FIX Services

The FIX Drop Copy service now supports modifications to the TextTT field (FIX tag 958=Text TT).

Options

The Options Electronic Eye (currently in BETA) displays market data for an option term and can be used to highlight possible trade opportunities. Users can create rules to only display markets that fit their criteria. TT calculates and displays a Buy Edge and a Sell Edge which is the difference between an opportunity and the theoretical value. These values, along with risk attributes of the option, can be used in the rules to filter for specific opportunities in the widget. Users can launch a Floating Order Entry widget from the Options Electronic Eye to quickly place trades or can group the widget with an MD Trader or Order Ticket.

Options

The Options Trade Monitor widget (currently in BETA) displays time and sales data for options contracts. Users can select a product “Family” to view trades for all options contracts for a particular underlying product. In addition to the time, quantity and price of each trade, this widget optionally displays the underlying price, the inside market, the theoretical value, implied volatility, Greek calculations, etc., at the time of the trade. Using the filter feature available from the widget menu (click the hamburger icon in the top left corner), users can also create rules to narrow down the trades they want to see displayed in the widget.

Fills

Enhanced the Fills widget to provide three different views of fills. The default "Detail" mode displays individual rows for each fill message for the day. The "Summary" mode rolls up the day's fills based on price levels within each contract. Both the Detail and Summary modes provide a date picker to select which day's fills to display. The third "Continuous" mode is similar to the Detail mode except that you can scroll back in time to view historical fills. The "Go to date" right click menu item is available in Continuous mode to jump to a specific date/time.

Note: Because "Detail" is the default mode, a side effect of this enhancement is that the Fills widget will now open blank each day if you have not yet traded that day.

Market Grid

Added an optional "IndOpen" (aka Indicative Open) column to Market Grid to display pre-open indicative prices, most notably for Eurex.

Order Book

Added the ability to modify algo order parameters from the Order Book toolbar.

Order Book

Added the ability to filter on the "TextTT" field in the Order Book, Fills widget and Audit Trail.

Positions

Improved the calculation of the AvgOpen price for open positions.

Setup App

Added a new field to the Company Settings - > Profile page that prevents an account that is configured for credit loss actions from being liquidated if P&L changes from one update to the next more than the configured percent (for example if the exchange sends an incorrect price update or settlement).

Setup App

The Max Position per Contract and Max Long/Short (gross) fields have been split into four fields: Max long position per contract, Max short position per contract, Max long position (gross), and Max short position (gross). This allows you to set separate limits for long and short positions, or disable long or short positions by setting the long or short position to 0. Existing accounts will have the current values copied to both the long and short fields.