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Platform Documentation SpiderRock ATS Message Schemas Release Notes Contact Us

Upcoming
8.6.1.2
8.5.12.1

Schemas
V7 to V8 Differences
V8 Staging to Prod Differences
Data Dictionaries

Please note that this documentation may include updates not yet released on the platform. For the most current released information, see the latest version (8.6.1.2).

Schemas
Enums
SpanCalcType

Version: 8.6.1.2

Enum: SpanCalcType

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

SpanPricingModel

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