6.5 KiB
6.5 KiB
Release Notes
1.3.8
Speed Enhancements
- Further speed enhancements
Conditional (new quoting parameter)
- Reduces re-quoting updates by only quoting if N ticks away from the opposite inside market.
- Quotes are cancelled when it gets further away.
- "Price Type" dictates if this logic applies to the quoting market or to the synthetic spread market.
1.3.7
Net Change pricing
- The ability to price synthetics based off of net change
1.3.5
Speed Enhancements
- Further speed enhancements
Separation of implied and direct market data
- Viewing within a market view will now show 3 columns
- Direct
- Implied
- Merged
- Ability to configure the market data size in a ladder as the following
- Direct
- Implied
- Merged
Synthetic creation option to choose Merged or Direct
- The ability to choose Merged or Direct per leg when creating a synthetic
Volume at price
- Within a ladder you can now see a volume at price graph
- This is configurable from a ladder's settings as well
Customized settings in all windows
- All windows now contain a settings page where grid settings (font color, size, etc) are applied
- These settings can be saved on a per-window basis or as a Default for newly-launched windows
1.3.1 Through 1.3.4
Speed Enhancements
- Further speed enhancements
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
##1.1
###1.1.22
- Orderbook: Orders in Error status can now be recreated
- Orderbook: Orders containing child orders will now be collapsed by default.
- Orderbook: Expand / Collapse All button added to the right-click menu and window action pane, denoted by ▲ icon
- Orderbook: Symbol column added to allow for filtering based on group symbol
- Time filters now have a quick Set Last Hour hyperlink which will set the Period Begin filter to (Now - 1 hour)
###1.1.20
- Update CME market data handler for price precision extension. https://www.cmegroup.com/confluence/display/EPICSANDBOX/Price+Precision+Extension
###1.1.8
- Enabled wild cards in risk management UI
- Fixed spreader order updates
###1.1.7
- Fixed spread leg price fill
- Fixed HO cash per point value
###1.1.6
- Fixed occasional crash when filtering fills
- Fixed several cash per point multipliers
- Colored time of sales row with aggressor side
- Iceberg orders now cancel (rathern than error) when a child is canceled
###1.1.0
- Added per user self match protection, location and self match protection FIX tag settings
- Implemented a new "Trigger Order" algo
- Corrected tick formatting for a number of products
- Added the hability to recreate canceled orders
- Added leg fills to facilitate futured based PnL
- PnL report now has PnL columns calculated based on your start of day, current day, and total position
- 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
- Corrected cash per point values, used in pnl calculations, for a number of products
- PnL report will now remember any customizations you make to filtering and/or sorting criteria