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Version: 8.5.4.2

Release Notes

April 11th, 2025 Release Notes

Message and enum differences can be found here.

SpiderRock Connect:

  • ‘day.mny.bot’ and ‘day.mny.sld’ values for futures are now visible in the grid.
  • Fixed a bug in the synthetic quote server which caused underlying prices to be equal across all expiries.
  • Fixed an issue with account client firm permissioning and inserting AwayTicket trades.
  • Removed hard collar checks.
  • Set uPrcRatio=1 in cases where the driver instrument is identical to the delivered underlying (e.g. when underlierMode=FrontMonth and the option's deliverable futures is the front month).

Citrix Tools:

  • Risk Manager - Fix to allow the import of stocks into the RM blotter.
  • Symbol Viewer - Addressed an issue for mismatched prices between Surface and Bid/Ask markets in the VolSurf chart.
  • Symbol Viewer - Fixed visualization for a specified range in ‘VolSurf’ chart view.
  • Symbol Viewer - Option to ‘Include Underlier(s)’ in Risk Chart view will now update as per the chosen refresh settings.
  • Symbol Viewer: Ticket Blotter - Updating blotter basket will now reject previously filled orders when necessary

Portal

  • Expanded the partial ticker search.

Trade

  • Added currency symbol to selected ticker and ticker search results.
  • Added a Root Selector above the Analytics Panel to be flexible when selecting option series.
  • Added "Test Auction" chip to auction cards.
  • Fields will now be enabled or disabled based on the selected limit types.
  • Improved design of order cards to include "Create Time", "Currency", "Asset Type", and "Exchange".

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