November 3.71.3

Extended ExStream with new features including

  • Generic and delta cross product navigation
  • Time triggers for actions
  • Improved configurability of Scanners
  • Multi-window Studio environment with search support
  • Average price for orders with multiple fills
  • Extended Algo Library with off-the-shelf automation algorithms including

  • trade hedging
  • portfolio hedging
  • scaled limit orders
  • alert buy & sell
  • Extended pre-calculation of options prices to include the volatility dimension

    Mandatory upgrade for Eurex R14

    New Xetra EBS connection

    Extended Activ Feed with full support for European stock, future and options data

    New UTP Cash connection

    Added Kyte FIX execution gateway

    _______________________________________________________

    August 3.71.2

    Launch of new Algo Library with off-the-shelf automation algorithms including

  • spread trading
  • stop loss
  • limit with discretion
  • trailing stop
  • stop limit
  • ice berg with top-up
  • pegging orders and progressive aggression
  • iceberg
  • Added ExStream Direct Actions enabling trading algorithms like smart orders and synthetic spread trading

    Mandatory upgrade forĀ  NYSE Arca & AMEX Options underlying group id

    Mandatory upgrade for CME interest rate futures

    Full support for away orders (hidden quoting, exstream) on BATS and C2 )

    _______________________________________________________

    May 3.71.1

    Added new C2 SPXpm for CBOE

    New ISE Optimise connection

    Upgrade to PHLX SQF 6

    Added new PHLX PIXL Price Improvement auction

    Mandatory upgrade for CME multi-iLink tags

    Improved time and sales sheet for Eurex and Euronext showing professional trades

    Added improved SABR volatility model

    Added dividend download and automated rate fitting

    Added integration with FTEN for pre-trade risk for naked access compliance

    view:

    product demos...

    See what Actant can do for you...

    download:

    Download details of our latest product