Fundamentals
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
Following the acquisition of ErisX by Cboe and its subsequent rebranding as Cboe Digital, we are initiating improvements to our data feed.
Fundamentals
dxFeed is planning to deprecate the ‘all’ method for all Fundamentals API endpoints on March 1st, 2024.
Market data API
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
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
dxPrice
To: dxPrice subscribers We are pleased to announce an update to the dividend yield and the interest rate publication format. To improve readability, we will now publish annualized continuously compounded rates instead of simple rates. Technical details Currently, dxPrice calculates and publishes simple dividend return and simple risk-free interest return. The calculations are performed for … More
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.
