Synthetic creation dialog has a "fractional" checkbox next to the tick settings. Users may uncheck this box to enter integer tick sizes, so the synthetic security's prices will be displayed without decimals, or fractional units.
All ladders can now be recentered by (shift or alt) + double clicking over the Price column in a ladder
Added a Max Order Quantity setting to the Safety Checks tab on the Ladder settings. This setting allows for a user-defined maximum order quantity.
Added a Price Display Format setting to the Market Price and Size Display tab on the Ladder settings. This setting allows for price levels in the ladder to be displayed without a decimal separator.
Synthetic instrument creation with 3 legs no longer defaults to butterfly quantites
Added the name of the spreader to the parent algo badge (for spreader child orders), in the fills, orderbook and floating orderbook windows
Added support for sounds for new orders
Added a new quoting throttle parameter for the spreader, that throttles quotes that are moving toward the inside market but are still a configurable number of ticks away
Enabled the ladder to remember the left panel scroll position across front end restarts
Changed the login dialog to avoid leaking workspace names from other users.
Added new Splitter algo. From the manual: The splitter is useful
for pro-rata markets where you want to vary your exposure
independent of the order quantity that you want to fill. The
splitter will complete when the number of fills reaches or exceeds
the order quantity but it will put exposed_qty total size on the
market. Splitter favors order size over queue position.
Changed the API so that algos do not fully terminate until all
their children are terminated. Algos that are in the process of
shutting down in response to a complete or cancel call will still
receive child updates, which they can use to calculate and report
an accurate fill count (during this shutdown stage algos cannot
create, cancel or update children). A new IAlgoServices method,
is_shutting_down(), can be used to determine if an algo is
shutting down.
Introduced multiple settings profiles for the ladder
This allows multiple standard configuration for the ladder, optionally with security specific variations
Made Cover order more independent from its hedging chidren:
Cover continues to operate even if an hedging child is canceled
When a cover is canceled it will detach from any running hedging children, instead of canceling them
Changed Lean, Join and Cover algos to hide themselves in the ladder once they have completed their work
Changed manual fills to appear in day PnL rather than in the SOD records
Add buy/sell coloring to fill rows in fills window
Streamlined the mini order book:
Display of the mini order book popup is quicker
Only exchange orders are displayed
Update buttons are only displayed for orders that are under control of an algo with the update applying to the entire algo, not just the exchange order
We can now select multiple rows to attach, detach, update or cancel multiple orders in a batch
A checkbox column has been added to make clearer which rows are selected
Allowed quick algo param edits by middle-clicking on either the bid/ask columns or a "favorite" button
Added support for manual fills, either entered manually or imported from file. Manual fills are used only for P&L purposes, they have no impact on limits
Allowed the LTQ and VAP values to be overlayed on the same ladder column
Added day position information to the ladder
Added PIQ to the mini order book
Fixed a rare bug that could lead to server failure when requesting market data
Fixed a bug that could cause incorrect price displays for certain types of synthetic securities
This release introduces a major new feature, the Algo Studio, a
set of tools allowing traders to create their own algos by
composing existing algos to express unique strategies.
Fixed the "Since Open" time filter to use the exchange open time rather than 8:30 AM
Fixed the floating order book so that rows are no longer
highlighted after an order is modified
Relocated quantity and price columns in floating order book immediately after the cancel column; users now can move the mouse a much shorter distance when modifying their orders
An OCO order creates a relationship between a child order and a 'stop' or 'other' order such that when one of these is cancelled, both cancel, or when one is filled, the other order's size is debited in the amount of the fill. Composing this order with Cover simulates scalping functionality
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
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
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 be sent out until the market crosses the computed quoting price. When that happens, the quote is sent out as an IOC order.