Release Notes
March 28th, 2026 Release Notes
Message and enum differences can be found here.
SpiderRock Connect:
- Added OpnDivPnl back into msgRiskCubeDetailv5.
- Preserves user data from reviewResponse when a Stage Review order gets modified.
Citrix Tools:
- Symbol Viewer - Fixed a bug to correct cycle through the risk widgets.
- Symbol Viewer - Fixed a bug with the OpenCn display.
- Symbol Viewer - Fixed issue with missing greeks and rates before market open.
- Symbol Viewer: Ticket Blotter - Increased vega ratio to 10.0.
- Symbol Viewer: Ticket Blotter (MLeg) - Fixed bug that prevented unknown stock reject when trading SPX/SPXW packages.
WebApps Tool Suite:
- Portal - Fixed bug in which filters could not be applied if a record is open.
- Trade - Added a tab to order queue that displays the previous day's orders.
- Trade - Added probability columns to options montage.
- Trade - Added probability parameters for secondary limits.
- Trade - Can now multiselect and choose order shape directly in Option Montage.
- Trade - Disabled the "Add Stock" button for European tickers.
- Trade - Enabled taker MLeg for Europe.
- Trade - Updated color scheme in position and risk table.
- Trade - Updated FLEX DAC leg columns.
- Trade - Updated the order items column to display client configure order parameters.
March 7th, 2026 Release Notes
Message and enum differences can be found here.
SpiderRock Connect:
- Added CBOE ExchAuctionPrint and CBOE ExchAuctionNotice.
- Added fill theta to omv2 record.
- Added group hex to SpdrParentExecution.
- Added HistoricalVolatilitiesHist.
- Added VegaLeft and $VegaLeft to omv2 aggregations.
- Enhanced implied pricing model for multi-deliverable options.
- Fix for some missing CBOE spread quotes.
- Fixed minor bug in historical surfaceATM archive.
- Groundwork laid for upcoming V4 Quant Package.
- Market Limit in ICE chat now displays "PRC".
- Renamed trdTheta aggregation to match v7's $Theta.
- SpdrMLegBrkrEvent now properly updates on close events.
- Split cancel and entry cut-off times for closing orders.
Citrix Tools:
- Risk Viewer - Fixed display bugs for weighted vega and div PnL.
- Risk Manager: Blotter - Added strategy drop down when blotter is opened by the "close delta" or "close position" prompt.
- Symbol Viewer - Now filters out expired strikes.
- Symbol Viewer: MLeg Blotter - Added optDGa to option total row.
- Symbol Viewer: Spread Order Ticket - Max Visible quantity can now be set to a value below 100.
- Symbol Viewer: Ticket Blotter - Increased vega ratio to match v7.
WebApps
Trade
- Added auto hedge to order tickets.
- Added basic sound notifications for orders and auctions.
- Added menu to options montage multiselect.
- Added multiselect to options montage.
- Added position and risk analytics view.
- Added probabilities and vegas to the algo display.
- Added scroll feature to basket order items.
- Allowed disclosed firms' identity to be viewable.
- Display "user limit px" in order ticket.
- Relabeled "live vol" and "live px" in basket order ticket.
- Updated the basket order card design.
- Updated uPrc range capability.
March 1st, 2026 Targeted Release.
SpiderRock has made the following changes to our stripes:
| Stripe | Description |
|---|---|
| A1 | A to AMZP |
| A2 | AMZP to BEAG |
| B1 | BEAG to CLSE |
| B2 | CLSE to DKNG |
| C1 | DKNG to FDAT |
| C2 | FDAT to GLDB |
| D1 | GLDB to IBM |
| D2 | IBM to KTTA |
| E1 | KTTA to MLN |
| E2 | MLN to NMAI |
| F1 | NMAI to PLRX |
| F2 | PLRX to SANM |
| G1 | SANM to SOXS |
| G2 | SOXS to TSLA |
| H1 | TSLA to VABK |
| H2 | VABK to ZZZZZZ |
| Stripe | Symbol List |
|---|---|
| M1 | IWM, MRUT |
| M2 | SPY, VXX |
| M3 | QQQ, NDX, NDXP, NQX, XND |
| M4 | OEF, OEX, DIA, DJX, EFA, MXEA, EEM, MXEF |
| S | SPX, SPXW, XSP, VIX, VIXW |
Read more about SpiderRock's stripes here.
Coming Soon to SpiderRock
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.
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.