227 lines
9.8 KiB
Markdown
227 lines
9.8 KiB
Markdown
# Release Notes
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## 1.4.8
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### Marketdata
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- Additional trade details for CME ticker
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## 1.4.7
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### Bug Fixes
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- Corrected FIX tag 1028, ManualOrderIndicator, when orders are triggered by algos
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## 1.4.6
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### Ladder Usability Improvements
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- The ladder can now be zoomed in/out according to a user's preference
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- The zoom slider can be enabled from Ladder Form -> Settings button -> Left Pane tab -> check Zoom Slider checkbox
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- The zoom functionality can also be performed via hotkey and mouse wheel combinations
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- Zoom In = CTRL + Mouse wheel up
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- Zoom Out = CTRL + Mouse wheel down
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- Reset zoom = CTRL + Mouse wheel click or double click on the zoom slider
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### Exchange simulator
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- Improved the exchange simulator to track real market data more closely
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### Bug Fixes
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- Fixed a UI crash in some cases when attempting to sort the order book by time
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## 1.4.5
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- Fixed entitlement validation for ICS spreads
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- Tuned performance logging
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## 1.4.4
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### Performance Improvements
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- Reduced performance logging activity
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## 1.4.3
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### Ladder Usability Improvements
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- Controls found in Left Pane of the ladder can now be hidden via the checkboxes found under Ladder Form -> Settings button -> Left Pane tab
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- The Left Pane is now scrollable with the mouse wheel when there isn't enough vertical space to accomodate the entire form
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- The Left Pane can now grown and shrunk horizontally via the splitter between the left pane and the main ladder area
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### Performance Improvements
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- Requoting and hedging latency has been reduced by up to 30%
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### Software Development Kit (SDK) Improvements
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- The API now enforces authentication
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### Bug Fixes
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- The Market View form now honors filters when new securities are added
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## 1.4.2
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### User Interface Improvements
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- When creating a synthetic from the Market View window, securities are now added to the Create Synthetic dialog in the same sort order as they appear in grid
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### Bug Fixes
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- Shell no longer crashes when removing a security from the synthetics window
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- It is now possible to create a new synthetic using the same name as a previously deleted synthetic
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### SDK Improvements
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- Improved Client and Server SDK clarity and documentation
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### Performance Improvements
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- Synthetic calculation speed was improved by 400%.
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### Risk / Entitlement System
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- Risk Admin UI
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- Spark users now have separate Trading, RiskAdmin, and/or MDAdmin permissions
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- Spark users can now only add other users or accounts if permissioned to do so.
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- Market Data Entitlement
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- Automated market data reporting
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## 1.4.1
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### Tabs
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- Tabs now shrink and expand to make better use of horizontal space
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### Bug Fixes
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- Fixed a bug that could cause excessive CPU usage when a connection broke
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- Fixed a layout bug in hedging/requoting performance reports
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- Fixed account name mismatching bug for old fills
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### Absolute Position limits
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- Positions can now be netted or absolute for purposes of limit enforcing
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## 1.4.0
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### Speed Enhancements
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- Improved requoting and hedging performance
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- Improved order book form performance
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### Server Side SDK
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- Added a beta version of the server side SDK
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### Front End
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- Added status bars to all UI grids
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### Reporting
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- Added reporting of hedging and requoting performance
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## 1.3.8
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### Speed Enhancements
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- Further speed enhancements
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### Conditional (new quoting parameter)
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- Reduces re-quoting updates by only quoting if N ticks away from the opposite inside market.
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- Quotes are canceled when it gets further away.
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- "Price Type" dictates if this logic applies to the quoting market or to the synthetic spread market.
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## 1.3.7
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### Net Change pricing
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- The ability to price synthetics based off of net change
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## 1.3.5
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### Speed Enhancements
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- Further speed enhancements
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### Separation of implied and direct market data
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- Viewing within a market view will now show 3 columns
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- Direct
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- Implied
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- Merged
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- Ability to configure the market data size in a ladder as the following
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- Direct
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- Implied
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- Merged
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### Synthetic creation option to choose Merged or Direct
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- The ability to choose Merged or Direct per leg when creating a synthetic
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### Volume at price
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- Within a ladder, you can now see a volume at price graph
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- This is configurable from a ladder's settings as well
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### Customized settings in all windows
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- All windows now contain a settings page where grid settings (font color, size, etc) are applied
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- These settings can be saved on a per-window basis or as a Default for newly-launched windows
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## 1.3.1 Through 1.3.4
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### Speed Enhancements
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- Further speed enhancements
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## 1.2
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### Market View
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- Synthetic future leg working orders are now shown
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### Order Book
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- Many visual facets of the Order Book grid can now be customized
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- The Order Book settings page can be accessed from the gears icon in the Order Book toolbar or from the right-click menu
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- The Expand/Collapse All button has been separated into two different buttons on the toolbar
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### Sound Alerts
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- Sounds alerts can now be configured for various order events
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- Configure sounds under the Sound/Notification Triggers on the Order Book settings page
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### Fills
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- Newly launched fill windows will filter out start-of-day records by default
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### PnL
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- Prices are now formatted with penny precision
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- Day PnL has been added to the Totals footer at the bottom of the window
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### Ladder
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- Order badges now have been improved to communicate a variety of order state
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- Background color now indicates order side
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- 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
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- Border color around badge will match the associated algo color
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- Exchange orders will present with a solid dot in the badge's top-right corner
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- 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
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- Hedge orders will present with a vertical line inside the badge's left border
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- Trigger orders, once triggered, will no longer be shown in the ladder
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- Session High and Low visual indicators have been added to the Price column
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- Session range is now indicated in the Price column
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- A button reflecting position has been added above the quantity field
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- This button reflects the position for the currently selected account
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- Pressing the button will copy the position size to the quantity field
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- Order quantity button size values are now customizable
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- Default size preset values can now be changed, as well as added or removed
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- This can be configured per ladder instance (i.e. per security) by making use of the Custom tab
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- Synthetic ladders that were saved as part of a workspace are now restored on startup
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### Synthetics
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- Hedge Ratio parameter has been renamed to Lean Qty Factor
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- Spreader now includes a Hidden mode parameter
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- A quoting leg can be hidden, ie an order will not be sent out until the market crosses the computed quoting price. When that happens, the quote is sent out as an IOC order.
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### Algos
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- 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
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- IOC/FAK order type added
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- Cover order type added
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- Canceling a synthetic order no longer cancels any working hedge orders
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### General
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- A manual page has been added to the launcher Help menu
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- Various help buttons and tooltips were added throughout the application
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- Various cash per point values updated
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- Time-based grid filters now have tick up/down buttons
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- Numerous performance improvements and stability enhancements
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- Automated position and Order Book maintenance during daily recycle
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- Individual fills will be compacted into the Start of Day position records
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- Orders from the day before the recycle will be deleted
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##1.1
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###1.1.22
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- Order Book: Orders in Error status can now be recreated
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- Order Book: Orders containing child orders will now be collapsed by default.
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- Order Book: Expand / Collapse All button added to the right-click menu and window action pane, denoted by ▲ icon
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- Order Book: Symbol column added to allow for filtering based on group symbol
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- Time filters now have a quick Set Last Hour hyperlink which will set the Period Begin filter to (Now - 1 hour)
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###1.1.20
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- Update CME market data handler for price precision extension.
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https://www.cmegroup.com/confluence/display/EPICSANDBOX/Price+Precision+Extension
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###1.1.8
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- Enabled wild cards in risk management UI
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- Fixed spreader order updates
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###1.1.7
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- Fixed spread leg price fill
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- Fixed HO cash per point value
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###1.1.6
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- Fixed occasional crash when filtering fills
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- Fixed several cash per point multipliers
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- Colored time of sales row with aggressor side
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- Iceberg orders now cancel (rather than an error) when a child is canceled
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###1.1.0
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- Added per user self match protection, location and self match protection FIX tag settings
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- Implemented a new "Trigger Order" algo
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- Corrected tick formatting for a number of products
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- Added the ability to recreate canceled orders
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- Added leg fills to facilitate futures based PnL
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- PnL report now has PnL columns calculated based on your Start of Day, current day, and total position
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- Start, Day and Total PnL columns are painted with a red or green background color based on if the pnl value is negative or positive respectively
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- Corrected cash per point values, used in pnl calculations, for a number of products
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- PnL report will now remember any customizations you make to filtering and/or sorting criteria
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