4.3.19 - 20 Dec 2014

Modified on 2014/12/20 13:18 by Andrew Busby (CTS) — Categorized as: Uncategorized

Enhancements in this version:

Free Delayed Quotes!
Chart Trading Video Tutorial
Portfolio Analysis Position Equity Shock Test
Portfolio Analysis Vertical Greek Nets
Model Management Layout
Contract History Net Edge and Theoreticals
Option Strategy Window Columns and Order
Option Sheet Drag-Drop

Free Delayed Quotes!¶

CME, CBOT, NYMEX and COMEX do not charge for quotes that are delayed more than 10 minutes. You can now select Delayed quotes as a market data feed if you want by going to www.t4login.com, logging in and going to 'Setup Market Data' in the top left corner. Select Delayed from the drop down for the exchanges you want, click Save and then log back into the trading frontend.

You can view Delayed quotes even if you don't have the ability to trade on the exchange.
Delayed data contract names are prefixed with a « symbol to indicate that they are delayed.
Trading is allowed in Delayed markets, however some order types such as MIT, Activation and RFQs are disallowed if you cannot see real time market data for that market.
When entering an order into a Delayed market you will be prompted to confirm as the price you are seeing may be different from the current price due to the delay. You can turn this confirm off in the main window settings, Contract, Submission by unchecking the 'Delay Market Confirmation' setting.

Chart Trading Video Tutorial¶

Click here to see a video tutorial on how to trade directly from the chart.

Portfolio Analysis Position Equity Shock Test¶

You can now see the equity of a position after a shock of volatility (both increasing and decrease) by the amount entered. To set this up go to the Portfolio Analyzer properties and enter the amount of volatility you want to shock the position under the 'Position Equity Shock' settings. To see the Position Equity (PE) analysis add it to a view via the Main Properties, Options Portfolio Analysis, View settings.

Portfolio Analysis Vertical Greek Nets¶

There is a new Vertical Greek Nets report in Portfolio Analyzer that allows a concise view of how delta, vega (and other greeks) compare in a given underlying month.

Model Management Layout¶

The layout of the Model Management window has been updated:

Contract History Net Edge and Theoreticals¶

If you have the Options Pro package then you can now select to see Net Edge and other Theoretical values on the Contract History window as trades occur. Select the columns you want to see from the Contract History window properties.

Net Edge shows only if there is an edge to your theoretical price. You can set filters to show or highlight Net Edge values on the Contract History properties window.

Option Strategy Window Columns and Order¶

You can now select then columns that are shown on the Option Strategy window. You can also reorder the list of saved strategies by right clicking a strategy and clicking 'Move to Top'.

Option Sheet Drag-Drop¶

You can now arrange rows (horizontal layout) and columns (vertical layout) by dragging and dropping the headers to your desired location. If you don't have headers visible then you can turn them on in Main window Properties, Options, Option Sheets, General by setting the 'Headers' property.