It is possible to find Greeks via OpenAPI in two ways: either via a price stream or analyzing the positions in your portfolio.
1) Greeks via Trading
You can set up a stream to receive Greeks in near-real-time by creating a subscription at POST trade/v1/prices and establishing a WebSocket connection to /streaming/connection.
You can also make single snapshot requests for prices using our POST trade/v1/prices/multileg endpoint.
2) Greeks via Portfolio
You can also stream Greeks for the positions in a portfolio by creating a subscription at POST /port/v1/positions/subscriptions. Or if you don't need a continuous stream of values you can fetch a momentary snapshot of the Greeks of the all positions in a portfolio with GET /port/v1/positions or for a single position with GET /port/v1/positions/{PositionId}.
Please note that to get this data through the API requires that:
- You have enabled market data through API.
- You might need a subscription for the underlying instruments if live Greeks are required.
More Resources
Learn page - Orders and Positions