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Version: Upcoming

Release Notes

July 11th, 2026 Release Notes​

Message and ENUM differences can be found here.

System Changes:​

  • Added cross-hedge support for GOOG/GOOGL.
  • Added the ability to enable/disable ATS and Exchange auction engagement on parent orders.
  • Added the following Sym/Acc risk limits: maxAccDayWtVegaLn, maxAccDayWtVegaSh, accDayWtVegaOffset, maxAccDayDDeltaLn, maxAccDayDDeltaSh, and accDayDDeltaOffset.
  • Added prevDay surfaces for index products to the liveSurfaceFixedTerm and liveSurfaceFixedGrid tables.
  • Added visibleInSV field to SpdrParentBrkrState.
  • Corrected the signs of the upRisku15 and dnRisku15 fields in ParentExecution.
  • Enhancement allowing clients to define per-leg uPrc values in FIX-based orders.
  • Fix to address PnL discrepancies in NMS symbols after the close.
  • Fixed RootDefinition logic in the FlexSpreadCalculator when the underlying ticker differs from the option ticker.
  • Removed on-close orders from RTH self-match prevention checks.

Citrix Tools:​

  • Hedge Tool - Addressed a delay when updating Stk.Status.
  • Order Manager V2 - Corrected the Make Limit column description in the column chooser.
  • Order Manager V2 - Fixed incorrect order status displays for multi-leg orders.
  • Risk Manager: Fix for raw delta values displaying as 0 for options on their day of expiry.
  • Risk Manager: The "All" slide columns in the Risk Aggregation tab are now hidden.
  • Symbol Viewer: Basket Blotter - Added support for the ParentSizeVega column.
  • Symbol Viewer: Ticket Blotter - Now blocks updates that would alter the auto-hedge of working orders.
  • Symbol Viewer: Ticket Blotter - Re-enabled MktSize for regular tickets and disabled it for staged orders.

WebApps Tool Suite:​

  • IGNITE - Added the ability to send done-away tickets.
  • IGNITE - Added the ability to preference auctions to specific counterparties within the SpiderRock Network.
  • IGNITE - Clients can now define custom progress slices for TWAP orders (up to 20).
  • IGNITE - Locate pools are now applied automatically when requesting a locate.
  • IGNITE - Optimized performance in multiple areas.
  • IGNITE - Updated the Analytics tab design.
  • SPARC - Added the ability to view and edit MAR Risk Controls and Supervisory Risk Controls (with appropriate permissions).
  • SPARC - Improved overall tool performance.

June 20th, 2026 Release Notes​

Message and ENUM differences can be found here.

SpiderRock Connect:​

  • Cleaned up intra-day record deletion process for SpdrRiskControl.
  • Fixed issue with order durations for AUX limit type.
  • Improved CFE VX trading period to reflect after-hours.
  • Now supporting ExchMask for Active Taker only.
  • userSurfVolMiss now evaluates against the final calculated price (including all applied limits, minSurfEdge, and NBBO competitiveness) and populates the noticePriceSkipVolTerms fields.

Citrix Tools:​

  • Order Manager V2 - Added SumLeaves, SumOrderSize, and TrdPrem columns.
  • Symbol Viewer - Now including stock delta PnL in the pnl.de column.
  • Symbol Viewer - Ticker Blotter: Added VWapAlpha.

WebApps Tool Suite:​

  • IGNITE - Added position-type toggle to single stock orders.
  • IGNITE - Added iVolChg field to positions table.
  • IGNITE - Corrected detail display issues.
  • IGNITE - Improved earnings data retrieval.
  • IGNITE - Improved price updates when switching tickers.
  • IGNITE - Implemented UI for a Greeks TradeSheet.
  • IGNITE - Improved usability for updating the public price field.
  • IGNITE - Improved Vol Limit Value adjustments.
  • IGNITE - Split surfPrc column in Mixed Baskets into tkSurfPrc and mkSurfPrc.
  • IGNITE - Updated refDe display for FLEX DAC.
  • SPARC - Started beta-testing Maintenance tab which will include position breaks and early exercise information.

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 multi-leg 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.

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.