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Version: 8.5.3.3

Release Notes

March 22nd, 2025 Release Notes​

Message and enum differences can be found here.

SpiderRock Connect:​

  • Added a new hybrid position source which leverages SpiderRock's known position when a clearing position is not present within the system.
  • Added support for Cboe Bitcoin US ETF Index (CBTX) options and Cboe Mini Bitcoin US ETF Index (MBTX).
  • Corrected a bug where the synthetic fair price was being priced incorrect when uPrc drivers were switched for VIX and SPX.
  • ImpliedQuoteServer will use SyntheticExpiryQuotes for the uPrc when available.

Citrix Tools:​

  • Risk Manager - Added hedgeDelta, hedgeGamma, and hedgeDDelta columns.
  • Symbol Viewer - Expiry cards now properly reflect ATM fixed move vol changes on day.
  • Symbol Viewer: Ticket Blotter - Added support for ‘SpdrPulse’ for Stock and Future.

Coming Soon to SpiderRock​

FLEX Enhancements​

SpiderRock will be enabling support for Delta-on-Close FLEX options for our SpiderRock ATS.

    Expected Release: Q2 2025

Europe Expansion​

SpiderRock is expanding to European markets, bringing our cutting-edge trading technology to a global audience. Now available via our powerful APIs — SRSE and MLink — as well as our newly launched Trade Tool, our platform offers seamless access to European derivatives markets. With real-time market data, advanced analytics, and high-performance execution capabilities, SpiderRock empowers traders and institutions to optimize their strategies across multiple regions with ease.

    Expected Release: Q2 2025

Next Generation Quant Package​

SpiderRock is working to deliver our next generation quant package. This package will include new surfaces, improved fair market probability models, and integrated support for FLEX options.

    Expected Release: Q3 2025