Changes:
Spreads
- Zero price spreads are now tradable at CBOE
Analytics
- New mode in Model Params form called Smart Roll Offset allows intelligent linking of Roll Offset Parameter across cash and futures options. To enable this mode, set Smart Roll Offset to a value greater than 1.0, make sure to link the slave symbols.
Rho Report
- To access a Eurodollar / Libor based rho exposure report, go to Admin->RiskViewer, Help->Open Config-> Rho_SP
Zero Price Spreads at CBOE
- Bug disallowing zero price spreads at CBOE fixed.
Electronic Eye Shut Off
- Electronic Eye now only counts its own trades toward the fills per time window shut off. Previously, all firm trades were counted.
High DPI
- Fix to ensure window position is saved correctly on high DPI displays.
- Fix to ensure drag/drop of tabs works as expected on high DPI displays.
Sheets
- Standard strikes can now be displayed in the sheets, by going to the Preferences->Main UI and setting ShowStandardStrike to true.
Ticker
- In the trade ticker UI, trades of sizes >= 200 are lit up a red color for 5 seconds. This will only happen to newly opened trade ticker windows.