spark/doc/user/docs/release_notes_1.2.md

1.2

Market View

• Synthetic future leg working orders are now shown

Order Book

• Many visual facets of the Order Book grid can now be customized
  • The Order Book settings page can be access from the gears icon in the Order Book toolbar or from the right-click menu
• The Expand/Collapse All button has been separated into two different buttons on the toolbar

Sound Alerts

• Sounds alerts can now be configured for various order events
• Configure sounds under the Sound/Notification Triggers on the Order Book settings page

Fills

• Newly launched fill windows will filter out start-of-day records by default

PnL

• Prices are now formatted with penny precision
• Day PnL has been added to the Totals footer at the bottom of the window

Ladder

• Order badges now have been improved to communicate a variety of order state
  • Background color now indicates order side
  • Child orders will display a one-character abbreviation to their parent order enclosed in a rectangle; the rectangle will have a fill color matching the parent order
  • Border color around badge will match the associated algo color
  • Exchange orders will present with a solid dot in the badge's top-right corner
  • When multiple orders reside at the same level, a solid triangle will be present in badge's bottom-right corner; all other badge decorations will not be visible in this state
  • Hedge orders will present with a vertical line inside the badge's left border
• Trigger orders, once triggered, will no longer be shown in the ladder
• Session High and Low visual indicators have been added to the Price column
• Session range is now indicated in the Price column
• A button reflecting position has been added above the quantity field
  • This button reflects the position for the currently selected account
  • Pressing the button will copy the position size to the quantity field
• Order quantity button size values are now customizable
  • Default size preset values can now be changed, as well as added or removed
  • This can be configured per ladder instance (i.e. per security) by making use of the Custom tab
• Synthetic ladders that were saved as part of a workspace are now restored on startup

Synthetics

• Hedge Ratio parameter has been renamed to Lean Qty Factor
• Spreader now includes a Hidden mode parameter
  • A quoting leg can be hidden, ie an order will not sent out until the market crosses the computed quoting price. When that happens, the quote is sent out as an IOC order.

Algos

• Trigger orders now can contain a Trigger Exit parameter based on time or price; once the exit condition has been met the Trigger order will cancel
• IOC/FAK order type added
• Cover order type added
• Cancelling a synthetic order no longer cancels any working hedge orders

General

• A manual page has been added to the launcher Help menu
• Various help buttons and tooltips were added throughout the application
• Various cash per point values updated
• Time-based grid filters now have tick up/down buttons
• Numerous performance improvements and stability enhancements
• Automated position and orderbook maintenance during daily recycle
  • Individual fills be compacted into start of day position records
  • Orders from the day before the recycle will be deleted