Page History: 4.3.48 - 16 Feb 2016
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Page Revision: 2016/02/16 16:33
Enhancements in this version:
Order Book Offers Current Day No Pit Fills Tab
The Filled tab in the order book now has a new option in its dropdown menu. To select it, click the dropdown arrow (1) to the right of the word "Filled" in the order book, then choose "Current Day No Pit Fills" (2). This tab will display all filled orders for the current trading day, except for any "pit" or manual fills.
New Option Sheet Navigation Tabs
The Options Pro multi-sheet has a new navigation method for moving between sheets. In vertical sheet orientation, the navigation bar is placed along the bottom edge of the multi-sheet window. Click on the desired product and expiration abbreviation (1) to switch to that sheet. Use the black arrows (2) to move to the next sheet in order. If more than one sheet can be viewed in the window at once, the selected sheet will become the first one starting on the left. In horizontal sheet orientation, the navigation bar is placed along the right edge of the window. The functionality remains the same except that the selected sheet will become the first one starting from the top (3).
New Settings and "What If?" Scenario in Portfolio Analysis¶
The portfolio analysis settings (1) now contains the ability to disable live updates (2). When checked, this will cause the portfolio analysis to stop calculating in real-time, resulting in static results. It will also enable a yellow reminder (3) that live updates have been disabled. Note that making changes such as switching tabs, views, applying "what if?" scenarios, etc. will result in the analysis recalculating with a new snapshot of underlying prices, but it will remain static after that. "Vol Shock Is Percentage" (4) and "Vol Adj Is Percentage" (5) have also been added to the portfolio analysis settings. These settings, when checked, apply their respective shocks/adjustments as percentages of the current volatility levels rather than fixed amounts to be added to vols. For example, when unchecked, a vol adjustment of 0.01 will add 1% to all volatility levels so that 5% becomes 6% and 30% becomes 31%. When checked, a vol adjustment of 0.01 will add 1% of the current volatility level in each strike, so that 5% becomes 5.05% and 30% becomes 30.3%.
Added Margin Estimates to Portfolio Analysis
The portfolio analysis can now display estimated margin values that will be similar to the margin values seen on statements. The estimated margins are only available for the portfolio as a whole in the net slide. To enable these values, open the main properties from the main grey toolbar, click Options>Portfolio Analysis>Views (1) on the left, then click the three dots (2) next to the name of the selected view. Scroll down in the list of parameters and check EMM (3), EMM Variance Scan (4), EIM (5), and EIM Variance Scan (6), as desired. EMM is the estimated maintenance margin and reflects the estimated expected margin required to carry the current position overnight. EMM Variance Scan calculates the estimated maintenance margin based on underlying moves that are equivalent to 10% of the underlying's maintenance margin. For example, if the maintenance margin for a particular underlying is $5000, the EMM Variance Scan will move the underlying up 10% of that ($500) for the Upper Variance Scan, and down 10% for the Lower Variance Scan. Similar to EMM, EIM is the estimated initial margin and reflects the estimated expected margin required to initiate the current position. EIM Variance scan uses the same underlying changes to determine the estimated initial margin for the current position at slightly higher and lower underlying prices. Please note that these are only estimates and while we strive to display numbers that are as close as possible to what is found in the account's statement, we do not expect these numbers to match perfectly. Likewise, the variance scans are not meant to be robust margin ranges or absolute limits, but rather they are tools that provide a general idea of how stable the estimated margins are under mild futures changes.
Added Configurable Sampling and Subscription Rates to TradeSniper¶
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