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Version: 8.5.5.1

Release Notes

May 3rd, 2025 Release Notes

Message and enum differences can be found here.

SpiderRock Connect:

  • Added netTimestamp and srcTimestamp to liveImpliedQuoteAdj.
  • Removed odd lots from daily high low stock prints.

Citrix Tools:

  • Risk Manager - Columns now save properly in the basket blotter.
  • Symbol Viewer: Ticket Blotter - Importing basket orders will now not overwrite presets.
  • Symbol Viewer: Ticket Blotter - Fixed a bug where ‘effLimitPrc’ did not update in accordance with modifications to order price percentage.
  • Symbol Viewer: Ticket Blotter - Vega limit ratio able to go under 0.5.

Trade

  • Improved the algo parameters for single and spread orders.
  • Improved the Analytics pulldown menu.

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