Data Model

dxFeed Instrument Profile Format.pdf (468K)
This document describes an open format of basic profile information about market insruments

dxFeed Symbol Guide.pdf (773K)
Description of dxFeed symbology: format and codes

dxFeed Model of Event Publishing for Different Markets.pdf (716K)
Description of dxFeed publishing model: contracts, event classes, events and procedures

dxFeed QD Market Data Model Description.pdf (902K)
Description of dxFeed internal Quote Distribution Model and list of QD-records

Data Access

dxFeed Chart Server Data Availability.pdf (630K)
Data feeds and time depth availability provided by dxFeed charting service

dxFeed Token Based Authentication.pdf (720KB)
This document is an addition to dxFeed APIs and describes connection using token based authorization

dxFeed onDemand APIs – Quick Overview and Samples.pdf (677K)
onDemand Historical Tick Data Market Replay and Extraction

Options Analytics

dxFeed Theoretical Options Prices, Greeks, Volatilities.pdf (453K)
Description of dxFeed calculation engine that provides arb-free theoretical option prices

dxLibOptions Library Overview.pdf (1MB)
Description of dxLibOptions library that provides arb-free pricing algorithms for options


dxFeed Order Book Reconstruction Guide.pdf (577K)
Order book reconstruction algorithm for dxFeed market data feeds

dxFeed Time And Sale Conditions map.pdf (385K)
Mapping of NYSE and Nasdaq sale conditions to dxFeed TimeAndSale record isValidTick flag (pdf)

dxFeed Time And Sale Conditions map.xlsx (21K)
Mapping of NYSE and Nasdaq sale conditions to dxFeed TimeAndSale record isValidTick flag (xlsx)

To get information on the recent changes in dxFeed market data and APIs, please check Change Notices.

To learn more about dxFeed Java/REST/FIX APIs, visit API Documentation page.

For any additional information, please contact us.