollar gamma across all positions for this underlying.
GAMMA_METRICS	Gamma Metrics	ORT	Sum of gamma metric vectors for this underlying. See Metrics Vector Structure section.
GAMMA_ORT	Gamma ORT	ORT	Sum of ORT gamma across all positions for this underlying.
IN_MONEY_POSITION	In Money Position	ORT	Sum of in-the-money option contracts for this underlying.
IN_MONEY_POSITION_CALL	In Money Position Call	ORT	Total in-the-money call contracts for this underlying.
IN_MONEY_POSITION_PUT	In Money Position Put	ORT	Total in-the-money put contracts for this underlying.
INTRINSIC_VALUE	Intrinsic Value	ORT	Sum of intrinsic value across all option positions for this underlying.
INTRINSIC_CALL	Intrinsic Call	ORT	Sum of call intrinsic value for this underlying.
INTRINSIC_PUT	Intrinsic Put	ORT	Sum of put intrinsic value for this underlying.
LAST	Last	IBKR	Last price of the underlying security.
MIN_TICK	Min Tick	IBKR	Minimum tick size of the underlying security.
NET_LIQ_VALUE	Net Liq Value	ORT	Sum of liquidation values across all positions for this underlying.
NOTIONAL_CALL	Notional Call	ORT	Sum of call notional values for this underlying.
NOTIONAL_CALL_LONG	Notional Call Long	ORT	Sum of long call notional values for this underlying.
NOTIONAL_CALL_SHORT	Notional Call Short	ORT	Sum of short call notional values for this underlying.
NOTIONAL_PUT	Notional Put	ORT	Sum of put notional values for this underlying.
NOTIONAL_PUT_LONG	Notional Put Long	ORT	Sum of long put notional values for this underlying.
NOTIONAL_PUT_SHORT	Notional Put Short	ORT	Sum of short put notional values for this underlying.
OUT_MONEY_POSITION	Out Money Position	ORT	Sum of out-of-the-money option contracts for this underlying.
OUT_MONEY_POSITION_CALL	Out Money Position Call	ORT	Total out-of-the-money call contracts for this underlying.
OUT_MONEY_POSITION_PUT	Out Money Position Put	ORT	Total out-of-the-money put contracts for this underlying.
PNL	PnL	ORT	Sum of daily P&L across all positions for this underlying.
PNL_CALL	PnL Call	ORT	Sum of call P&L for this underlying.
PNL_METRICS	PnL Metrics	ORT	Sum of P&L metric vectors for this underlying. See Metrics Vector Structure section.
PNL_PREV_CLOSE	PnL Prev Close	ORT	Sum of P&L from previous close across all positions for this underlying.
PNL_PREV_CLOSE_DELTA	PnL Prev Close Delta	ORT	Sum of delta approximation P&L from previous close.
PNL_PREV_CLOSE_DELTA_ORT	PnL Prev Close Delta ORT	ORT	Sum of ORT delta approximation P&L from previous close.
PNL_PUT	PnL Put	ORT	Sum of put P&L for this underlying.
PNL_REALIZED	PnL Realized	ORT	Sum of realized P&L across all positions for this underlying.
PNL_UNREALIZED	PnL Unrealized	ORT	Sum of unrealized P&L across all positions for this underlying.
PNL_UNREALIZED_METRICS	PnL Unrealized Metrics	ORT	Sum of unrealized P&L metric vectors for this underlying. See Metrics Vector Structure section.
RHO	Rho	ORT	Sum of ORT rho across all positions for this underlying.
ROW_INDEX	Row Index	ORT	Incrementing counter for table row ordering.
SECURITY_TYPE	Security Type	IBKR	Type of underlying security: STK, FUT, IND, etc.
STRIP_CON_IDS	Strip ConIDs	ORT	Vector of contract IDs for all options on this underlying.
THETA	Theta	ORT	Sum of IBKR theta across all positions for this underlying.
THETA2	Theta2	ORT	Sum of conservative IBKR theta across all positions for this underlying. Uses analytical model theta unless its absolute value exceeds linear theta, in which case linear theta is used.
THETA2_ORT	Theta2 ORT	ORT	Sum of conservative ORT theta across all positions for this underlying. Uses analytical model theta unless its absolute value exceeds linear theta, in which case linear theta is used.
THETA_BUMP2_ORT	Theta Bump2 ORT	ORT	Sum of conservative bumped theta across all positions for this underlying. Uses finite-difference theta unless its absolute value exceeds linear theta, in which case linear theta is used.
THETA_BUMP_ORT	Theta Bump ORT	ORT	Sum of finite-difference theta across all positions for this underlying.
THETA_CALL	Theta Call	ORT	Sum of call theta for this underlying.
THETA_LINEAR	Theta Linear	ORT	Sum of linear theta across all positions for this underlying.
THETA_METRICS	Theta Metrics	ORT	Sum of theta metric vectors for this underlying. See Metrics Vector Structure section.
THETA_ORT	Theta ORT	ORT	Sum of ORT theta across all positions for this underlying.
THETA_PUT	Theta Put	ORT	Sum of put theta for this underlying.
UNDERLYING	Underlying	ORT	Underlying symbol.
UNDERLYING_1	Underlying 1	ORT	Formatted display: “symbol price”.
UNDERLYING_2	Underlying 2	ORT	Formatted display: “symbol price change changePct”.
UNDERLYING_BID_ASK	Underlying Bid Ask	ORT	HTML formatted bid/ask for underlying.
UNDERLYING_QUOTE	Underlying Quote	ORT	HTML formatted quote for underlying.
VALUE	Value	ORT	Sum of IBKR values across all positions for this underlying.
VALUE_METRICS	Value Metrics	ORT	Sum of value metric vectors for this underlying. See Metrics Vector Structure section.
VALUE_ORT	Value ORT	ORT	Sum of ORT values across all positions for this underlying.
VEGA	Vega	ORT	Sum of IBKR vega across all positions for this underlying.
VEGA_METRICS	Vega Metrics	ORT	Sum of vega metric vectors for this underlying. See Metrics Vector Structure section.
VEGA_ORT	Vega ORT	ORT	Sum of ORT vega across all positions for this underlying.

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Metrics Vector Structure

All fields ending in _METRICS contain 45-element vectors representing scenario analysis across different underlying prices and implied volatilities. The 45 elements are organized as a 5×9 grid:

5 IV Scenarios (rows):

• MKT: Current market implied volatility
• IV10: Market IV + 10%
• IV25: Market IV + 25%
• IV50: Market IV + 50%
• IV75: Market IV + 75%

9 Price Move Scenarios (columns):

• -20%: Underlying down 20%
• -10%: Underlying down 10%
• -5%: Underlying down 5%
• -1%: Underlying down 1%
• 0%: Current underlying price
• +1%: Underlying up 1%
• +5%: Underlying up 5%
• +10%: Underlying up 10%
• +20%: Underlying up 20%

Element Indexing

Elements are indexed starting at 0. The layout is row-major order (all price moves for first IV scenario, then all price moves for second IV scenario, etc.).

Excel Access: Excel functions ort_security_metric and ort_exposure_metric accept IV and move labels directly rather than numeric indices. See Excel Function Reference for details.

Element	IV Scenario	Price Move	Description
0	MKT	-20%	Market IV, underlying down 20%
1	MKT	-10%	Market IV, underlying down 10%
2	MKT	-5%	Market IV, underlying down 5%
3	MKT	-1%	Market IV, underlying down 1%
4	MKT	0%	Market IV, current underlying price
5	MKT	+1%	Market IV, underlying up 1%
6	MKT	+5%	Market IV, underlying up 5%
7	MKT	+10%	Market IV, underlying up 10%
8	MKT	+20%	Market IV, underlying up 20%
9	IV10	-20%	Market IV + 10%, underlying down 20%
10	IV10	-10%	Market IV + 10%, underlying down 10%
11	IV10	-5%	Market IV + 10%, underlying down 5%
12	IV10	-1%	Market IV + 10%, underlying down 1%
13	IV10	0%	Market IV + 10%, current underlying price
14	IV10	+1%	Market IV + 10%, underlying up 1%
15	IV10	+5%	Market IV + 10%, underlying up 5%
16	IV10	+10%	Market IV + 10%, underlying up 10%
17	IV10	+20%	Market IV + 10%, underlying up 20%
18	IV25	-20%	Market IV + 25%, underlying down 20%
19	IV25	-10%	Market IV + 25%, underlying down 10%
20	IV25	-5%	Market IV + 25%, underlying down 5%
21	IV25	-1%	Market IV + 25%, underlying down 1%
22	IV25	0%	Market IV + 25%, current underlying price
23	IV25	+1%	Market IV + 25%, underlying up 1%
24	IV25	+5%	Market IV + 25%, underlying up 5%
25	IV25	+10%	Market IV + 25%, underlying up 10%
26	IV25	+20%	Market IV + 25%, underlying up 20%
27	IV50	-20%	Market IV + 50%, underlying down 20%
28	IV50	-10%	Market IV + 50%, underlying down 10%
29	IV50	-5%	Market IV + 50%, underlying down 5%
30	IV50	-1%	Market IV + 50%, underlying down 1%
31	IV50	0%	Market IV + 50%, current underlying price
32	IV50	+1%	Market IV + 50%, underlying up 1%
33	IV50	+5%	Market IV + 50%, underlying up 5%
34	IV50	+10%	Market IV + 50%, underlying up 10%
35	IV50	+20%	Market IV + 50%, underlying up 20%
36	IV75	-20%	Market IV + 75%, underlying down 20%
37	IV75	-10%	Market IV + 75%, underlying down 10%
38	IV75	-5%	Market IV + 75%, underlying down 5%
39	IV75	-1%	Market IV + 75%, underlying down 1%
40	IV75	0%	Market IV + 75%, current underlying price
41	IV75	+1%	Market IV + 75%, underlying up 1%
42	IV75	+5%	Market IV + 75%, underlying up 5%
43	IV75	+10%	Market IV + 75%, underlying up 10%
44	IV75	+20%	Market IV + 75%, underlying up 20%

Available Metrics

The following field names support metrics vectors:

• DELTA_METRICS - Delta at each scenario
• DELTA_DLRS_METRICS - Dollar delta at each scenario
• EXTRINSIC_VAL_METRICS - Extrinsic value at each scenario
• GAMMA_METRICS - Gamma at each scenario
• GAMMA_DLRS_METRICS - Dollar gamma at each scenario
• PNL_METRICS - Profit/loss at each scenario
• PNL_UNREALIZED_METRICS - Unrealized P&L at each scenario
• THETA_METRICS - Theta at each scenario
• VALUE_METRICS - Position value at each scenario
• VEGA_METRICS - Vega at each scenario