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.
MoredxFeed 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.
MoreOn Saturday, October 15th, 2022, dxFeed will participate in SIFMA’s annual Industry-Wide Business Continuity (BC) Test and FIA’s Disaster Recovery (DR) Test.
MoredxFeed has recently updated Instrument Profile Format (IPF) under dxFeed Java API version 3.311.
MoredxFeed API contains particular subtype of events called indexed events. Any event of this subtype (for example, Candle, Order, TimeAndSale, etc.) may contain EventFlags field.
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