Cboe Silexx adds Delayed Market Data indicator to Option Chain
Cboe today unveiled another set of enhancements to Cboe Silexx, a multi-asset order execution management system (OEMS) that caters to the professional marketplace.
- CAT reporting for both single and multileg orders routed to a broker ALGO are now available.
- Multi-Factor Authentication via Microsoft and Google authenticators at login is now available and can be enabled in Settings.
- Ability to sort and pin accounts has been added in the Account Defaults section of Settings.
- A Delayed Market Data indicator has been added to the Option Chain and Multi Order Ticket. “DATA 15 MINUTES DELAYED” will be displayed for those not entitled with real time market data.
In the preceding release of the platform, the improvements included:
- OCC TIMS Margin Viewer was – this module provides an interface to view margin requirements, net asset value, haircut value, and several other account-level metrics comprising TIMS (Theoretical Intermarket Margining System). Available by admin request to Silexx Support. Appropriate market data required.
- A platform-wide setting has been added to Use FormT Trades in Last Price Updates. FormT Trades are pre-market and after-market trades which can now be factored into “Last Price,” “% Change,“ and “Net Change” fields.