dxPrice
Implied Volatility and Greeks Calculation Update
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.
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.
Java API
dxFeed Java API version 3.313 with improvements is already available.
Java API
dxFeed Java API version 3.312 with improvements is already available.
Data
dxFeed has recently updated Instrument Profile Format (IPF) under dxFeed Java API version 3.311.
Data
dxFeed API contains particular subtype of events called indexed events. Any event of this subtype (for example, Candle, Order, TimeAndSale, etc.) may contain EventFlags field.
Java API
dxFeed Java API version 3.301 with improvements is already available.