TWS Notes for 884
and modifications below are in build 884 of TWS. To identify
the build number, on the TWS Help menu
select About Trader Workstation.
The Reuters Fundamentals market data subscription, originally released in build 883, has been significantly expanded to display global fundamental data in more areas of the TWS, and from the socket-based APIs. Over 1,000 variables can be viewed per company, in many TWS areas. To see fundamentals on a per-ticker basis from the trading window, add the Fundamentals fields to your trading page as market data columns. Or, click the Fundamentals icon on the trading toolbar to open a self-contained Fundamentals page that creates tabbed pages for multiple tickers. Each tabbed page includes report-style data sorted into Summary, Ratios, Estimates, News, and Financial Statements sections, and includes complete order management and account monitoring capabilities. You can also open a Market Scanner page and choose Fundamentals parameters to find the top 50 highest or lowest contracts based on growth rate, P/E ratio, dividend yield and more. And when you right-click a ticker and select Contract Info then Description, fundamental data with calculations is displayed in the right column of the Description box as implemented in build 883.
To subscribe to Thomson Reuters Worldwide Fundamentals, log in to Account Management, and use the Market Data Subscriptions page in the Trading Access menu. Check Reuters Fundamentals in the top line of the News and Information Services section. For details on accessing this data in TWS, see the TWS Users Guide.
The Profit Orders feature of the ScaleTrader has been enhanced to include an Auto-Reset add-on and a "Restart" checkbox on the Scale tab of the Order Ticket. When the Restore size after taking profit box is checked, the original scale order size is restored after a profit taking order fills. If you use the Restart ScaleTrader feature, enter a "position" and the scale feature starts its calculations based on this position. For more details on using ScaleTrader, see the TWS Users' Guide.
Two new sub commands, Expand All and Collapse All, have been added to the Trades menu on the Trades window. Use Expand All to see all legs and partial fills for all trades, and Collapse All to contract all secondary information. To expand/collapse a single trade, select the line and use the Expand or Collapse command on the Trades menu.
12 new columns have been added to the Market Data columns selection, including a new group of Graphic Price indicators. Add any of these columns to your trading window by right-clicking the column headings on a page and selecting Customize Layout. On the Market Data tabbed page, select a column in the Available Columns list and click Add to include it on your trading page.
The new columns include:
Unrealized P&L Spinner - a graphic real-time representation of unrealized profit and loss, where the arrow color indicates whether your current unrealized P&L is positive (blue) or negative (red), the direction indicates whether the last price change was negative (pointing left) or positive (pointing right), and the length of the arrow represents the distance between the purchase/sale price and the last bid/ask.
Mark Price - The mark price is equal to either the ask, bid or last based on these conditions: Mark Price = Ask Price if Ask < Last; Mark Price = Bid Price if Bid > Last; Mark Price = Last if neither condition applies.
Spread - The difference between the best ask and best bid.
Mid - The midpoint of the best bid and best ask.
Volume Spinner - A graphic representation of volume activity, where a blue bar representing 10,000 shares moves across the field from left to right. The faster the bar moves the higher the trading volume. A temporary color change indicates that the last sale was greater than 10,000 shares.
Bid Spinner - A green bar whose placement in the field represents the cents in the current best Bid price, relative to a dollar. A bar in the center of the field indicates that the cents value in the Bid price is close to $.50. A bar toward the left indicates that the cents value is closer to zero, and to the right indicates it's approaching one dollar.
Ask Spinner - A red bar whose placement in the field represents the cents in the current best Ask price, relative to a dollar. A bar in the center of the field indicates that the cents value in the Ask price is close to $.50. A bar toward the left indicates that the cents value is closer to zero, and to the right indicates that it's approaching one dollar.
Last Spinner - A magenta bar whose placement in the field represents the cents in the current Last price relative to a dollar. A bar in the center of the field indicates that the cents value in the Last price is close to $.50. A bar toward the left indicates that the cents value is closer to zero, and to the right indicates that it's approaching one dollar.
Graphic Change - A graphic representation of the difference between the last price and the previous day's closing price. The arrow is centered in the field, and colored green if the last price is higher than the close, and colored red if it's lower. The longer the arrow the wider the difference between the two prices. The field accommodates graphing changes up to $2.00 below and $2.00 above the close.
Smart Spinner - A graphic representation of the cents in the current price relative to a dollar. If you hold a short position, the bar is red and represents the cents in the Ask price. If you hold a long position, the bar is green and represents the cents in the Bid price. For contracts in which you hold no position, the bar is gray, and represents the cents in the Last price. A bar in the center of the field indicates that the cents value in the price is close to $.50. A bar toward the left indicates that the cents value is closer to zero, and to the right indicates that it's approaching one dollar.
Candlestick - A graphic representation of the direction and magnitude of price change. The wide end of the arrow represents the opening price, and the narrow end represents the last price. An arrow pointing to the right indicates that the price is higher than the previous close, and an arrow pointing to the left indicates that the price has dropped from the previous close. A brighter shade indicates a greater magnitude of price change.
Range - A graphic comparison of the last price to the day's high and low. The indicator starts in the center of the field and moves toward the left (in red) as the last price approaches the day's low, and to the right (in green) as the last price approaches the day's high. If the last price equals the low or high, the bar changes color. You can elect to view the Range in three visual different modes, basic Range, Range 3D, and Range 3D Alert. Only the last shows a color change when the price equals the high or low.
The following issues have been corrected or modified in build 884 of TWS:
- Charts - The price histogram, which displays trading volume at each price point over a specified length of time, now uses the same time period as the chart, up to one week. The histogram is unavailable for charts with a time period over one week. In addition, the display for the price histogram has been fixed. Previously some histograms were very difficult to see.
- API -
Previously the connection was dropped when requesting auto EFP order status. This has been fixed.
- Confusion on exercising index options has been addressed by modifying TWS not to show those index option in option exercise table. An issue that incorrectly gave an error message on exercising stock options has been fixed.
- The process for checking the price
against the market rule has been modified on the Rapid Order Entry panel to be the same as the order ticket.
- The "Close Currency Position" feature accessed via the right-click menu in the Market Value section of the Account window, or using the Currencies menu in the Account window menu, was not working consistently for all FX pairs if only some currency positions were checked to display in Collapsed view, and the view was collapsed when a position was selected to be closed. This has been fixed.
- Basket order bugs - The basket order bugs below have been fixed:
- On a basket page, clicking the bid or ask column headers doesn't work.
- In the Trades panel, clicking the + or - sign to expand the row doesn't work, and clicking the column headers does not sort the trades as it should.
- When creating REL orders for an index, the limit price is set for some orders, but not others; it should never be
- In the Summary section, the columns repeat: Number, Total, Percent, Number, Total Percent, etc. This has been fixed by creating a two-level column header, with each group of three columns labeled correctly in the upper column
- When the Order Ticket is opened for a Basket order, the Quantity panel should have two separate fields in this order:
Total Quantity, and Quantity.
- When saving orders to a basket file from the main trading screen, you get a warning if the file already exists. You
should get the same warning when saving from a basket screen if the file already exists.
- On a basket page, clicking the bid or ask column headers doesn't work.
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