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Platform Documentation SpiderRock ATS Message Schemas Release Notes Contact Us

Upcoming
8.5.5.1
8.5.4.2

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 (8.5.5.1).

Schemas
Enums
SpanCalcType

Version: 8.5.4.2

Enum: SpanCalcType

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

SpanPricingModel

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