Jcl,
sorry for insisting, but I do want to get better understanding of things.

1. IB is the only Zorro's integration to trade options (at the moment anyway), and IB streams greeks via API.

- Why would you not want to receive and store them in RT together with prices in a Contract structure?
There does not seem to be extra overhead related to receiving them alongside prices...Is it because you tried them and judged them to be inaccurate?
Is it because calculating them locally would still be faster? (it would definitely not be so for numerous backtests during development).
PLease share your thinking.

2. Why would we prefer to store 4-5 fields (option contract specs) TWICE - once in a Contract struct and once in a related dataset with Greeks, - AND waste time looping through these fields to locate the needed line in a dataset(with a ContractRow)?

What's the tradeoff you are facing that necessitates sticking to an 8-field contract structure rather than an 12-field one?

Thanks for your patience and clarifications.

Best
Z.