Skip to main content
Version: Upcoming

Release Notes

May 30th, 2026 Release Notes​

Message and enum differences can be found here.

SpiderRock Connect:​

  • Added DFLT symbol logic support to SpdrRiskControl in V8.
  • Added delay until market open for TWAP orders placed prior to the open.
  • Added support for certain cross-product auto-hedging.
  • Added totalVega, avgVolOffset, and weightedAvgVolOffset fields to responderMarkupVegaDir.
  • Added vwapParticipation field to the parentOrderGateway.
  • AutoHedgeServer can now revive auto-hedge orders in an active hold or timed out state.
  • Fix to properly reject the replacement of a rejected order via FIX in the FIX Client Gateway.
  • Fixed incorrect time filtering in the Trade Analyzer.
  • Fixed mishandling of bust messages via FIX.
  • Fixed MGTN Index quotes.
  • Fixed netDayNValue and absDayNValue calculations in SpdrRiskCounter to use underlying price.
  • Fixed Phi display in LiveImpliedQuote and LiveImpliedQuoteAdj.
  • Hardened parentBalanceHandling logic for on-open and on-close orders.
  • Improved stability of 0 DTE option pricing for time and interest rate handling.
  • Locate quantity is now populated in msgSpdrStkBrkrEvent.
  • Standardized Opt.Pnl.Brk calculation across risk servers.
  • Updated stock order behavior when a partial locate is available.

Citrix Tools:​

  • Risk Manager: Fix for RM Widget, now updates after market close.
  • Symbol Viewer - Added sort functionality to the ticker tab.
  • Symbol Viewer - Fixed a bug with the display of SPY curves in ATM Vol history.
  • Symbol Viewer - Maximum options order size set to 100,000 in Quick Ticket and Order Blotter.
  • Symbol Viewer: Ticket Blotter - Added midPrc and iMid columns to the Multileg Ticket Blotter.

WebApps Tool Suite:​

  • IGNITE - Added order entry support via futures expiry cards.
  • IGNITE - Added position risk tables to the listed option montage dropdown.
  • IGNITE - ATM bar now adjusts dynamically to reflect underlying price changes in the option montage.
  • IGNITE - Improved expiry date display on expiration cards.
  • IGNITE - Strike and expiration filters now persist in the option montage.

OPRA Symbol Rebalancing:​

We also wanted to inform you that effective Monday, June 1st, OPRA will be performing its quarterly symbol rebalance, which modifies the channels on which symbol ranges are distributed. These changes will be transparent to SpiderRock Platform users. SpiderStream market data consumers in V7 only who are impacted should have received a separate notification from SpiderRock Gateway Support detailing the new symbol ranges. There will be no changes for MLink and V8 multicast feeds.

May 9th, 2026 Release Notes​

Message and enum differences can be found here.

SpiderRock Connect:​

  • Added ATS responder fee category values to ATS AuctionState message.
  • Added CME fixing price to MLink (FutureCloseMark or FutureSettlementMark).
  • Added country code on ISIN in ticker definition for EU products.
  • Added support for ICE products (ICE Europe and US).
  • Added Vega to SpdrRiskControls.
  • Addressed issue where data was stale in ExpirationRiskRecordV5.
  • Fix for market on close orders to ignore ParentOrderHandling if it is included.
  • Fix to ensure BrkrState messages are published after cxl/replace.
  • Fix to honor group future contract limits for auto-hedges.
  • Fix to stabilize synthetic SPX and NDX index quotes.
  • Fixed incorrect edays values in RV, SV and in msgSymbolRiskDetailV5.
  • Fixed some visibility issues in MarRiskControl.

Citrix Tools:​

  • Order Manager V2 - Fixed future spread description in the instrument column.
  • Symbol Viewer - Fix for sporadic missing bid/asks and other columns.
  • Symbol Viewer - Fix for the radio button setting not saving properly for auto-hedges on startup.
  • Symbol Viewer - Renamed uOff to uPrcRatio in the AtmVol Chart.
  • Symbol Viewer: Ticket Blotter - Fixed the display of the Theta calculation.

WebApps Tool Suite:​

  • IGNITE - Added a Swap option for European equities to the auto-hedge pulldown.
  • IGNITE - Added ability to search by description/Futures ticker.
  • IGNITE - Added description to root selector.
  • IGNITE - Algo order duration is now sticky, matching the behavior of algo type.
  • IGNITE - Disabled probability values for spread orders.
  • IGNITE - Display counter party identity on the auction response panel for disclosed auctions.
  • IGNITE - Properly display our fair vol for each strike in trade sheets.
  • IGNITE - Updated all delta and gamma values to 3 decimal places.
  • IGNITE - Updated block auction time to only allow for 1, 2, 5, and 10 minute auctions.
  • IGNITE - Updated status category chips for order queue.

April 18th, 2026 Release Notes​

Message and enum differences can be found here.

SpiderRock Connect:​

  • Added support for non-hex values in groupingCode and riskGroupID on messages sent via FIX through the clientGateway.
  • Added support for one-letter tickers in MLink calculators.
  • Added support for LiveSurfaceComposite record in V8.
  • Adjusted logic to properly leverage numMakeExchange/maxExposureSize from parent limit record.
  • Bid price used as upper bound for srprc when ask price is missing in OptionCloseMark.
  • Dividend overrides are properly applied to option price and vol calculations in MLink.
  • Generate riskMetrics in SpdrRiskExecution for fills bridged from V7.
  • Override to allow routing through NDX options.
  • Relaxed Open Exposure risk check from a hard pre-trade block to a soft gross-violation check, reducing false order rejects.
  • Removed errant Delta on expired OTM options.
  • Stabilization of stock PnL after close.
  • Upgrade to new version of Bloomberg Terminal Connect.

Citrix Tools:​

  • Symbol Viewer - Autohedge settings correctly load on startup.
  • Symbol Viewer - Live surface now appears correctly in Option Calculator before market open.
  • Symbol Viewer - Toggle for Log(Ivol/SPY) in AtmVol Chart now updates correctly when switching symbols from SPY.
  • Symbol Viewer: Ticket Blotter - Added functionality to efficiently set/edit orderActiveSize.
  • Symbol Viewer: Ticket Blotter - Improved synchronization of vol to price conversion between Ticket Blotter and Execution Engine.

WebApps Tool Suite:​

  • IGNITE (Trade) - Enhanced AlgoDisplay scaling.
  • IGNITE (Trade) - Order cards limited to sorting by create time.
  • IGNITE (Trade) - Renamed the orderShape Mix Basket to Basket.
  • IGNITE (Trade) - Root selection for options on futures is persistent.
  • IGNITE (Trade) - Surface chart is now visible.

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 IGNITE 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.