Files
kis_trader/ls_sample/sample_python/Res/OMG.res
2026-07-30 18:05:07 +09:00

30 lines
1.1 KiB
Plaintext

BEGIN_FUNCTION_MAP
.Feed, KOSPI200옵션민감도(MG), OMG, attr, key=8, group=1 ;
BEGIN_DATA_MAP
InBlock,입력,input;
begin
옵션코드, optcode, optcode, char, 8;
end
OutBlock,출력,output;
begin
체결시간, chetime, chetime, char, 6;
행사가, actprice, actprice, float, 6.2;
KOSPI200지수, k200jisu, k200jisu, float, 6.2;
선물가격, fut200jisu, fut200jisu, float, 6.2;
현재가, price, price, float, 6.2;
대표내재변동성, capimpv, capimpv, float, 6.2;
내재변동성, impv, impv, float, 6.2;
델타(블랙숄즈), delt, delt, float, 7.4;
감마(블랙숄즈), gama, gama, float, 7.4;
세타(블랙숄즈), ceta, ceta, float, 7.4;
베가(블랙숄즈), vega, vega, float, 7.4;
로우(블랙숄즈), rhox, rhox, float, 7.4;
이론가(블랙숄즈), theoryprice, theoryprice, float, 6.2;
전일가내재변동성, bimpv, bimpv, float, 6.2;
매도가내재변동성, offerimpv, offerimpv, float, 6.2;
매수가내재변동성, bidimpv, bidimpv, float, 6.2;
옵션코드, optcode, optcode, char, 8;
end
END_DATA_MAP
END_FUNCTION_MAP
OMG