Our latest product features - April, 2026
Get a glimpse of how we are innovating in our product development and shaping the future of data-driven trading.
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156
Product Improvements
30
Bugs Squashed
Feature Highlights
FX Market Making Mid Price Synthetic Quantity Bands
Configure mid-price synthetic quantity bands for FX market making, allowing liquidity providers to define custom pricing layers based on synthetic depth rather than just primary market feeds. By providing market makers with the flexibility to fine-tune their spread profiles and manage risk more effectively for less liquid currency pairs, the platform enables more competitive and stable pricing even in volatile market conditions. It is a critical tool for desks looking to optimize their internal price discovery and improve fill rates for client orders.
Front End Unstable Connection Detection
The trading front end now features a detection system for unstable network connections, providing real-time alerts when packet loss causes messages sent to the client machine to be dropped. This safeguard ensures that traders are immediately aware of infrastructure issues that could lead to stale or missing data, notifying the user to refresh missed messages or transition to a backup system. By surfacing connection health metrics directly within the UI, the platform minimizes operational risk and enhances the reliability of high-touch trading desks. This transparency is vital for maintaining confidence in data used to drive decisions during critical trading windows.
Require Manual Approval of Order Actions In Front End
A configurable desk workflow now allows a required manual sign-off for all order actions within the front end, such as amendments, cancellations or limit price adjustments. This "four-eyes" principle or supervisor-level check helps prevent "fat-finger" errors and ensures compliance with internal risk limits before orders are sent to the route.
Select Multiple Orders To Quickly Create Multi-Leg Bag Orders
Traders can now select multiple individual orders from their blotter and instantly group them into legs for streamlined multi-leg execution. This enhancement eliminates the need to manually build complex strategies from more than two orders from scratch, significantly reducing the time required to manage multi-instrument hedges or spread trades. By treating a collection of orders as a single unit, the platform ensures synchronized execution and simplified tracking across all components of the strategy.
Specify Separate Anticipative And Reactive Venues For Participation Strategy
The Participation execution strategy now lets the trader control which venues are used in anticipative mode separately from those used in reactive mode. Before, a single venue list (AllowedVenues / ForbiddenVenues) applied to both, so traders had to choose between letting all venues anticipate or none at all. The old parameters are renamed to AllowedReactiveVenues and ForbiddenReactiveVenues, and two new parameters, AllowedAnticipativeVenues and ForbiddenAnticipativeVenues, restrict the venues the algo is allowed to post anticipatively on. The strategy picks the right list depending on which mode it's in, and any algorithmic child order inherits the same venue restrictions.
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