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
Position Table: Individual position data
Underlying Table: Aggregated data by underlying

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

System Table

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

Field ID	Display Name	Source	Description
`ACCOUNT_ID`	Account ID	ORT	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 second).
`BYTES_PER_SEC_POSITION`	Bytes Per Sec Position	ORT	Transmission rate for position table updates (bytes per second).
`BYTES_PER_SEC_SYSTEM`	Bytes Per Sec System	ORT	Transmission rate for system table updates (bytes per second).
`BYTES_PER_SEC_UNDERLYING`	Bytes Per Sec Underlying	ORT	Transmission rate for underlying table updates (bytes per second).
`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 position table NATS message in bytes. Instantaneous snapshot.
`BYTES_SYSTEM`	Bytes System	ORT	Size of most recent system table NATS message in bytes. Instantaneous snapshot.
`BYTES_UNDERLYING`	Bytes Underlying	ORT	Size of most recent underlying table NATS message in bytes. Instantaneous snapshot.
`CLIENT_ID`	Client ID	ORT	TWS API client connection ID. Multiple ORT instances connecting to the 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. Range 0–100.
`REQ_MARKET_DATA_PCT`	Req Market Data Pct	ORT	Startup progress percentage for market data subscriptions. Range 0–100.
`SYSTEM_STATUS`	System Status	ORT	Backend state machine status as integer. States include REQ_POSITIONS, REQ_CONTRACTS, REQ_MKT_DATA, etc.

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.
`BUYING_POWER_UTIL_PCT`	Buying Power Util Pct	ORT	Percentage of Net Liquidation that is NOT available as free buying power. 100 × (NET_LIQUIDATION – AVAILABLE_FUNDS) / NET_LIQUIDATION. High values indicate capital is heavily deployed. Returns 0 if Net Liquidation is zero or unavailable. Note: When displayed across multiple accounts, this ratio is computed using weighted aggregation (sum of numerators / sum of denominators), not as an average of per-account percentages.
`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.
`COST_BASIS_CALL_LONG`	Cost Basis Call Long	ORT	Sum of cost basis across all long call positions in the portfolio. Positive value representing total dollars paid.
`COST_BASIS_CALL_SHORT`	Cost Basis Call Short	ORT	Sum of cost basis across all short call positions in the portfolio. Negative value representing premium collected.
`COST_BASIS_PUT_LONG`	Cost Basis Put Long	ORT	Sum of cost basis across all long put positions in the portfolio. Positive value representing total dollars paid.
`COST_BASIS_PUT_SHORT`	Cost Basis Put Short	ORT	Sum of cost basis across all short put positions in the portfolio. Negative value representing premium collected.
`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. 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 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_CALL`	Extrinsic Call	ORT	Sum of call extrinsic value across portfolio.
`EXTRINSIC_PUT`	Extrinsic Put	ORT	Sum of put extrinsic value across portfolio.
`EXTRINSIC_VALUE`	Extrinsic Value	ORT	Sum of extrinsic value across all option positions. Time value component.
`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.
`FUTURE_OPTION_VALUE`	Future Option Value	IBKR	Total market value of futures option 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: \|Long Stock\| + \|Short Stock\| + \|Long Options\| + \|Short Options\| + \|Long SSF Notional\| + \|Short SSF Notional\| + \|Fund Value\|.
`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_CALL`	Intrinsic Call	ORT	Sum of call intrinsic value across portfolio.
`INTRINSIC_PUT`	Intrinsic Put	ORT	Sum of put intrinsic value across portfolio.
`INTRINSIC_VALUE`	Intrinsic Value	ORT	Sum of intrinsic value across all option positions. In-the-money amount.
`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.
`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.
`MARGIN_USAGE_PCT`	Margin Usage Pct	ORT	Percentage of Net Liquidation consumed by current maintenance margin. 100 × MAINT_MARGIN_REQ / NET_LIQUIDATION. Values approaching 100% indicate proximity to a margin call. Returns 0 if Net Liquidation is zero or unavailable. Note: When displayed across multiple accounts, this ratio is computed using weighted aggregation (sum of numerators / sum of denominators), not as an average of per-account percentages.
`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_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.
`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. 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	ORT	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.
`NOTIONAL_CALL`	Notional Call	ORT	Sum of call notional values across portfolio.
`NOTIONAL_CALL_LONG`	Notional Call Long	ORT	Sum of long call notional values across portfolio.
`NOTIONAL_CALL_SHORT`	Notional Call Short	ORT	Sum of short call notional values across portfolio.
`NOTIONAL_PUT`	Notional Put	ORT	Sum of put notional values across portfolio.
`NOTIONAL_PUT_LONG`	Notional Put Long	ORT	Sum of long put notional values across portfolio.
`NOTIONAL_PUT_SHORT`	Notional Put Short	ORT	Sum of short put notional values across portfolio.
`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.
`OVERNIGHT_MARGIN_PCT`	Overnight Margin Pct	ORT	Percentage of Net Liquidation required for projected overnight maintenance margin. 100 × LOOKAHEAD_MAINT_MARGIN_REQ / NET_LIQUIDATION. Typically equals MARGIN_USAGE_PCT during regular trading hours; diverges near market close, expirations, or whenever IBKR projects overnight margin requirements to change. Returns 0 if Net Liquidation is zero or unavailable. Note: When displayed across multiple accounts, this ratio is computed using weighted aggregation (sum of numerators / sum of denominators), not as an average of per-account percentages.
`PNL`	PnL	IBKR	Account-level daily profit and loss. Sum of daily P&L across all positions.
`PNL_CALL`	PnL Call	ORT	Sum of daily P&L for all call positions in the portfolio.
`PNL_CALL_LONG`	PnL Call Long	ORT	Sum of daily P&L for all long call positions in the portfolio.
`PNL_CALL_SHORT`	PnL Call Short	ORT	Sum of daily P&L for all short call positions in the portfolio.
`PNL_PCT`	PnL Pct	ORT	Unrealized P&L as a percentage of total capital deployed across the portfolio. 100 × PNL_UNREALIZED / \|COST_BASIS\|. Sign reflects performance, not position direction. Positive = gain, negative = loss. Works uniformly for long positions, short positions, spreads, or any mix. Long positions bound at -100% on the downside (can’t lose more than paid); short positions and credit spreads can exceed -100% when unrealized loss surpasses premium collected. Returns 0 if cost basis is zero. Note: When displayed across multiple accounts, this ratio is computed using weighted aggregation (sum of numerators / sum of denominators), not as an average of per-account percentages.
`PNL_PREV_CLOSE`	PnL Prev Close	ORT	Sum of P&L from previous close across all positions in the portfolio.
`PNL_PREV_CLOSE_DELTA`	PnL Prev Close Delta	ORT	Sum of delta approximation P&L from previous close in the portfolio. DELTA × underlying change across all positions.
`PNL_PREV_CLOSE_DELTA_ORT`	PnL Prev Close Delta ORT	ORT	Sum of ORT delta approximation P&L from previous close in the portfolio. DELTA_ORT × underlying change across all positions.
`PNL_PUT`	PnL Put	ORT	Sum of daily P&L for all put positions in the portfolio.
`PNL_PUT_LONG`	PnL Put Long	ORT	Sum of daily P&L for all long put positions in the portfolio.
`PNL_PUT_SHORT`	PnL Put Short	ORT	Sum of daily P&L for all short put positions in the portfolio.
`PNL_REALIZED`	PnL Realized	IBKR	Sum of realized P&L across all positions.
`PNL_UNDERLYING`	PnL Underlying	ORT	Sum of daily P&L for all underlying positions in the portfolio.
`PNL_UNDERLYING_LONG`	PnL Underlying Long	ORT	Sum of daily P&L for all long underlying positions in the portfolio.
`PNL_UNDERLYING_SHORT`	PnL Underlying Short	ORT	Sum of daily P&L for all short underlying positions in the portfolio.
`PNL_UNREALIZED`	PnL Unrealized	IBKR	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.
`REALIZED_PNL`	Realized PnL	IBKR	Realized profit and loss from account summary.
`REAL_CURRENCY`	Real Currency	IBKR	Actual currency of returned values.
`RETURN_ON_MARGIN_PCT`	Return On Margin Pct	ORT	Today’s daily P&L expressed as a percentage of current maintenance margin. 100 × PNL / MAINT_MARGIN_REQ. Measures how much margin-deployed capital earned or lost today on a single-day basis. Uses daily PnL (not unrealized PnL) in the numerator so the time scale matches the instantaneous margin snapshot in the denominator. Returns 0 if MAINT_MARGIN_REQ is zero (all-cash account). Note: When displayed across multiple accounts, this ratio is computed using weighted aggregation (sum of numerators / sum of denominators), not as an average of per-account percentages.
`RHO`	Rho	ORT	Sum of rho across all option positions. Portfolio sensitivity to interest rate changes.
`SPX_FAM_DELTA`	SPX Family Delta	ORT	Sum of SPX-equivalent delta across all positions in the portfolio. Aggregates SPX-family positions using mechanical ratios: SPX × 1.0, XSP × 0.1, SPY × 0.1, ES × 1.0, MES × 1.0. Zero for all other underlyings. Provides a single unified delta number comparable to IBKR mobile’s SPX delta aggregate. Note: Only positions whose underlying is SPX, XSP, SPY, ES, or MES (including their weekly variants and futures options) contribute to this field. Other S&P 500 related instruments (VOO, IVV, SPLG) and other index products (NQ, MNQ, RTY, YM, etc.) are not included.
`STOCK_MARKET_VALUE`	Stock Market Value	IBKR	Total market value of stock positions.
`THETA`	Theta	IBKR	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_CALL`	Theta Call	ORT	Sum of call theta across portfolio.
`THETA_LINEAR`	Theta Linear	ORT	Sum of linear theta across all option positions. Simple straight-line time decay: −Extrinsic Value / Expiration Days.
`THETA_ORT`	Theta ORT	ORT	Sum of ORT theta across all option positions using QuantLib models.
`THETA_PUT`	Theta Put	ORT	Sum of put theta across portfolio.
`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	IBKR	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_LONG`	Underlying Long	ORT	Total long underlying (stock/future) contracts across portfolio.
`UNDERLYING_SHORT`	Underlying Short	ORT	Total short underlying (stock/future) contracts across portfolio.
`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	IBKR	Sum of IBKR position values across all securities.
`VALUE_CALL`	Value Call	ORT	Sum of position values for all call positions in the portfolio.
`VALUE_CALL_LONG`	Value Call Long	ORT	Sum of position values for all long call positions in the portfolio.
`VALUE_CALL_SHORT`	Value Call Short	ORT	Sum of position values for all short call positions in the portfolio.
`VALUE_ORT`	Value ORT	ORT	Sum of ORT-calculated position values across all securities.
`VALUE_PUT`	Value Put	ORT	Sum of position values for all put positions in the portfolio.
`VALUE_PUT_LONG`	Value Put Long	ORT	Sum of position values for all long put positions in the portfolio.
`VALUE_PUT_SHORT`	Value Put Short	ORT	Sum of position values for all short put positions in the portfolio.
`VALUE_UNDERLYING`	Value Underlying	ORT	Sum of position values for all underlying (stock/future) positions in the portfolio.
`VALUE_UNDERLYING_LONG`	Value Underlying Long	ORT	Sum of position values for all long underlying positions in the portfolio.
`VALUE_UNDERLYING_SHORT`	Value Underlying Short	ORT	Sum of position values for all short underlying positions in the portfolio.
`VEGA`	Vega	IBKR	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.

Position Table

Individual position data. One row per position in the portfolio.

Field ID	Display Name	Source	Description
`ACCOUNT_ID`	Account ID	ORT	IBKR account that holds this position. Identifies which of the multiple connected accounts owns this row.
`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_COST_CALL_LONG`	Avg Cost Call Long	ORT	Cost basis per contract if this is a long call position, 0 otherwise. Cost basis divided by number of contracts. Positive value representing the average dollar amount paid per contract.
`AVG_COST_CALL_SHORT`	Avg Cost Call Short	ORT	Cost basis per contract if this is a short call position, 0 otherwise. Cost basis divided by number of contracts. Negative value representing premium collected per contract.
`AVG_COST_PUT_LONG`	Avg Cost Put Long	ORT	Cost basis per contract if this is a long put position, 0 otherwise. Cost basis divided by number of contracts. Positive value representing the average dollar amount paid per contract.
`AVG_COST_PUT_SHORT`	Avg Cost Put Short	ORT	Cost basis per contract if this is a short put position, 0 otherwise. Cost basis divided by number of contracts. Negative value representing premium collected per contract.
`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.
`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.
`CONTRACT_CURRENCY`	Contract Currency	IBKR	Currency the contract trades and settles in (e.g., USD, CAD, EUR, GBP). From IBKR contract details. May be blank for some bond contracts due to IBKR data restrictions.
`CON_ID`	ConID	IBKR	IBKR contract identifier. Globally unique integer.
`COST_BASIS`	Cost Basis	ORT	Total cost basis for this position. POSITION × average cost. Positive for longs, negative for shorts (premium collected).
`COST_BASIS_CALL_LONG`	Cost Basis Call Long	ORT	COST_BASIS if this is a long call, 0 otherwise. Positive value representing total dollars paid for this position.
`COST_BASIS_CALL_SHORT`	Cost Basis Call Short	ORT	COST_BASIS if this is a short call, 0 otherwise. Negative value representing premium collected for this position.
`COST_BASIS_PUT_LONG`	Cost Basis Put Long	ORT	COST_BASIS if this is a long put, 0 otherwise. Positive value representing total dollars paid for this position.
`COST_BASIS_PUT_SHORT`	Cost Basis Put Short	ORT	COST_BASIS if this is a short put, 0 otherwise. Negative value representing premium collected for this position.
`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 delta dlrs 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.
`DTE`	Days To Expiry	ORT	Days to expiration (0 on expiry day). Industry standard DTE.
`EXPIRATION_DATE`	Expiration Date	IBKR	Option expiration date as YYYYMMDD integer.
`EXPIRATION_DAYS`	Expiration Days	ORT	Calendar days until option expiration (minimum 1). See DTE for industry convention.
`EXTRINSIC_CALL`	Extrinsic Call	ORT	Extrinsic if this is a call, 0 otherwise.
`EXTRINSIC_PUT`	Extrinsic Put	ORT	Extrinsic if this is a put, 0 otherwise.
`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_VAL_METRICS`	Extrinsic Val Metrics	ORT	Vector of extrinsic val values at different price and volatility scenarios. See Metrics Vector Structure section.
`FINANCIAL_INSTRUMENT`	Financial Instrument	ORT	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 gamma dlrs 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.
`INSTRUMENT_TYPE`	Instrument Type	ORT	Instrument type as integer enum: CALL, PUT, STK, FUT, BOND, BILL, CASH, etc.
`INTRINSIC_CALL`	Intrinsic Call	ORT	Intrinsic if this is a call, 0 otherwise.
`INTRINSIC_PUT`	Intrinsic Put	ORT	Intrinsic if this is a put, 0 otherwise.
`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.
`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.
`IS_UNDERLYING`	Is Underlying	ORT	Boolean. True if this row IS an underlying (STK, FUT, BOND, BILL, CASH), false for derivatives (OPT, FOP).
`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 pnl values at different price and volatility scenarios. See Metrics Vector Structure section.
`PNL_PCT`	PnL Pct	ORT	Unrealized P&L as a percentage of capital deployed in this position. 100 × PNL_UNREALIZED / \|COST_BASIS\|. Sign reflects performance, not position direction. Positive = gain, negative = loss. Long positions bound at -100% on the downside (can’t lose more than paid); short positions can exceed -100% when unrealized loss surpasses premium collected. Returns 0 if cost basis is zero.
`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, 0 otherwise.
`PNL_UNDERLYING_SHORT`	PnL Underlying Short	ORT	PNL if this is a short underlying, 0 otherwise.
`PNL_UNREALIZED`	PnL Unrealized	IBKR	Unrealized profit and loss for this position.
`PNL_UNREALIZED_METRICS`	PnL Unrealized Metrics	ORT	Vector of pnl unrealized 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	ORT	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.
`SPX_FAM_DELTA`	SPX Family Delta	ORT	SPX-equivalent delta for this position. Computed as raw delta × SPX-family ratio: SPX × 1.0, XSP × 0.1, SPY × 0.1, ES × 1.0, MES × 1.0. Zero for all non-SPX-family securities. Note: Only positions whose underlying is SPX, XSP, SPY, ES, or MES (including their weekly variants and futures options) contribute to this field. Other S&P 500 related instruments (VOO, IVV, SPLG) and other index products (NQ, MNQ, RTY, YM, etc.) are not included.
`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.
`THETA2_ORT_METRICS`	Theta2 ORT Metrics	ORT	Vector of theta2 ort values at different price and volatility scenarios. See Metrics Vector Structure section.
`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 / Expiration Days. Simple straight-line assumption.
`THETA_LIN_METRICS`	Theta Linear Metrics	ORT	Vector of theta linear values at different price and volatility scenarios. See Metrics Vector Structure section.
`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.
`TM_VAL_METRICS`	Time Value Metrics	ORT	Vector of time value values at different price and volatility scenarios. See Metrics Vector Structure section.
`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.
`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 value 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, 0 otherwise.
`VALUE_UNDERLYING_SHORT`	Value Underlying Short	ORT	VALUE if this is a short underlying, 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.

Underlying Table

Aggregated data by underlying. 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.
`AVG_COST_CALL_LONG`	Avg Cost Call Long	ORT	Weighted average cost basis per contract across all long call positions for this underlying. Sum of long call cost basis divided by sum of long call contracts. 0 if no long calls held for this underlying. Positive value representing the average dollar amount paid per contract.
`AVG_COST_CALL_SHORT`	Avg Cost Call Short	ORT	Weighted average cost basis per contract across all short call positions for this underlying. Sum of short call cost basis divided by sum of short call contracts. 0 if no short calls held for this underlying. Negative value representing premium collected per contract.
`AVG_COST_PUT_LONG`	Avg Cost Put Long	ORT	Weighted average cost basis per contract across all long put positions for this underlying. Sum of long put cost basis divided by sum of long put contracts. 0 if no long puts held for this underlying. Positive value representing the average dollar amount paid per contract.
`AVG_COST_PUT_SHORT`	Avg Cost Put Short	ORT	Weighted average cost basis per contract across all short put positions for this underlying. Sum of short put cost basis divided by sum of short put contracts. 0 if no short puts held for this underlying. Negative value representing premium collected per contract.
`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.
`CONTRACTS_CALL`	Contracts Call	ORT	Sum of signed call option positions for this underlying. Positive = long, negative = short.
`CONTRACTS_CALL_LONG`	Contracts Call Long	ORT	Total long call option contracts for this underlying.
`CONTRACTS_CALL_SHORT`	Contracts Call Short	ORT	Total short call option contracts for this underlying.
`CONTRACTS_PUT`	Contracts Put	ORT	Sum of signed put option positions for this underlying. Positive = long, negative = short.
`CONTRACTS_PUT_LONG`	Contracts Put Long	ORT	Total long put option contracts for this underlying.
`CONTRACTS_PUT_SHORT`	Contracts Put Short	ORT	Total short put option contracts for this underlying.
`CONTRACT_CURRENCY`	Contract Currency	IBKR	Currency the underlying trades and settles in. From IBKR contract details.
`CON_ID`	ConID	IBKR	Contract ID of the underlying security.
`COST_BASIS`	Cost Basis	ORT	Sum of cost basis across all positions for this underlying.
`COST_BASIS_CALL_LONG`	Cost Basis Call Long	ORT	Sum of cost basis across all long call positions for this underlying. Positive value representing total dollars paid.
`COST_BASIS_CALL_SHORT`	Cost Basis Call Short	ORT	Sum of cost basis across all short call positions for this underlying. Negative value representing premium collected.
`COST_BASIS_PUT_LONG`	Cost Basis Put Long	ORT	Sum of cost basis across all long put positions for this underlying. Positive value representing total dollars paid.
`COST_BASIS_PUT_SHORT`	Cost Basis Put Short	ORT	Sum of cost basis across all short put positions for this underlying. Negative value representing premium collected.
`DELTA`	Delta	IBKR	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 delta dlrs 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_CALL`	Extrinsic Call	ORT	Sum of call extrinsic value for this underlying.
`EXTRINSIC_PUT`	Extrinsic Put	ORT	Sum of put extrinsic value for this underlying.
`EXTRINSIC_VALUE`	Extrinsic Value	ORT	Sum of extrinsic value across all option positions for this underlying.
`EXTRINSIC_VAL_METRICS`	Extrinsic Val Metrics	ORT	Sum of extrinsic val metric vectors across all positions for this underlying. See Metrics Vector Structure section.
`GAMMA`	Gamma	IBKR	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 gamma dlrs metric vectors across all positions 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 across all positions for this underlying. See Metrics Vector Structure section.
`GAMMA_ORT`	Gamma ORT	ORT	Sum of ORT gamma across all 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.
`INTRINSIC_VALUE`	Intrinsic Value	ORT	Sum of intrinsic value across all option positions for this underlying.
`IN_MONEY_POSITION`	In Money Position	ORT	Sum of in-the-money option contract counts for this underlying.
`IN_MONEY_POSITION_CALL`	In Money Position Call	ORT	Total in-the-money call option contracts for this underlying.
`IN_MONEY_POSITION_PUT`	In Money Position Put	ORT	Total in-the-money put option contracts for this underlying.
`LAST`	Last	IBKR	Last price of the underlying security.
`LAST_SIZE`	Last Size	IBKR	Last trade size 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 contract counts for this underlying.
`OUT_MONEY_POSITION_CALL`	Out Money Position Call	ORT	Total out-of-the-money call option contracts for this underlying.
`OUT_MONEY_POSITION_PUT`	Out Money Position Put	ORT	Total out-of-the-money put option contracts for this underlying.
`PNL`	PnL	IBKR	Sum of daily P&L across all positions for this underlying.
`PNL_CALL`	PnL Call	ORT	Sum of daily P&L for all call positions for this underlying.
`PNL_CALL_LONG`	PnL Call Long	ORT	Sum of daily P&L for all long call positions for this underlying.
`PNL_CALL_SHORT`	PnL Call Short	ORT	Sum of daily P&L for all short call positions for this underlying.
`PNL_METRICS`	PnL Metrics	ORT	Sum of pnl metric vectors across all positions for this underlying. See Metrics Vector Structure section.
`PNL_PCT`	PnL Pct	ORT	Unrealized P&L as a percentage of total capital deployed across all positions for this underlying. 100 × SUM(PNL_UNREALIZED) / \|SUM(COST_BASIS)\|. Sign reflects performance, not position direction. Positive = gain, negative = loss. Same formula and meaning as Position and Portfolio levels. Weighted aggregation ensures consistency across aggregation levels. Returns 0 if cost basis is zero. Note: When displayed across multiple accounts, this ratio is computed using weighted aggregation (sum of numerators / sum of denominators), not as an average of per-account percentages.
`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 for this underlying. DELTA × underlying change across all positions.
`PNL_PREV_CLOSE_DELTA_ORT`	PnL Prev Close Delta ORT	ORT	Sum of ORT delta approximation P&L from previous close for this underlying. DELTA_ORT × underlying change across all positions.
`PNL_PUT`	PnL Put	ORT	Sum of daily P&L for all put positions for this underlying.
`PNL_PUT_LONG`	PnL Put Long	ORT	Sum of daily P&L for all long put positions for this underlying.
`PNL_PUT_SHORT`	PnL Put Short	ORT	Sum of daily P&L for all short put positions for this underlying.
`PNL_REALIZED`	PnL Realized	IBKR	Sum of realized P&L across all positions for this underlying.
`PNL_UNDERLYING`	PnL Underlying	ORT	Sum of daily P&L for all underlying positions for this underlying.
`PNL_UNDERLYING_LONG`	PnL Underlying Long	ORT	Sum of daily P&L for all long underlying positions for this underlying.
`PNL_UNDERLYING_SHORT`	PnL Underlying Short	ORT	Sum of daily P&L for all short underlying positions for this underlying.
`PNL_UNREALIZED`	PnL Unrealized	IBKR	Sum of unrealized P&L across all positions for this underlying.
`PNL_UNREALIZED_METRICS`	PnL Unrealized Metrics	ORT	Sum of pnl unrealized metric vectors across all positions 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.
`SPX_FAM_DELTA`	SPX Family Delta	ORT	Sum of SPX-equivalent delta across all positions for this underlying. Non-zero only for SPX, XSP, SPY, ES, and MES underlyings. Note: Only positions whose underlying is SPX, XSP, SPY, ES, or MES (including their weekly variants and futures options) contribute to this field. Other S&P 500 related instruments (VOO, IVV, SPLG) and other index products (NQ, MNQ, RTY, YM, etc.) are not included.
`STRIP_CON_IDS`	Strip ConIDs	ORT	Vector of contract IDs for all options on this underlying.
`THETA`	Theta	IBKR	Sum of IBKR theta across all positions for this underlying.
`THETA2`	Theta2	ORT	Sum of conservative IBKR theta across all positions for this underlying.
`THETA2_ORT`	Theta2 ORT	ORT	Sum of conservative ORT theta across all positions for this underlying.
`THETA2_ORT_METRICS`	Theta2 ORT Metrics	ORT	Sum of theta2 ort metric vectors across all positions for this underlying. See Metrics Vector Structure section.
`THETA_BUMP2_ORT`	Theta Bump2 ORT	ORT	Sum of conservative bumped theta across all positions for this underlying.
`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_LIN_METRICS`	Theta Linear Metrics	ORT	Sum of theta linear metric vectors across all positions for this underlying. See Metrics Vector Structure section.
`THETA_METRICS`	Theta Metrics	ORT	Sum of theta metric vectors across all positions 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_LONG`	Underlying Long	ORT	Total long underlying contracts for this underlying.
`UNDERLYING_QUOTE`	Underlying Quote	ORT	HTML formatted quote for underlying.
`UNDERLYING_SHORT`	Underlying Short	ORT	Total short underlying contracts for this underlying.
`VALUE`	Value	IBKR	Sum of IBKR values across all positions for this underlying.
`VALUE_CALL`	Value Call	ORT	Sum of position values for all call positions for this underlying.
`VALUE_CALL_LONG`	Value Call Long	ORT	Sum of position values for all long call positions for this underlying.
`VALUE_CALL_SHORT`	Value Call Short	ORT	Sum of position values for all short call positions for this underlying.
`VALUE_METRICS`	Value Metrics	ORT	Sum of value metric vectors across all positions for this underlying. See Metrics Vector Structure section.
`VALUE_ORT`	Value ORT	ORT	Sum of ORT values across all positions for this underlying.
`VALUE_PUT`	Value Put	ORT	Sum of position values for all put positions for this underlying.
`VALUE_PUT_LONG`	Value Put Long	ORT	Sum of position values for all long put positions for this underlying.
`VALUE_PUT_SHORT`	Value Put Short	ORT	Sum of position values for all short put positions for this underlying.
`VALUE_UNDERLYING`	Value Underlying	ORT	Sum of position values for all underlying (stock/future) positions for this underlying.
`VALUE_UNDERLYING_LONG`	Value Underlying Long	ORT	Sum of position values for all long underlying positions for this underlying.
`VALUE_UNDERLYING_SHORT`	Value Underlying Short	ORT	Sum of position values for all short underlying positions for this underlying.
`VEGA`	Vega	IBKR	Sum of IBKR vega across all positions for this underlying.
`VEGA_METRICS`	Vega Metrics	ORT	Sum of vega metric vectors across all positions for this underlying. See Metrics Vector Structure section.
`VEGA_ORT`	Vega ORT	ORT	Sum of ORT vega across all positions for this underlying.

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_position_metric and ort_underlying_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
THETA2_ORT_METRICS - Conservative ORT theta at each scenario
THETA_LIN_METRICS - Linear theta at each scenario
TM_VAL_METRICS - Annualized time value yield at each scenario (position table only)
VALUE_METRICS - Position value at each scenario
VEGA_METRICS - Vega at each scenario