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Version: Upcoming

Release Notes

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:​

  • Mesa (Portal) - Only able to select a row by clicking the checkbox.
  • 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.

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.

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.