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Version: 8.4.12.1

Release Notes

December 7th, 2024 Release Notes​

Message and enum differences can be found here.

SpiderRock Connect:​

  • Aligned improvements made to bias adjustments and ieMove fit calibrations between v7 and v8.
  • Updated underlier mode to price all BTC options off the front month and a ‘uPrc’ offset.

SpiderRock ATS:​

  • Stock legs are now enabled for block and flash auctions.
  • Improved ICE Chat message format.

Citrix Tools:​

  • Order Manager v2 - Added ExecBrkrCode.
  • Risk Manager - Fixed a bug where ExecBrkrCodes were not appearing in the drop down.
  • Risk Manager - FUsers logged into one account can now select a mutual ExecBrkrCode from another account.
  • Symbol Viewer - Aligned a bug fix between v7 and v8 regarding being unable to turn off AutoHedge for DMA order types.
  • Symbol Viewer - Switch auto-hedge selection to N/A for a stock-tied ‘Mleg’.
  • Symbol Viewer - Ticket Blotter – Fixed a bug that was truncating symbol values in the Ticker(s) column.
  • Symbol Viewer - Quick Ticket – Addressed a bug where parameters on certain order types were not being updated when using the ‘restore’ feature.

Trade​

  • Added ability to trade stock as a part of an option order package.
  • Added ability to enter a locate for orders with a short stock sale.
  • Made auction timer viewable for responders on the order ticket.

Portal​

  • Display descriptions below message names on navigation bar.

Coming Soon to SpiderRock​

    Note that any items discussed below are intended solely to advertise upcoming changes and features. Please note that these changes are not currently in production and are subject to further development and approval.

FLEX Option Support​

SpiderRock will soon extend coverage to FLEX option pricing, supporting securities such as defined outcome/buffer ETFs and reversal/conversions. This new expansion of our pricing and analytics will be available through our MLink API.

Key Features:​

  • Trusted On Demand Pricing: SpiderRock’s complex option pricing models are used by thousands of institutional professionals daily to support live trading and risk.
  • Simplified Data Access SpiderRock allows users to leverage their actively managed reference data library to compute Greeks, implied volatilities, and option pricing results.
  • FLEX Options Capability Custom inputs support FLEX options, offering the ability to price customizable contracts.
  • Single Strike or Basket Delivery Request single strike pricing or define and upload large baskets of options for bulk pricing.
  • Customized User Input Users can override pricing and volatility inputs with their own proprietary assumptions.
  • Real-Time Market Integration Access to SpiderRock’s high-capacity option data API allows unlimited real-time data refresh access throughout the trading day.