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Version: Upcoming

Release Notes

November 15th, 2024 Release Notes​

Message and enum differences can be found here.

SpiderRock Connect:​

  • Added an error message field for msgOptCloseMarks errors in MLink.
  • Added msgLiveImpliedQuote to sandbox environments.
  • Auction notices now comply with standard user permissions.
  • Fixed an issue where msgOptionTheoVol would display a tPrc value when tVol is '0'.
  • Fixed an issue with date parsing in an MLink Subscribe 'where' clause.
  • Implemented CME trading periods.
  • In SpanRiskCalculator, priceSpanUp and priceSpanDn are now given in units of USD and volMoveUp and volMoveDn are now given in whole numbers and not as percentages.
  • Mark msgStockCloseMark state to final at 1515.

SpiderRock ATS:​

  • Improved Auction Filter to now filter for larger amount of tickets.

Citrix Tools:​

  • Order Manager - Time-in-Fill is now standardized.
  • Order Manager v2 - Added uprc.mv column to Risk Aggregations tab.
  • Order Manager, Order Manager v2 - Added countdown in the format hh:mm:ss.
  • Symbol Viewer - Adjusted Delta calculation now references the per-strike vega-slope value. / Corrected Adjusted Delta calculation's referenced values.
  • Symbol Viewer - Staged order baskets now appear in the 'Staged' tab regardless if a part of the order has rejected or not.
  • Symbol Viewer - The Risk Chart now shows a test position's delta as the option's delta.
  • Tool Launcher - No longer able to be maximized.

Trade:​

  • Added an error pop-up when inputted public price violates mid-market rule.
  • Added secondary offset limits for both Maker and Taker order types.
  • Renamed TWAP order type chip to read as "Spider Progression."
  • Updated market sessions for block auctions to operate only during regular market hours.
  • Updated UI to accept partial sizes from auction responders.