Change Notices

To: dxPrice subscribers We are pleased to announce the new update to the Black-Scholes model, which is used for the Implied Volatility and Greeks calculation in dxFeed. To improve the calculation of Theta, we will now freeze the time to maturity parameter when there are 30 minutes left until the option expires.    Technical details … More

dxFeed will be carrying out scheduled maintenance on Saturday, May 20, 2023.

We are happy to announce that new generation web service dxLink.WebSocket is available for testing.
This new solution solves a number of issues associated with the old dxFeed web service.

dxFeed Java API version 3.318 with improvements is already available.

dxFeed Java API version 3.317 with improvements is already available.

dxFeed now applies Implied Volatility flattening logic to the calculation of the deep out-of-the-money option metrics when the Black-Scholes model is applied.

dxFeed Java API version 3.316 with improvements is already available.

An alpha version of the new dxFeed Graal .NET API is available for testing.

dxFeed Java API version 3.315 with improvements is already available.

On Saturday, October 15th, 2022, dxFeed will participate in SIFMA’s annual Industry-Wide Business Continuity (BC) Test and FIA’s Disaster Recovery (DR) Test.