Skip to main content

Platform Documentation SpiderRock ATS Message Schemas Release Notes Contact Us

Upcoming
8.4.10.4
8.4.10.2

Schemas
V7 to V8 Differences
V8 Staging to Prod Differences

Please note that the documentation provided here reflects the most up-to-date information, but some changes may not yet be released on the platform.

For up-to-date documentation, see the latest version (8.4.10.4).

Schemas
Enums
SpanCalcType

Version: 8.4.10.4

Enum: SpanCalcType

#	Name
0	PnL
1	Delta
2	Vega
3	WVega
4	TVega
5	WtVega
6	Gamma
7	Theta

SpanPricingModel

Contact Us • Visit Our Website • Read Our Platform V7 Documentation

© 2024. SpiderRock Technology Solutions, LLC (“SpiderRock”).
SpiderRock offers certain financial services through its wholly owned broker-dealer subsidiary, SpiderRock EXS, LLC (member of FINRA/SIPC). These services, including the SpiderRock ATS, are offered via a trading platform licensed to SpiderRock EXS, LLC by SpiderRock’s wholly owned subsidiary SpiderRock Platform Services, LLC. SpiderRock also offers market data and analytics services through its wholly owned subsidiary, SpiderRock Gateway Technologies, LLC. Please refer to additional important disclosures found here.

Member FINRA | NFA | SIPC | Disclosures

FOR INSTITUTIONAL & PROFESSIONAL CLIENTS ONLY - NOT INTENDED FOR RETAIL CUSTOMER USE
The services and information described on this site are provided to you “as is” and “as available” without warranties of any kind. The products, services, and materials listed on this site may not be suitable for your particular circumstances. All content on this site is provided for informational purposes only and is subject to change without notice. Nothing on this site is intended as research or an offer, solicitation, advice, or recommendation to buy or sell any financial product or service. Nothing on this site should be used in any way to evaluate any particular transaction. Please consult your own independent professional advisors regarding financial, investment, legal, tax, accounting and other considerations relating to a transaction, including its suitability for you. SpiderRock disclaims all responsibility and liability whatsoever for the quality, accuracy, and completeness of the content on this site, any reliance thereon, and any use thereof.