dxPrice
IV
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
Connectivity
dxFeed will be carrying out scheduled maintenance on Saturday, May 20, 2023.
WebSocket
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.
Java API
3.318
dxFeed Java API version 3.318 with improvements is already available.
Java API
3.317
dxFeed Java API version 3.317 with improvements is already available.
dxPrice
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.
Java API
3.316
dxFeed Java API version 3.316 with improvements is already available.
Market data API
An alpha version of the new dxFeed Graal .NET API is available for testing.
Java API
3.315
dxFeed Java API version 3.315 with improvements is already available.
Connectivity
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.