4.3.4 - 10 May 2014

• New Greeks and OEs added : Configurable from main properties.
• Request For Quote (RFQ) : RFQ a strategy at the CME by clicking the RFQ button
• User Defined Spread (UDS) : If strategy already exists the theoretical background color will be green
  • If not green press the RFQ button to create a UDS
• View and trade strategy’s market directly from the theoretical price, bid price, bid size, offer price and offer size.
• Heat Map based on theoretical value: appears on the bid price, bid size, offer price and offer size.
  

• New Greeks and OEs added : Configurable from main properties.
• Right Click: RFQ, send to solver, save, pit trade, trade
• View and trade strategy’s market directly from the theoretical price, bid price, bid size, offer price and offer size.
• Heat Map
  • Appears on the bid price, bid size, offer price and offer size (based on theoretical value)
  • Appears on the Last Trade, Last Trade Volume, Last Trade Total Traded Volume (TTV) and Last Trade Time.
• New RFQ tab
  • Sortable running list of RFQs
    

• Added: Slide profit and loss (analyze the P&L at multiple futures prices), expiration delta, slide interval (in ticks and in price).
• Hedge delta: Right click on the delta in a contract report and contract month report to open a contract window . The delta’s amount will automatically populate the quantity.
• Configurable views : Configure what rows/columns to see from the main properties, and quickly change between them on the analyzer
• Right Click menu
  • Send leg to solver on inventory and trade list
  • Click Trading: Right click in the slide report, inventory and trade list to open the corresponding option/futures contract window
  • Access model management on month slide, inventory and trade list
  • Resize Columns
• Window Properties
  • Apply different inventory types: All, current, and previous
  • Apply a stress test: Stress the volatility, days to expiry and slide increments
  • Toggle weighted greeks: The weighting can be configured in the model manager.
    

• New Options Settings hierarchy: From the main properties, now find General, click trading, and heat map formats
• General settings
  • Enable helpful information that appears when hovering over controls.
  • Globally adjust days to expiry (DTE)
  • Set decimal places
  • Set the static futures visible price levels
• Click trading settings
  • Set default quantities for options and futures
  • Price prompt levels for options and futures.
  • View Only
• Heat map formats
  • Settings and formats for heat map on bid, offer and last trade.