Thank you for your answer, so first I get the positions with reqPositions and then I stream market data not from the position of the spread but by requestion greeks with reqMktData containting the spread legs setup? Is this the way?
Or do I just stream per leg and then internally just caluclate them by adding them all togheter?
In TWS i can add these columns to the position so I thought I was going to find it easily this way :-)
Thanks!
