Hedging
- Made hedger round to the nearest future in the outright and spread hedger by default.
- Data is available for a missed hedge report
Analytics
- New Risk Greek, DeltaNoVR, is equal to vol by strike delta.
Click Trading
- If the auto hedger can not hedge a click trade (that is set to be hedged by default), a warning window pops up now, allowing the trader to continue or not.
Electronic Safeties/Fuse box
- Spread Eye can be switched on or off from the FuseBox now.
Spreads
- Spread with crosses can be filtered using the "Crosses" check box.
- In an effort to quickly zero in on desired spreads, the spread window now supports 4 additional filters. Each of these identical filters takes in a range (minimum, maximumn - both or one) and the type of data (Number of Contracts, Delta, Edge, Gamma, Strikes, Theta, TradeSize, UnitEdge, Vega and Volume). Example : selecting Delta from the drop down and enterring 20 and 40 in the adjacent text boxes with narrow down the spreads within the 20-40 delta band. If the second text box is left blank, all spreads with delta >= 20 will show up.
- Spreads can be added to the electronic eye from this window now, by swiping the Spreads (one or more), right clicking to bring up the menu and clicking on "Add To EE". "Remove from EE" does the opposite. Similiarly the buy/sell edges/sizes for the eye can be set for spreads, by swiping across spreads on the corresponding column, right clicking to bring up the menu and either clicking on the preset edge/sizes or clicking on "Set Bid/Ask Size/Edge" and enterring the value. (Please note that the electronic eye columns are hidden by default and can be made visible simply by right clicking to bring up the menu and then clicking on "Show EE Columns". For existing windows it will have to be moved to the desired locations. For new windows it appears on either side of the bid/ask columns).
- Made performance improvements for this window.
Workspaces
- Saving a workspace is now explicit. There is no longer an "active" workspace which is automatically saved as you open and close windows. Instead your last state on a machine is loaded by selecting "Layout on machine" from the login dialog (this is the default option).
- Workspaces can now be marked "Shared." A Shared workspace is visible to all users.
- If you log in from multiple computers you can access the last set of open windows on the other machine from the login dialog using the "Layout on other machine" menu option.
MMTN
- MMTN is now located in the Orders/Trades shell module.