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Platform Documentation SpiderRock ATS Message Schemas Historical Data Release Notes Contact Us

Upcoming
8.6.7.3
8.6.6.3

Schemas
V7 to V8 Differences
V8 Staging to Prod Differences

Schemas
Enums
SpanCalcType

Version: Upcoming

Enum: SpanCalcType

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

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SpanPricingModel

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