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TWS Version 956 - Release Notes

Risk Navigator Supports Account Partitions and Strategies

You can now enable fields within Risk Navigator to view risk specifically for Model Portfolios (for Advisors and Multi-Client accounts), Account Partitions or Portfolio Builder strategies (for individual trader or investor accounts)within the risk reports. To view activity for these feature, from within the Risk Navigator use the Dimensions menu to select the desired display field.

Additionally, we have added three new columns to the Risk Navigator tabs, along with the ability to use different "margin" modes in a hypothetical what-if portfolio.

New columns are available from the Metrics menu and include:

  • Tracking Factor - Available in the Contract Risk category, this field will provide the related tracking factor if the contract has a related primary contract, i.e. leveraged ETFs. You can add this column to the Equity, Forex, Commodity, MoneyMarket and Volatility Products tabs.
  • Correlation - Available from the Beta Risk category, this field provides the correlation between the a contracted and the user-selected reference index. You can add this column to the Equity, Forex, Commodity, MoneyMarket and Volatility Products tabs.
  • Description - Available from the Descriptive Columns category, the field provides the 'company name' details for a contract. You can add this column to the Equity, Bond, Forex, Commodity, MoneyMarket, Structured Products, Volatility Products and P&L tabs.

To support viewing a what-if portfolio in different margin scenarios, we have added a new Margin Mode feature to the Risk Navigator Settings menu. This feature is only available for what-if portfolios, and will be greyed out if the server does not find at least one available other margin type. Click Margin Mode, and then select a new margin to apply. The active margin is displayed in the bottom right corner of the what-if portfolio window.

Customize Date Format Display

You can now customize how dates are formatted and displayed throughout TWS using the Date Formats page. Select the order of units, for example Month/Day/Year or Year/Month/Day etc. Specify how the year and month is formatted, and even tell the system whether or not to leave a space between the month and day, for example MAR16, or MAR 16, and to omit showing the year if it’s the current year.

Set the Date Format at the global level to apply across all areas, or make your settings more granular by setting different layouts specifically for different displays, such as the Contract Month, Last Trading Day and Contract Description. A drop-down label for each of these categories lets you specify whether to use the Global date formatting, or the unique settings for that section.

To modify Date Formats, open Global Configuration and from the Display section select Date Formats. Note that these changes are applied immediately when you hit "OK" or "Apply" – there is no need to restart TWS.

Create Daily Account P&L Alerts

You can now set up an alert that istriggered when your account's Daily P&L reaches a specified USD value.

To create a Daily P&L alert, use the right-click menu from any instrument to select Analytical Tools and then Alert, or use the quick-click button menu to select the Alert bell icon. Click Advanced Settings in the Configure Price Conditions box to and then select Daily P&L. Define the operator and P&L value and click "Finish" then use the Alerts interface to set up how you want to be notified and to "Activate" the alert. Note that alerts are stored in the cloud, and will remain active regardless of whether or not you are logged in to TWS.

New Technical Indicator Scanners and Columns

We have added a group of real time Advanced Market Scanners for product-based EMAs, price crossing EMAs, or EMA(20) crossing EMA(200). For these scanners we support 20, 50, 100, and 200 period EMAs.

New Market Scanners are available as Advanced Market Scanners, and all EMA and Price/EMA are available in Mosaic Market Scanners. Scanners currently include:

  • EMA (ascending and descending sort), for 20, 50, 100 and 200 period EMAS.
  • Price/EMA (ascending and descending sort) for 20, 50, 100 and 200 period EMAS, calculated using (Last Price – EMA)/EMA.
  • Bullish Price/EMA for 20, 50, 100, 200 period EMAs calculated using (Last Price – EMA)/EMA but only shows items where yesterday’s value was on the “other” side.
  • Bearing Price/EMA for 20, 50, 100, 200 period EMAs calculated using (Last Price – EMA)/EMA but only shows items where yesterday’s value was on the “other” side.
  • Bullish Price EMA (20)/EMA (200) calculated using (EMA (20) – EMA (200))/Last Price, but only shows items where yesterday’s value was on the “other” side.
  • Bearing Price EMA (20)/EMA (200) calculated using (EMA (20) – EMA (200))/Last Price, but only shows items where yesterday’s value was on the “other” side.

To add an Advanced Market Scanner, use the Classic TWS interface and from the Analytics Menu select Advanced Market Scanner. To use Mosaic Market Scanners, from the Mosaic Monitor panel click the "Add Tab" icon and select Mosaic Market Scanner.

These data points (including divergence percentages) are also available as columns so that you can see these values for products in watchlists and portfolios, and in any other tools we offer.

Columns currently include:

  • EMA (100): 100-period Exponential Moving Average.
  • EMA (100) Crossover: 100-period Exponential Moving Average crossover, shown as a percentage.
  • EMA (20): 20-period Exponential Moving Average.
  • EMA (20) Crossover: 20-period Exponential Moving Average crossover, shown as a percentage.
  • EMA (20)/EMA (200): 20-period Exponential Moving Average over 200-period Exponential Moving Average, shown as a percentage.
  • EMA (200) – 200-period Exponential Moving Average.
  • EMA (200) Crossover – 200-period Exponential Moving Average crossover, shown as a percentage.
  • EMA (50) – 50-period Exponential Moving Average.
  • EMA (50) Crossover – 50-period Exponential Moving Average crossover, shown as a percentage.
  • MACD – Moving Average Convergence/Divergence.
  • MACD Histogram - Moving Average Convergence/Divergence histogram.
  • MACD Signal Line - Moving Average Convergence/Divergence signal.
  • PPO – Percent of Price Oscillator, shown as a percentage.
  • PPO Histogram - Percent of Price Oscillator histogram, shown as a percentage.
  • PPO Signal Line - Percent of Price Oscillator signal line, shown as a percentage.
  • Price/EMA (100) – 1:1 ratio of price to 100-period Exponential Moving Average.
  • Price/EMA (20) - 1:1 ratio of price to 20-period Exponential Moving Average.
  • Price/EMA (200) - 1:1 ratio of price to 200-period Exponential Moving Average.
  • Price/EMA (50) - 1:1 ratio of price to 50-period Exponential Moving Average.

Note that the values for all ratio-style columns, such as "Price/EMA (20)", are shown in % terms of the denominator. So a value of "5%" would indicate that the price is 5% higher than the EMA (20).

To add these columns to a Watchlist or other window, hold your mouse over an existing data column to display the "Insert Column" feature. Click "Insert Column" and select columns from the Technical Indicator category.

Save Commissions by Divesting Models using Independent Positions

When clients create strategies using the Portfolio Builder, the portion of their portfolio that isn't allotted to these model strategies is called the “Independent” segment. Users who want to decrease a position or fully divest a model can now elect to use existing positions in the Independent segment to satisfy the transaction when possible. Choosing this option allows you to decrease or close out a model without creating exchange orders with commissions and other fees. For example, if you’re short 1000 XYZ in your independent portfolio and would like to close your long position of 500 XYZ in a model, you can elect to cross the model’s closing order with the short position and end up with a net 500 short position, without incurring any commissions. In cases where the independent segment position cannot close or fully close the model position(s) - i.e. if the model in the previous example was long 1500 - an order for the remainder, in this case an order to sell 500 shares of XYZ, will be created.

To make this choice, select "Cross closing orders with Independent segment…" when asked how to divest the model or reduce positions.

Attach Email or SMS Messages to Alerts

A new Global Configuration setting allows you to always send an email/SMS message to the device set up in Account Management when you set an alert. Currently, you need to specify an email/SMS message manually for each alert you set.

To have the "send message" feature activated by default for all alerts, open Global Configuration and in the Information Tools section select Alerts and then select Settings. Check the "Send message via e-mail or SMS" checkbox. Note that you can disable this message on a per-alert basis on the Message tab within the Alert.

Non-English Contract Description

The Contract Description field will now display content in the localized language set in TWS, when available. Currently, only Simplified Chinese is supported. Change the display language for TWS in the Login Box by clicking the flag icon along the bottom of the box and then choosing a language.

IB API: New Ledger Tags for reqAccountSummary Method

Several new tags have been added to the reqAccountSummary method:

  • $LEDGER - Single flag to relay all cash balance tags*, only in base currency.
  • $LEDGER:CURRENCY - Single flag to relay all cash balance tags*, only in the specified currency.
  • $LEDGER:ALL - Single flag to relay all cash balance tags* in all currencies.

* Cash balance tags include: Currency, CashBalance, TotalCashBalance, AccruedCash, StockMarketValue, OptionMarketValue, FutureOptionValue, FuturesPnL, NetLiquidationByCurrency, UnrealizedPnL, RealizedPnL, ExchangeRate, FundValue, NetDividend, MutualFundValue, MoneyMarketFundValue, CorporateBondValue, TBondValue, TBillValue, WarrantValue, FxCashBalance, AccountOrGroup, RealCurrency, IssuerOptionValue