Analytics Workspace / Curve Manager Beta Feature
- Analytics workspace and Curve Manager are now available as first-class members of the BTS shell. Settings are saved through workspaces and forms can be tabbed with sheets, etc. Please contact support if you're interested in trying this new feature.
Analytics Workspace
Expiration keyed forms now freeze the leftmost column by default
- Contact support if you want to revert back to the old behavior
Risk Units and Vol Response Forms now supports master-slave
- Ask ops for a quick way to set the yellow 0's and blue 1's to set this up
Added PW / CW Shift
- Can now move put and call wings in price terms. Target strikes are calibrated in Risk Units form as before
Added Expiration RR Shift and Global RR Shift
- Also Added RR $ move that adds cascade to shift value
Added Views
- Vol View is a pared down version of Vol Manager without the ability to change the Strike axis and without sundry diagnostics
- Strike Axis View allows the user to change the inputs that affect the X Axis of the vol curve (Delta / Stdk points, StndVol)
- Vol Diag View contains numerous volatility diagnostics: fwdvol, const vol, slope / curvature, etc
- Vol Response Results View contains inputs and information about vol response-- path response and shape response
- Vol Settings view contains various mode and override switches usually only needed for setup.
- Vol manager form is unchanged and still available
New Diagnostic:
- Added CalFwdVol diagnostic to display forward vol over calendar days
Probability Distribution now available in main graphs
- Right click->Visible Series->Select to turn it on
Sheets
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Similar to Cross Alerts, users can be (optionally) alerted in the sheets (via colors) when the Theo is "about to" cross the Option Market. The user can specify the "Proximity Alert Number of Ticks" for the driver that will cause the market to cross the Theo; the delta of the option is used to figure out if a movement in the driver price corresponding to the "Proximity Alert Number of Ticks" will result in a cross. This can be set via RightClick->Sheet Settings->Settings Window...->Alerts->"Proximity Alert Number of Ticks", and the colors can be set through "Proximity Buy Color" and "Proximity Sell Color" respectively.
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Sheet settings can now be shared across users.The settings dialog window has 2 new buttons "Load Settings" and "Save Settings". Sheet settings can be saved to a file using "Save Settings" and setting files can be loaded in the sheets through "Load Settings".
CQG Support
- BTS can now execute options and futures (only) on CQG.
Reports
- Added Theo to Settle PnL
New Icons / Shell Menu Renames
Renamed and re-iconed some utility applications to improve UI consistency
New Icons:
- Trade Entry Client now has black and white money icon
- AnalyticsWorkspace now has consistent curve manager icon
- All Admin Menu apps now have the gears icon
Admin Menu Renames:
- Renamed 'Account/Trade Management' 'Account Management'
- Renamed 'Expirations and Symbol Groups' to 'Expiration Management'
- Renamed 'Strikes' to 'Strike Management'
- Renamed 'Electronic Safeties' to 'Fuse Box'
- Renamed 'Future Prices' to 'Market Data Panel'
New Live Trading Limits
- The system can now receive new trading limits without a restart. These limits are set via our new management web UI
- ALL TRADING LIMITS WILL BE SET IN A WAY THAT WILL PREVENT TRADING UPON RECEIVING THIS RELEASE, YOUR PREVIOUS TRADING LIMITS WILL NEED TO BE MIGRATED.
- PLEASE CONTACT BTS SUPPORT TO VERIFY THAT YOUR LIMITS HAVE BEEN MIGRATED.
- Limits report in the shell is now deprecated in the favor of the web UI