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TWS Release Notes
The enhancements
and modifications below are in build 894 of TWS. To identify
the build number, on the TWS Help menu
select About Trader Workstation.
The number of symbols that can be viewed simultaneously via the TWS deep book windows (including BookTrader, Market Depth and ISW) is now determined as follows: one unique symbol for every 100 allowed lines of market data, with a minimum of three and a maximum of 30. For example, a customer with the default allowance of 100 tickers will be able to simultaneously view three deep book windows. A customer who, based on commissions, equity or other criteria, is allowed 500 tickers will be able to simultaneously view five deep book windows. Note that this number may change month to month if the number of allowed tickers for your account changes.
In addition, for market depth windows in which the subscription data is at its limit, the user will see aggregated top-level market data, and the Deep Book buttons panel will be hidden. This includes the ISW, BookTrader and Market Depth windows.
For details on how market data allowances are calculated, see the Market Data and News Overview on the IB web site.
A new Expiry selection field in the Report Selector allows you to customize the output in the Portfolio Relative P&L graph by Expiry. The data represented in the graph is shown in the report. By default, the Expiry is set to TOTAL, which aggregates expiries in a single line in the P&L graph. Select ALL to chart a separate P&L line for each expiration month in which you hold a position and for the spot, which includes stock and currency positions. Select Spot to chart P&L only for stock and currency positions. Select a single expiry to chart P&L for just that expiry, and choose multiple expiry selection to display a pick list of available choices. Hold the Ctrl key to choose multiple selections.
You can now flip the order side on a working order. From the order line on the trading window, select the reverse side from the Action field, confirm the order parameters, and transmit the order. Once the modified order is transmitted, TWS sends a cancellation request for the original order, and breaks the orders out onto two lines to show both the original with the cancel request, and the modified order. This feature is available for all instruments and order types including combination and volatility orders, but it is not available for orders that have child orders, such as bracket and scale orders. If the original and reversed orders may potentially cross in the market, for example if your original order is a buy with the limit price below the bid, the flipped order price will automatically be reset to avoid this situation. It will be set to the Bid price for a Sell and Ask price for a Buy order. Otherwise, the reversed order uses the same price as the original order. You can modify any parameters for the opposite side order before you transmit. Orders for which the feature is available show an "R" or the word "Reverse" next to the opposite side action.
The Precautionary Settings section of the Order Presets page has been enhanced to include system default limits in both the Size Limit and Total Value Limit fields. The system-defined Size Limit is (Default Size) * 5. The Total Value Limit set by the system is 100,000 USD or equivalent. To disable these limit fields, enter zero.
In an associated change to the APIs, required validation of the Precautionary Constraints has been implemented. The user can override this validation in two ways. In the API, set the overridePercentageConstraints parameter in the Order object to TRUE using “1.” In TWS, in the API section of Global Configuration, check the selection "Bypass Order Precautions for API Orders."
The following additions and modifications have also been included in TWS build 894:
- Advisors - In the Account Information window, in the FX Portfolio section, when a group of accounts is selected, the menu selection to Adjust Average Price becomes inactive since this calculation cannot be implemented on a group. In addition, the Configuration functionality that controls adding/hiding columns in the Trades panel on the Portfolio page has been fixed to work as expected when the user checks or unchecks column headers in the Trades panel configuration page.
- Advisors - For multi-account users, the ability to display the Account dropdown selection list is now available from the Layout manager. Users can now elect to display the Account dropdown on any trading page by checking Show Account Selector, located along the bottom of the Layout manager next to the Show total rows checkbox.
- The Option Portfolio Expiry selector has been changed to allow the user to select non-sequential expiration dates for their query. To select multiple non-contiguous expiries, click the Expiry button to display the list of available expiries. Hold the Ctrl key while you click on desired expiries. When all are selected, click Close.
- The scale order feature has been modified to allow the user to modify the order by changing the total order size to equal the current filled amount, in order to restrict the filled quantity. Currently the user gets an "invalid entry" message that the size cannot be zero.
- The Rapid Order Entry panel has been modified to correctly use the user-defined default Order Type set in the Preset default page.
- The Realized P&L calculation for fields in the trading window now uses the correct average price to calculate cost basis. Previously, it used yesterday's closing price for any position that was carried over from the previous day.
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