Connectivity
SIFMA and FIA Industry-Wide BC and DR Testing Participation 2024
On Saturday, October 5th, 2024, dxFeed will participate in SIFMA’s annual Industry-Wide Business Continuity (BC) Test and FIA’s Disaster Recovery (DR) Test.
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Connectivity
Market data API
Aggregated Data Service
Fundamentals
dxPrice
IV
WebSocket
Java API
C and .NET APIs
Webservice
Data
SETTLEMENT_STYLE Changes for Eurex and Borsa Istanbul
To ensure data consistency, we are removing the values “Cash” and “Physical” from the SETTLEMENT_STYLE field in the Instrument Profile Format (IPF).
Market data API
New Market Data API Tutorials Section in Knowledge Base
We are excited to announce the launch of a new section in our public knowledge base: Market Data API Tutorials.
Aggregated Data Service
Update on Candle Calculation Logic in dxFeed Aggregated Data Service
We are writing to inform you of an upcoming update to the dxFeed Aggregated Data Service that will affect the Candle calculation logic. This change will be effective May 25, 2024, and concerns how daily candles are calculated.
Fundamentals
Update on ‘Types’ Parameter in dxFeed Fundamentals API
We are writing to inform you of an upcoming update to the dxFeed Fundamentals API that will affect your API requests. Effective April 20, 2024, the ‘types’ parameter will be required for all requests directed to composite controllers within the dxFeed Fundamentals API.
Fundamentals
Introducing the Data Dictionary in dxFeed Fundamentals API
We are happy to announce the addition of documentation to our dxFeed Fundamentals service: the Data Dictionary, which provides you with a comprehensive reference guide for all attributes accessible through the Fundamentals API. You can find it in our Knowledge Base.
Data
OPOL Changes for Cboe Digital assets
Following the acquisition of ErisX by Cboe and its subsequent rebranding as Cboe Digital, we are initiating improvements to our data feed.
Fundamentals
dxFeed Fundamentals API update
dxFeed is planning to deprecate the ‘all’ method for all Fundamentals API endpoints on March 1st, 2024.
Market data API
dxFeed GraalVM-based APIs for .NET, Swift, and C++ Beta Version Release
We are excited to announce a significant milestone in our technology offerings. Stable beta versions of our GraalVM-based APIs for .NET, Swift, and C++ is already released. This new suite of APIs marks a leap forward in our commitment to delivering cutting-edge solutions for our clients.
dxPrice
Theta Adjustment on the Day of Expiration
To: dxPrice subscribers We continue to improve Theta calculation for expiring options. We will now use the extrinsic value of an option as an approximation for Theta on the day of expiration, which proves to be more accurate. Technical details Calculating Theta accurately is almost impossible on the day of expiration when using the Black-Scholes … More