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TWS Release Notes

The enhancements and modifications below are in build 893 of TWS. To identify the build number, on the TWS Help menu select About Trader Workstation.

The Option Portfolio algo now includes the ability to slice the order into increments that will be submitted at specified time intervals. In addition, you can elect to randomize the increment size and time intervals to help ensure your orders will not be noticed in the market. To use time-sliced orders, select using time sliced orders from the dropdown box in the Define Query section of the Option Portfolio window. Set a size increment, and define the time interval for the orders to be submitted in terms of seconds, minutes or hours. Check the Randomize Time Period and Randomize Size boxes. Note that the "randomize time period" functionality will randomly change the time interval by UP TO 20% in either direction. For example, if the defined time interval is 40 seconds, the algo may submit your order at 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 47 or 48 second intervals, randomly. Similarly, the randomize size feature will change the increment size UP TO 55% in either direction. For example, if you're acquiring Delta in randomized increments of 500, the query results lists could have a delta of anywhere from 225 to 775.

We continue to enhance our real-time chart offerings. This latest release includes:

• An optional scroll setting on the Settings configuration page: Vertical scroll. When checked, a scroll bar appears along the right side to let you see all of the chart if you elect to Remove Vertical Space or Zoom In. You can modify the visible range, which determines the price range over which the chart is visible without scrolling, by right-clicking in the chart and selecting Enter visible range. Define the price range that you want to be able to view without scrolling and click OK. The chart is scaled to allow your price range to be seen. To remove the range, right click in the chart and select Clear visible range.
  
  
• Additional zoom flexibility has been added with a horizontal slider bar which appears when you elect to Zoom In on a chart. The slider performs multiple functions. Click and drag the center of the slider left or right to move the visible zoom range. Hold your mouse over the outer side of the center slider to get a double-arrow cursor. Now, click and pull to increase or decrease the zoom perspective.
  
  
• Two new parameters for customizing how a new contract is added to the existing chart have been added to the Add New Contract dialog box. Currently when you add a new contract, the secondary data is scaled to the price data of the original contract. The Auto Scale selection will scale data this same way. The Scale Factor selection allows you to define a factor by which the actual price data of the secondary contract will by multiplied, and that data will display along the Y axis. The default Scale Factor of 1.0 will result in the actual price data for the secondary contract. If you elect to display a second Y axis, the original contract is charted to the Y axis along the left of the chart, and the additional contract is charted to a new Y axis along the right side of the chart. Scaling will not apply unless you add another new contract.
  
  
• In an associated enhancement, ChartTrader is now accessible from the Trading Tools menu. Previously ChartTrader could only be opened from within a chart.
  
  
• The Settings configuration page for charts has been re-designed to make it easier to read.
  
  
• A chart issue that resulted in the last bar of a chart only showing the bottom half of the bar has been fixed. Additionally, a problem displaying volume correctly when a volatility chart was added has been fixed. Inverted values in the ADX/DMI indicator have been fixed.

Currently IB assumes the risk for partially-executed combination orders that are Smart-routed. A new checkbox, Non-Guaranteed, on both the Combos preset page and on the Misc tab of the Order ticket for Smart combos allows you to absolve IB from the risk of partially executed combination orders and assume the risk yourself. For guaranteed Smart combos, IB routes the order when all legs are most likely to fill. To take on the risk yourself in exchange for a more aggressively routed order, check the Non-Guaranteed checkbox. Note that if you make this selection in the Combos Preset page, it applies globally to all combination orders using the preset strategy. If you make the selection on the Miscellaneous tab of the order ticket, it only applies to that order.

Recent enhancements to our position tracking functionality for combination orders has resulted in several upgrades for advisors, including the ability to use the Percent Change allocation method for combination orders, and the ability to close a combination order using the TWS Close Position functionality.

The Integrated Stock Window (ISW) now hides features that have been disabled in the Feature Selector. Disabled list features, such as order types, times in force and Destination selections, will display the arrow on the bottom of the list that indicates more selections are available but are disabled. Click the arrow to show disabled features, click if you want to use one, and answer "Yes" to the "Would you like to enable" message. Other disabled features, such as attributes that use a checkbox, can be displayed by checking Show all attributes on the top of the OEP (Order Entry Panel). This functionality has been modified to be consistent with the handling of disabled features throughout TWS. In addition, you can now drag and drop a contract from another TWS window into the quote panel of the ISW, and you can now open the ISW by right-clicking a ticket line in the Blotter. Previously the ISW was only accessible from the right-click menu on an order line.

The limitations imposed on viewing multiple deep book data windows, specifically BookTrader, Market Depth and the ISW, has been changed to restrict based on the number of unique symbols being viewed, instead of being based on the number of windows being opened. This means that you can now view deep data on a specific underlying in all three of these windows and have the "market data count" equal to 1, since the same underlying is used. The limitation is still three for unique symbols, which means for example that you could open a BookTrader each for ABC, DEF and GHI, but when you attempt to open a fourth BookTrader for JKL, TWS gives you a message telling you that the window will open, but only top level data will be available. Once you open a top level data window, that window will never be eligible for deep data, even if you close one of the first three BookTrader windows. You would need to close both one of the first three and the top level window, and reopen a third BookTrader for JKL.

This modification allows a possible combined total of nine deep book windows to be opened at once, but displaying data for only three unique symbols.

To compensate for the lack of last price/last size for Forex products in IDEAL and IDEALPRO, the Time and Sales window now includes a Midpoint field for for Forex Time and Sales, where the midpoint is calculated up to every second when the bid/ask change.

In addition, the Trigger Method selections for forex that use "Last" have been removed to avoid the use of an invalid forex trigger.

A new checkbox has been added to the API configuration page. By default, Use negative numbers to bind automatic orders is checked. This feature assigns negative API order IDs that decrease incrementally by 1 (-2, -3, -4, etc) to orders that are bound automatically to API client orders, such as delta hedge orders to VOL orders. This feature ensures that auto-bound orders are assigned unique order IDs.

Several new optional TWS market data columns can be displayed via the Market Data Columns tab in the trading window Layout manager. These include a new VWAP data column, and numerous columns for eSignal market data including: EXT (Trading exchange), Relative Strength Index (RSI) colorful and numeric, Yesterday's Close, Relative Volume, Yesterday's High, Yesterday's Low and Yesterday's Volume. You must subscribe to eSignal market data to receive data in these columns.

The following additions and modifications have also been included in TWS build 893:

• Market Scanner pages now include a "Pause" feature that can be manually invoked by clicking the Pause button, and automatically invoked when you move from a scanner page to another TWS page. The pause function will allow the Time in Scan counter to continue when you re-access the page. Currently when you move to another page, the scanner stops, and when you return it is reset with the Time in Scan being reset to "0".
  
  
• The 26-page limit for TWS trading pages has been removed. There is no longer a limit to the number of tabbed pages you can create.
  
  
• A new selection on the General page of Global Configuration allows you to turn off the functionality that sorts tables by the selected column when you click the column header. Uncheck Sort tables by clicking column headers to deactivate this default action throughout TWS.
  
  
• To counteract any possibility of having one's keystrokes recorded when logging in to TWS, for instance if you're logging in from an unknown public computer, we have added a mouse-driven "keyboard" interface to the login window. To open, click Keyboard icon in the title bar of the login box. Click your mouse in the username field, and use the mouse to enter your username. By default the keyboard uses lower case. For upper case, click the UP arrow on the right side of the keyboard.
  
  
• The color-picker feature, used in many places to change text and background colors, has been enhanced to show pre-defined system colors for easy selection.
  
  
• Non-advisor multi-account users now have access to the same default allocation settings enjoyed by advisors, specifically the default single account allocation through the Use currently subscribed account functionality.
  
  
• When a blank Order Ticket is opened, the right-click menu from the non-populated Quote Panel will now provide access to the Merger Arbitrage window.
  
  
• The order description for spread and combination orders has been enhanced to be more descriptive and to include information on all legs of the spread.
  
  
• The functionality for modifying submitted orders has been enhanced to allow orders using DAY time in force to be changed to IOC, and Stop Limit orders to be changed to Limit orders. This enhancement is available for Smart-routed orders, and for directed-routed orders on destinations that support both the original and modified time in force and/or order type.
  
  
• A sorting issue that caused the Total row to disappear from the top of a window and reappear at the bottom has been fixed.
  
  
• An issue on the Portfolio page where checking and unchecking the Show zero position rows feature caused the underlying for the zero position rows not to display has been fixed.
  
  
• An OptionTrader issue that precluded loading option chains for futures options on exchanges other than Globex has been fixed.
  
  
• The Average Volume field did not load data in some windows, including the Rebalance window and the Blotter. This has been fixed.
  
  
• The issue that caused two Order Confirmations boxes to pop up when a duplicate vol order was transmitted has been fixed.
  
  
• The Export Contracts command on the TWS File menu has been modified to specify one of the components if the exchange is aggregated, as it is in Smart. For example, SMART/ARCA instead of just SMART.
  
  

• The TWS Blotter OMS now displays FIX tickets in a table with the ability to accept/reject all, or to check the tickets you want to accept. Previously each ticket invoked a separate Accept/Reject dialog box resulting in an unmanageable number of confirmation boxes popping onto the traders's monitor. In addition, three new sounds have been added to the Blotter to signal a new electronic ticket, a modify request, and a cancel request.
  
  
• A new Cancel my orders button has been added to the Blotter. This cancel feature allows the trader to cancel all orders that were last modified by the trader. The existing Cancel All button will cancel all orders regardless of the owner.
  
  
• You can now modify commissions for tickets entered manually. You cannot modify commissions for electronic tickets.
  
  
• Smart-routed spread orders sent from the TWS Blotter can now be routed to away destinations.
  
  
• The Confirmation box no longer pops up for tickets, it only shows for orders.
  
  

• The global volatility selections of Annual and Daily were not being applied in Market Scanners which display volatility data. This has been fixed.
  
  
  
• The functionality that controls annual and daily volatility display for orders has been adjusted to work consistently whether the volatility display type is changed on an order line, in the order ticket, or through the Order Wizard. The value in the Volatility field will change accordingly when you toggle the Volatility Type on the order line between Daily and Annual.
  
  
• The Global Market Scanners now include a Volatility display setting along the bottom of the scan parameters. When selecting a scan that uses volatility, this setting allows you to specify whether the results should be displayed as Annual or Daily volatility.
  
  

• The API general configuration feature, Reset API order ID sequence, has been enhanced to give API users a confirmation message before resetting the orderID back to zero if there are pending TWS or API open orders. Resetting the orderID when orders are still working could result in ID incompatibility issues.
  
  
• Several ticktypes, including ModelOptComp, bidExch, askExch, bidOptComp, AskOptComp and LastOptComp, were not included in the SnapshotMktDataMgr and consequently would continue to stream for several seconds after a data snapshot was requested. These rogue ticktypes have now been added to the map file.
  
  
• Issues that resulted in inaccurate data on real time bars when a second request is made has been fixed.
  

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