MultiLegSpreadLeg

message MultiLegSpreadLeg {
  int32 option_symbol_id = 1;
  string option_symbol = 2;
  OptionTradeSide side = 3;
  int32 size = 4;
  string price = 5;
  string delta = 6;
  string theta = 7;
  string ewma_nbbo_bid = 8;
  string ewma_nbbo_ask = 9;
  string premium = 10;
  int64 volume = 11;
  int32 open_interest = 12;
}