SILEXX OEMS Release Notes v1.3.3

Enhancements:

  • Algorithmic Order Ticket (Retired)
    • All Algo orders can be sent through either the Depth Ticket or Basket Trader
  • Basket Trader
    • Added an Order Instructions panel for entering Locates and Clearing Instructions
  • Complex Order Ticket
    • Added exchange specific spread quoting
    • Four decimal places now supported for Price (six places if tied with stock)
  • Global Setting
    • Added setting to "Ignore FormT Trades for P&L Calculations"
  • Risk Radar X
    • Improved Export to Excel Functionality

Fixes:

Complex Order Ticket
  • Ratio Lock for the Qty field is now set as on by default when the ticket is launched from the Order Book.
  • After an order has been sent, is still working and is visible on the ticket from which it was sent, the Modify button will now become disabled if any order parameter is changed other than Price.
Exchange Alerts
  • Fixed an issue which caused the module to not update if the security was not already subscribed to (backend server).
Delta Hedger
  • Fixed an issue which caused the Route field to not display properly.
Depth Ticket
  • Selected algo route and strategy name now saves and reloads upon login refresh.
Position Analyzer
  • Fixed an issue whereby the Cost Basis was not properly showing on the Position Analyzer when a position was launched from the Filled Orders section of the Order Book.
Volatility Skew
  • Fixed an issue which caused the SPY volatility curves to not display.

Basket Trader

Order Instructions Panel Added

Click the Show Order Instructions checkbox to access the panel.

Order instructions are applied to the entire basket of orders when sent.


Complex Order Ticket

Exchange Specific Spread Quotes

When a specific exchange is selected in the Route field, an additional column will appear on the Complex Order Ticket which displays the Bid x Ask spread of that order with all legs quoted from the selected exchange.

A summary line has been added which shows the Net spread price and Delta figures.

The Lo, Mid, and Hi price buttons will be calculated off the regional quotes.

Turn on/off the regional quote setting in the Settings Module

Click File > Settings to access the Setting Module


Global Setting

Ignore FormT Trades for P&L Calculations setting added

Click File > Settings to access the Setting Module

While this setting is active, all P&L calculations will ignore FormT trades (pre and post market trades).

For example, after the market close, the P&L calculations will be based on the closing prices and all after hours trading will be ignored.


Risk Radar X

Enhanced Export to Excel capability to export position summary lines only

Right click in a column header to access the Export features

Export to Excel: Exports the grid as shown.

Export to Excel (Expanded): Export the grid with all rows automatically expanded.