Specifications and Guides
Data Model
dxFeed Instrument Profile Format.pdf (468KB)
This document describes an open format of basic profile information about market insruments
Definition of Spread Instruments.pdf (885KB)
This document describes spread instrument in dxFeed market data feeds
dxFeed Symbol Guide.pdf (773KB)
Description of dxFeed symbology: format and codes
dxFeed Model of Event Publishing for Different Markets.pdf (716KB)
Description of dxFeed publishing model: contracts, event classes, events and procedures
dxFeed QD Market Data Model Description.pdf (902KB)
Description of dxFeed internal Quote Distribution Model and list of QD-records
Data Access
dxFeed Chart Server Data Availability.pdf (630KB)
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 (677KB)
onDemand Historical Tick Data Market Replay and Extraction
dxFeed Market Data - Fundamentals.pdf (1MB)
Fundamentals data provided by dxFeed: access and usage
Options Analytics
dxFeed Theoretical Options Prices, Greeks, Volatilities.pdf (453KB)
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
Miscellaneous
dxFeed Order Book Reconstruction Guide.pdf (577KB)
Order book reconstruction algorithm for dxFeed market data feeds
dxFeed Time And Sale Conditions map.pdf (385KB)
Mapping of NYSE and Nasdaq sale conditions to dxFeed TimeAndSale record isValidTick flag (pdf)
dxFeed Time And Sale Conditions map.xlsx (21KB)
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.