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Version: 8.5.3.1

Release Notes

March 1st, 2025 Release Notes​

Message and enum differences can be found here.

SpiderRock Connect:​

  • Add srcTimestamp to some MLink messages.
  • Can now initiate a Flash auction via FIX by setting SRParentOrderHandling 5094=25.
  • Can now sort Futures orders by datetime.
  • Fix for implementation of flipSide in SpdrAuctionState.
  • Fix for incorrect stkOpnClrMark.
  • Fixed incorrect opening and closing marks.
  • Fixed incorrect opening position rotation.
  • Fixed incorrect strike representation for ISE spreads.
  • Fixed missing NMS spreads.
  • Fixed missing values in auctionPrint.
  • Now reject orders with overflowing dividend streams.
  • Now supporting Futures in our V8 environment. Read more about our Product Offerings here.
  • Risk Servers will prevent risk records being generated for some expired positions.

Citrix Tools:​

  • Symbol Viewer - Allow sorting spreads by ratio.

Trade​

  • For all order types where it is available, the uRef Bound dropdown now includes a range from 'None' to 600 bp.
  • Now supporting FLEX orders via Trade and MLink. Read more on our Trade manual.
  • Users can now view the details of block auctions that have been closed.

Portal​

  • Added MarRiskComposite in order to view MarRiskControl and MarRiskCounter together.

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.