TWS Notes for 889
The enhancements
and modifications below are in build 889 of TWS. To identify
the build number, on the TWS Help menu
select About Trader Workstation.
The Accumulate/Distribute algo can help you achieve the best price for your large volume orders without being noticed in the market. The algo slices your order into increments and submits them at user-specified intervals over time. Apply optional price and size randomization to add an extra layer of "invisibility." The Accumulate/Distribute window, which allows multiple order pages and includes an aggregate Summary page, allows a single trader to create, submit, and manage multiple, customized large volume orders, all with varying degrees of complexity. The Accumulate/Distribute algo supports multiple asset classes including stocks, options, futures and forex, and integrates seamlessly with TWS and the other trader tools.
To open the Accumulate/Distribute algo, select an underlying and use the Tools menu to select Accumulate/Distribute.
For more information on this powerful feature, see the TWS Users' Guide.
The Summary page of the Reuters Fundamentals subscription feature now displays a two-day chart, and a new Charts links has been added to the list of available data, along with Summary, Ratios, Estimates, News and Financial Statements. Fundamentals charts are available for time periods of 1 week, 1, 3, and 6 months, and 1, 2 and 3 years.
To view Fundamentals for an underlying, select a symbol from the trading window, and use the right-click menu to choose Analysis and then Fundamentals. Please note that access to this feature requires that you subscribe to Reuters Fundamental Market Data through Account Management.
Disabled features can now be accessed via the Order Ticket. If order ticket features have been disabled, you will see a tab with an arrow to Enable Hidden Features. Click to display hidden features, and answer "yes" to confirmation message if you would like to enable these features.
The functionality to display context-sensitive market depth - NYSE Open Book for NYSE-listed stocks and TotalView quotes for NASDAQ contracts - has been changed to always display the same Market Depth window for all symbols, and to include a row of exchange-labeled Deep Book Buttons to control the data that is displayed. Depress a button to include that exchange's data in the Level II market depth panels. In addition, these Deep Book Buttons have also been added to BookTrader to aggregate deep data.
Note that some deep book data requires a subscription, including TotalView and NYSE Open Book. Subscribe to market data through Account Management.
The TWS menus have been reorganized to better separate trading modules from information resources. A new Information menu has been added to hold links to market data, news and other data information. The Tools menu has been renamed to Trading, and has been streamlined to include Basic and Advanced trading tools. The organization of pages in Global Configuration has been alphabetized, and the tools have been grouped into Trading Tools and Information Tools to coincide with the new organization of trading window menus.
The Summary tab on the Trades window has been enhanced to allow adding/removing of columns, including new P&L, Unrealized P&L, P&L Including Commissions and Net Including Commissions columns.
Customers who subscribe to eSignal and have installed their software can use eSignal market data in TWS. To activate, select the new Market Data entry in the left pane of Global Configuration. Enter your eSignal user id and password, and check the Use eSignal market data checkbox. Please note that you must restart TWS for these changes to take effect.
The following items have been fixed or modified in build 889 of TWS:
- If the chart tick unit is one day, the first tick label will now appear at the start of the time axis. Currently the first tick label is on the second tick period.
- Greeks in the OptionTrader were not displaying a value if the Imp Vol field was removed. This has been fixed.
- In the Account Window,
the “expand” and “contract” plus and minus icons were disappearing when they were clicked. This has been fixed.
- Algo orders created through the API and then modified in the TWS Order Wizard were not behaving as expected. This has been fixed.
- Account data in the Account Window and Portfolio page that should be identical would sometimes get out of sync when the user switched between the two windows. This has been fixed.
- In the Trades window, the “Group Trades by Price” option was not grouping partial fills correctly by price level. This has been fixed.
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