Added ‘De minimus disclosed’ checkbox to the Trade Entry form and as an available column for imported trades.
Cost to include Sales Credit for Customer Trades
Added the option to include the sales credit in the price used to calculate the Position Cost for customer trades.
This option can be enabled or disabled in the Firm Admin/General Settings section and is disabled by default.
Apply Fee to Manual Trades
Made changes to initially set the default fee configured for the account to manual trades.
Position/Quote Blotter Updates
Add the ability to Publish, Withdraw, and Delete selected items from the right-click context menu.
Added the count of items in the current list to the bottom of the screen.
Added the count of currently selected items to the bottom of the screen.
Added a loading indicator if the list takes longer than a couple of seconds to load.
Trade History Blotter Columns
Added columns to the Trade History blotter: Trade Date, Material Events Disclosed, De Minimus Disclosed, PMP Disclosed, etc.
Status Button Color Change
Made changes to not mark the whole Quote as Blocked or Withdrawn if just one of the Destinations is Blocked or Withdrawn.
Include ISIN in QuoteTransport Message
Added ISIN to the QuoteTransport messages being sent to BondHub to publish quotes. This change is in support of ALLQ and MarketAxess integration.
Request Quotes by Account
Added ability for BondHub to request quotes for a specific account. This change is in support of MarketAxess integration.
General Performance Enhancements
Nightly Re-pricing Process:
Made changes to only recalculate the Next and Next Par Calls for descriptions that have an active Position, Quote, Order, or Trade and only if there are calls greater than the current Next/Next Par calls.
Made changes to commit, publish and notify the changes in batches of 20.
Benchmark Updates:
Made changes to commit the updates asynchronously.
Made changes to send notifications and publication requests in batches of 30 instead of all at once after the database updates were complete.
Quote Publication:
Made changes to reduce the quote message size needed to notify the users of quote updates.
Made changes to not perform updates and highlighting while the list is being loaded.
Bug Fixes
Quote MarketType Update Issue
Fixed an issue where the Quote MarketType was not getting updated whenever the Security Description was manually changed.
Position/Quotes List Including Other Accounts
Fixed an issue where switching accounts on the main Position/Quote view retained items from the previous account.
Call Schedule Clearing Issue
Fixed an issue where the Call1 and Call2 fields were not cleared when removing all calls from the CallSchedule on the Security Description screen.
Prevent Double-Click on Action Buttons
Made changes to prevent double-clicking on the Accept, Decline, Cancel, or Fill buttons on the Order Entry/Update window. This was allowing for unexpected behaviour and possibly duplicate processing.
BondPub v2.0.0.1 – Jun 7, 2024
Module / Name
Description
Enhancements
Trade / Quote Import
Added the ability to delete a Trade or Quote Import Template.
Trade Exports
Added Order Time and RefId columns to trade exports.
Bug Fixes
Position Calculations
Made changes to correct floating point issues that would occur when calculating the Quantity Owned
for trades that may have included fractional quantities.
Multiple Trade Import Execution
Made changes to prevent the ability to double click the Trade Import “Execute” button which could cause
the trades being imported to be processed more than once.
Order Detail – Contra Entry
Fixed issues with entering the Contra information on the Order Detail window when using any them other than
BondPub Classic.
BondPub v2.0.0.0 – March 22, 2024
Name
Description
Enhancements
User Interface Enhancements
Made several changes to the user interface to increase functionality and performance as well as to modernize the user interface.
Menu Changes: A new categorized Menu for easier global navigation.
Theming Added the ability to select one of several Light and Dark Themes.
Data Grid Enhancements (Quotes/Positions, Orders, Trades, Market RFQs)
Better Performance.
Ability to sort by multiple columns.
Ability to set the number of frozen columns.
Ability to group by columns.
Ability to filter by certain columns on some lists.
Persist the sorting and frozen columns settings along with the visible columns and column order.
Date and Time Fields: Updated the date picker and updated the time fields to use a time masked field to make date and time entry easier and more intuitive.
Quote/Position Detail Window
Added a separate Position Tab that includes a list of the Trades for the position.
Persist the size and location settings of the window.
Trade Summary Report: Added a new Trade Summary report that can be run from the Trade History or Completed Trades lists.
Trade Detail Window: Added the ability to directly access the Quote or Position Detail window.
Dealer Administration: Added the ability to search the Dealer list by the Name, Account #s, or the BloombergID. Searching by the BloombergID is particularly useful when trying to determine accounts that may be incorrectly linked to a BloombergID.
Customer Administration: Added the ability to search the Customer list by Name or Account #s.
Firm Administration: Fixed an issue on that was preventing the Save button from being enabled in some cases.
MBS Support
Made several changes to support calculating MBS accrued interest more accurately.
Added fields to the database to better support MBS calculations. The new fields include MortgageAccrualRate, MortgageAccrualRateStartDate, and MortgageAccrualRateEndDate.
Made changes to use the MortgageAccrualRate and MortgageAccrualRateStartDate fields when calculating the accrued interest for MBS securities.
Made changes to receive these fields from the SRD Clients.
Added WAL, WAC, Accrual Rate, and Accrual Start Date fields to the Description Detail window for manual entry.
Trade Notes
Added Cancelation Notes to the Trade Exports. This will concatenate all notes associated with a cancel status into one column.
Added the ability to add notes to a Complete or Canceled Trade.
Auto Withdraw when quote type is set to none
Made changes to automatically withdraw quotes from the ATSs when quotes are published and the Quote Type is changed to None. This fixes a problem that was leaving quotes published even after the Quote Type was set to None.
Bug Fixes
Quote import defaulting Bid QuoteType to Offering
Made changes to default the Bid QuoteType to be Bid instead of Offering when importing Quotes.
Market not getting set when importing trades.
Made changes to automatically set the Market for the Trade when importing Trades.
Position Sorting
Fixed a bug that was causing Quotes/Positions to randomly sort flat and short positions after long positions when sorting by the Owned Quantity.
Position Calculation Issue For Duplicate Trades
Resolved an issue that was causing the position to be incorrectly calculated whenever more than one trade for the same security was received at approximately the same time and a description did not yet exist.
Duplicate Trade Reporting
Fixed an issue that was causing trades to be reported more than once whenever more than one trade for the same security was received at approximately the same time and a description did not yet exist.
Nightly Quote Re-Pricing Bug
Fixed a bug that was causing the nightly re-pricing process to fail if the calculated values were NaN.
Null Pointer Exception with Description Request Service
Resolved an issue that was causing a Null Pointer Exception whenever a DescriptionUnavailable or DescriptionException event was received from the SRD Client without an ISIN.
Destinations showing without Bid or Ask enabled
Made changes to exclude destinations from the Quote Detail Destination list that have neither Bid or Ask enabled.
Quote Status message not displaying
Fixed an issue that was causing the Quote Publication Status message to not display every time in the main Quote blotter list and on the Quote Detail Destinations list.
Gettting an error when trying to remove reps
Fixed an issue with deleting reps where it was getting a null pointer in certain cases.
Trades showing duplicated in Trade Blotter
Fixed issue that would cause trades to appear to be duplicated on the blotter whenever the blotter was being automatically opened by an incoming trade.
BondPub v1.5.0.1 – March 21, 2023
Name
Description
Enhancements
Suppress Extraneous Publications
Made a change to not publish Quotes with either a zero quantity or a QuoteType of NONE for Benchmark updates.
Bug Fixes
Accrued / Yield Calculation Issues
Added support for using an EOMAdjust flag for calculations if provided by the SRDClient rather than always using the market defaults built into FISA.
Added support for using a DayCountBasis for calculations if provided by the SRDClient rather than always using the market defaults built into FISA.
Made a change to use the Interest Accrual Date (Issue.IntAccDate) if provided as the Dated Date for calculations. If not provided, the Issue Date will be used.
BondPub v1.5.0.0 – January 19, 2023
Name
Description
Enhancements
Order Blotter
Highlight Orders on the Order Blotter by showing the price in green whenever the order price matches the Quote price.
Order Detail
Added a new Position panel to include the Position Owned, Average Cost and the Quote notes.
Performance Enhancements
Several changes were made to enhance the performance of updating and publishing Quotes. These changes have improved performance by 400% or more in some cases.
Made changes to batch Quote/QuotePublication database updates in groups of 20 to 40 whenever possible rather than either executing them individually or as one large group of potentially hundreds.
Made changes to utilize async/await rather than explicitly firing off a new thread for each benchmark update and for each Quote Publication Status update.
Made changes to allow for loading only the necessary Quote/Issue associations for each operation to be sent back to the UI.
Made changes to prevent a lookup in the InterestRateSteps table for every calculation, even those that are not Stepped Coupon Securities.
Made changes to improve the performance of the Quote/Position list whenever there are several hundred Quotes listed.
FISA License
Extended the FISA license from 02/15/2023 to 02/14/2025.
Bug Fixes
MarketRFQ Updates
Removed logic for using the DueTime as the Start Time for the list of available Quote Expiration Times whenever a PostTime is not submitted. This fixed an issue that was causing the Expiration Time options to be too short.
Made changes to qualify the MarketRFQ SourceQuoteRequestId with todays date whenever looking up MarketRFQs to update. This resolves the issue of the provider reusing the same sequential id numbers each day.
BondPubUI Crashes After Login
Occasionally the Order or Trade list window coordinates were being saved as “Infinity” or “-Infinity” which would cause the application to close after login whenever it tried to open and reposition those windows. We weren’t able to duplicate saving with “Infinity” or “-Infinity”, but did add code to anticipate those values and to use the default settings when encountered.
Quote Publication Destinations Appear to Get Duplcated on Quote Detail
Fixed an issue that appeared to be duplicating the quote publication Destination records on the Quote Detail page whenever moving through quotes fast enough, either by pressing the Next and Previous buttons, or just double clicking from the list. The problem was that an asynchronous call was being made to lookup the Destinations associated with the Account with each new screen load, and then the user would move off of that record before the results were returned from that asynchronous call. So the fix was to remove the asynchronous call and to cache the Destination associations for each account as it is loaded.
BondPub v1.4.0.0 – October 5, 2022
Name
Description
Enhancements
Block Trade Entry
Allow for creating Facilitation Accounts for handling Block Trades. This is done by using a new checkbox on the
Account Administration screen where if selected the user can specify whether it is an Allocation, Trade-Through,
or Mark to Market account.
Whenever an Allocation Facilitation account is select during Trade Entry, then the Trade is automatically marked
as being a Block Trade which will be indicated in the window Title.
When Block Trades are entered, a Source Customer Acocunt may be optionally selected.
Added additional Trade Statuses for tracking Block Trades
Pending Alloc.: The Block Trade has been created but there have been no associated allocation trades entered yet.
Alloc. In Progress: At least one associated allocation trade has been entered.
Alloc. Pending Review: The trade has been fully allocated and the allocated trades are pending approval prior to execution.
Alloc. Complete: The allocation trades have been executed.
Allocation Trade Entry
Add a new tab to the Order Blotter window to show a list of Block Trades that are pending Allocation. The
tab title includes the count of pending Block Trades.
Add a new Allocation Trade Entry screen for creating the Allocation Trades associated to a Block Trade.
This window is opend by double clicking on the Block Trade in the Pending Block Trade list.
Allow user to enter multiple customer trades where the quantity adds up to the block trade quantity.
The user may be selected by entering the internal Account #, the external (Source Customer) Account Id,
or the Customer/Account name. If the Block Trade has a Source Customer Account specified, then
the user is only allowed to select Customers for that Source Customer Account.
The user may save the allocations at any time for later completion.
The user may not allocate more than the Block Trade quantity.
The user may not execute the allocation trades until the Block Trade quantity is fully allocated.
Added an additional Trade Status of Pending Approval for tracking allocation Trades. If the allocation is saved
prior to being executed, then it will have a status of Pending Approval.
Market RFQ Updates
Automatically use the market default settlement date for quotes if a settlement date was not set for the Market RFQ.
If the settlement date is not set for a Market RFQ, allow the user to override the Settlement date for a quote.
Made changes to update the Market RFQ status to CLOSED and to withdraw all quotes whenever an RFQ QuoteStatus of
LOST or COVER is received from the ATS.
Prevent placing quotes on Market RFQs that do not have a status of ACCEPTING or PENDING.
Added ability to optionally review Market RFQ orders for expired Market RFQ Quotes.
Made changes to update the Market RFQ status and to withdraw all Market RFQ quotes for all Market RFQ orders regardless of whether it is auto accepted.
Highlight Price On Order Blotter
Highlight the price in red on the Order Blotter (Active Orders) if the Order price does not match the Quote price.
Add Quote To Order Blotter Completed Orders
Added a column to display the Quote Price and Quantity to the Order Blotter Completed Orders list.
ISIN Support
Updates to use either ISIN or CUSIP when entering Quotes, Orders or Trades. This includes replacing Cusip with SecurityId
and SecurityIdType in the Quote, Trade and Order data, and all changes necessary for validating either id type and looking
up the Security Description regardless of which id type is used.
Notional/Temporary CUSIP Support
Added support for entering Notional/Temporary CUSIPs on both the Quote and Trade Detail screens. If the first character of
the CUSIP is an alpha character, then the CUSIP check digit validation will not be performed which will allow the
CUSIP to be used and the description to be manually updated by the user.
Upper-Case CUSIP/ISIN Trade History Search Entry
Automatically upper-case the CUSIP/ISIN on the Trade History filter entry.
EOD Process Last Run Time
Made changes to record and display the Last Run Time of the End Of Day process. This value can be viewed next to the
EOD “Run Now” button on the Firm Administration screen.
Initial Support For Sales Publication/Orders
Added the ability to create one or more Customer Destinations. This is done using the new Customer Destinations tab on
the Destinations Administration screen. The user can set a default Sales Credit for each Customer Destination.
New Customer Destinations can be associated to existing or new accounts for Quote distribution on the Account Administration screen.
If an account has an associated Customer Destination, then the Customer Destination will be included in the
Destinations panel at the bottom of the Quote Detail screen where the user can override or set the
Sales Credit for an individual Quote.
Added a new Sales Role that can be assigned to a user along with Trader and Admin in the User Administration screen. If the new Sales Role
is assigned to a user, then a Customer Destination can be selected to associate with the user.
Made changes to allow orders to be associated to Customers rather than just Dealers and to include applicable Commission and Rep information.
Made changes to properly route quotes and orders for Customer Destinations.
Added new Teams Administration screen for creating Teams of users and to associate those teams or individual reps to Customer accounts.
Various BondPubWS api updates for allowing Sales Screen support.
Reorganize Destination Administration
Created tabs for each Destination Type on the Destination Administration Administration screen rather than including all
destinations in the same list. The new tabs include ATS/IDB Destinations, Clearing Destinations, and Customer Destinations.
Reorganize Dealer Administration
Remove the separate Accounts tab and include the list of Accounts directly below the Dealer Detail so that the Accounts
list can be viewed along with the Dealer Detail.
Reorganize Customer Administration
Remove the separate Accounts tab and include the list of Accounts directly below the Customer Detail so that the Accounts
list can be viewed along with the Customer Detail.
Upgraded To Latest Version Of Sentry/Log4net
Made changes to allow for upgrading to the latest verion of Sentry and Log4Net for error logging.
Bug Fixes
Mouse/Cursor Focus Changing With Order/Trade Notifications
Made changes to not take the mouse or cursor focus whenever Order and Trade notifications are received.
Account MPID As Empty String
Made changes to use the Firm MPID for order/trade messaging whenever the Account MPID value is an empty
string and not just whenver it is NULL.
Invalid OrderTime/ExecutionTime For Drop Copy Orders
Made changes to use the orderTime value set in the initial PlaceOrder message to set the Order OrderTime (ExecutionTime)
rather than using the updateTime from the initial PlaceOrder message or DateTime.Now if not sent.
ATS On Trade Entry Expanding Form Length
Fixed an issue where the field hight of the ATS selection was increased if an ATS was selected.
BondPub v1.3.0.5 – June 10, 2022 (Wide release on 10/5/2022)
Name
Description
Enhancements
Prevent Duplicate Quotes Accross Accounts
Made changes to optionally restrict allowing duplicate quotes/positions in more than one account at a time. This option can be
turned on or off externally and is set to not allow duplicates by default.
Add Quote To Order Blotter Active Orders
Added a columen to display the Quote Price and Quantity to the Order Blotter Active Orders list.
Bug Fixes
Negative Spread Quotes Not Being Repriced
Fixed an issue where quotes that were spread negatively to a benchmark were not getting an updated settlement date or being repriced
with the nightly process.
BondPub v1.3.0.4 – February 28, 2022
Name
Description
Enhancements
Market RFQ Support
Added support for Market RFQs.
Created a new tab for managing Market RFQs.
Allow for searching and filtering a live feed of Market RFQs from enabled ATSs.
Allow for placing bids or offers on RFQs published by enabled ATSs.
Allow for receiving orders for winning bids/offers and color for failed bids from enabled ATSs.
Allow for importing and export MarketRFQs for external bidding.
Added Issue Description to Quote List
Added the Issue Description as an available column to the Position/Quote list. By default this column is not visiable, but can be added by right clicking on any column header and selecting “Issue Description” from the list of available columns.
Position/Quote List Performance
Made changes to enhance the loading performance of the Position/Quote list.
Position/Quote CSV Import
Added the ability to import Quotes from a CSV file. Previously, support only existed for XSL files.
CSV Export Position/Quotes
Added the ability to export all or select items from the Position/Quote list.
Destination, Accounts, and CodeValue Load Performance
Made changes to enhance the loading performance of several screens by caching the Destination, Accounts, and CodeValues that are used for dropdowns and various selection boxes.
Multiple SRD Provider Support
Made changes to allow for multiple SRD providers to be connected to BondPub.
Allow for round-robin usage of all connected providers for a single vendor.
Allow for querying specific description providers based on the detail level required for the function.
Made changes to always query by ISIN rather than CUSIP. This inclues enhanced support for ISIN with all BondPub modules.
Added storage for the Figi identifier.
Move Accrued Interest Above Principal on Quote Detail
Moved the Accrued Interest fields to be above the Principal fields on the Quote Detail window to be consistent with the other Detail windows.
Allow Clearing of Hung Trades
Made changes to not perform certain validation checks on “hung” trades so that the user can Cancel trades that may get hung in certain circumstances, such as missing description or cases where the Contra Account isn’t set for normal ATS orders.
Save the “Do Not Send” Status for Trades
Made changes to save the “Do Not Send” status that was set by the user for Trades. This will allow for better trouble shooting in the event of a problem with a Trade.
TLS Support for Connections between the BondPub client and BondPubWS
Made the necessary changes to allow for creating a secure TLS connection between the BondPub client and the BondPubWS server.
Support for Windows Messaging Center Notifications for Orders and Trades
Made changes to use the Windows Messaging Center for Order and Trade notifications on supported operating systems. For operating systems that do not support Windows Messaging, the internal toast notifications are used. A setting can be changed to always use the internal toast notifications if that is preferred by the user.
Bug Fixes
Application termination during import
Fixed a bug that would terminate the BondPub client application if a user was attempting to import a file that was open in another application.
Error when receiving messages with the “|” character
Fixed an issue that would occur whenever any message was received from BondHub that contained the “|” character.
Exception when sending multiple description requests simultaneously
Fixed a bug that would occur whenever multiple description request messages were sent simultaneously.
BondPub v1.2.0.4 – May 14, 2021
Name
Description
Enhancements
Order Execution Updates
Made changes to always send a RECEIVED status to BondHub prior to and regardless of the subsequent status assigned by the system.
Added a ReferenceOrderId field to Orders to fix an issue with TMC orders.
Bug Fixes
Incorrect Settlement Date after changing First Settlement Date
Made changes to recalculate the Quote Settlement Date whenever the First Settlement Date is changed for the associated Issue Description record.
BondPub v1.2.0.3 – April 4, 2021
Name
Description
Enhancements
Customer Trade Entry
Created a new Customer Administration screen for managing Customers.
Created a new Representative Administration screen for managing Representatives so that Reps can be created that aren’t necessarily BondPub users.
Modified the Trade Entry screen to allow for Customer Trades.
Added selection of Customers for entering trades.
Added a Commission section that shows up for Customer Trades.
Added fields required for Customer Trades, including, Order Rep, Order Time, Solicited, Discretion Exercised, Adivsed of Material Events, PMP fields.
Trade Entry/Detail Enhancements
When creating a new Sell trade from an existing Quote, prepopulate the quantity with the available ask quantity for the selected Quote.
Added Position / Offer / Bid panel to Trade Detail when applicable.
Added field validations and input restrictions to multiple Trade Detail fields. Includes Trading Account, Contra Account, CUSIP, Trade Date/Time, Settlement Date, Qty, Price, Yield, Net Price, YTW, YTM, Principal, Accrued Interest, Net Amount.
Removed read only fields from tab order, including the Net value fields whenever Manual Calc isn’t selected.
Added the ability to add or edit a description directly from the Trade Entry screen.
Automatically clear the Accrued Interest if the Acc. Interest checkbox is unchecked, and reclaculate if it is checked again.
Automatically calculate the Net Amount when Manual Calc. is checked.
When unchecking Manual Calc. recalculate original AI if the AI checkbox was unselected.
Additional Hot-Keys
Added Ctr-Q Hot Key for adding quotes.
Added Alt-E Hot key for editing selected quote and added an Edit option to the individual Quote context menu.
Description Entry Updates
Added Project Name, Bank Qualified to security detail entry.
Trade Blotter Updates
Added Pink background highlighting to Completed Trades in the Trade Blotter that have an update date that is greater than the trade date and also added pink highlighting to the Trade Status History items that have an update date greater than the trade date.
Trade Account administration updates
Removed Account # change warning when adding a new account.
Require Account # for account entry.
Spread administration updates
Fixed issue when saving a new Spread Curve or Spread Index that was showing the object class name rather than the entered description or name.
Made a change to require Name and Description for Spread Curve and Spread Index and required CUSIP and Description for Spread Benchmark.
Quote Detail Calculations
Made change to the Quote Detail screen to prevent attempting to calculate Bid or Ask values unless a pricing value has been entered.
General Calculations
Changed default Daycount Basis for Interest At Maturity securities to use 30/360 rather than Act/365.
BondPub v1.1.0.7 – Jul 23, 2020
Name
Description
Enhancements
Configurable Display Price and Yield Precision
Added the ability to configure the Display Price and Yield precision per market and security type.
Configurable Settlement Days
Added the ability to configure the number of settlement days per market and security type.
Configurable Money Multiple (Pricing Scale)
Added the ability to configure the pricing scale per market and security type.
BondPub v1.1.0.6 – Jun 24, 2020
Name
Description
Enhancements
Trade and Order Blotter Column Configuration Persistence
Changes to the column widths, positions, and sort order will now automatically be persisted for both the
Trade and Order Blotter screens.
Allow User to Add and Remove Columns for Trade and Order Blotter
The user can now add and remove columns from the Trade and Order Blotter lists by right clicking on the
list header. Once selected, the columns will automatically be persisted.
Add YTM and YTW to Order Blotter
Added YTW and YTM columns to the order blotter lists.
Add Order Time to Order Blotter
Added an Order Time column to the order blotter lists.
CUSIP Copy From Quote List
Added an option to “Copy CUSIP” when right clicking on the CUSIP field in the main Quote List.
When clicked, the CUSIP will be copied to the clipboard.
Relabel Call Columns For Consistency
Relabeled the Quote List Call 1 and Call 2 columns to be Next Call and Next Par Call
in order to match the labels used on other screens within BondPub.
Group the Ask and Bid Columns together
Visually group all the Ask side columns together and Bid side columns together by highlighting each
side with a different color.
Bloomberg Firm ID Length
Increased the size of the Bloomberg Firm ID field to be 20.
Order Email Notification Subject
Changed the Email Notification Subject to include the Price right after the quantity instead of at the
end of the line. This should make it easier for the user to see the price without having to click on
the email for some email reader applications.
Order Detail Offer Match Indicators
The Settlement Date, Quantity, or Price will now be highlighted if any of those fields do not match
the original offer values.
Order Detail Window Layout
Made several updates to the Order Detail window to include more information and to more closely match the Trade Detail layout.
Trade / Order History Export
Added the ability to export the Trade and Order History to a CSV file.
Bug Fixes
Negative Pending Quantities
Fixed an issue where the pending quantity could be set to a negative value for certain Drop Copy orders. We also made changes to not allow the pending quantity to ever be negative. If any process attempts to set the pending quantity to a negative value, it will be reset to 0 and we will log the incident for further investigation.
P&L Calculation Updates
Made several changes to make the P&L calculations more accurate for all trades.
Withdraw All / Publish All for only items shown
The Withdraw All and Publish All options on the main Quote List will now only publish items that
are showing in the current list rather than ignoring any quick search filters that are applied.
Publishing quotes without a destination.
Made changes to prevent quotes from being sent to BondHub whenever no destinations have been selected
for publication.
Publishing quotes where all Destinations are Blocked or Withdrawn
Made changes to prevent quotes from being sent to BondHub whenever all destinations are Blocked or Withdrawn.
Oder Detail Report eroneous data
Fixed issues with the Order Detail Report where the Fee amount was showing the Price and the Net Money value
was incorrect.
Dissallow Report Trade or Cancel Trade buttons from being double clicked
Made changes to prevent the user from being able to double click the Report Trade or Cancel Trade
buttons which was causing the trade to be reported multiple times.
Global Price and Yield rounding
Made changes to all lists and detail screens to more consistently show the Prices and Yields rounded to
market conventions. This includes rounding Municipal values to 4 decimal places, Treasuries to 11 and all
others to 6.
Global Principal calculation updates
Made changes to calculate the Principal using pre market conventionally rounded prices to allow for higher
accuracy and to better match the counter party trade report.
BondPub v1.1.0.5 – March 16, 2020
Name
Description
Enhancements
Bloomberg Benchmark Feed Support
Make modifications necessary to support Bloomberg Benchmark feed.
Curve and Index Spread Pricing
Add ability to configure and apply Index and Curve Spread pricing.
Include Settlement Date on Order Detail Screen
Show the Settlement Date on the Order Detail window and indicate if it is not a standard settlement date.
Add warning to Account Administration screen if the user is changing the Account #.
Drop Copy Cancellation
Add ability for Admin users to Cancel pending Drop Copy orders.
Reduce non-essential log messages
Change the severity level of logs that are for information only to reduce the number of message sent to Sentry.io.
Bug Fixes
User not receiving messages for new accounts.
Fixed an issuer where after a new account was added to a user, the user would not receive messages related to that
account until the user had logged out and then back in.
Invalid EOM Adjust exception for some securities.
Certain securities that have a coupon payment date on the last day of a month were causing an Invalid EOM Adjust
Exception to be thrown and preventing the quote from being published.
Benchmark is showing for non-spreads.
A Benchmark would continue to show for quotes that were spread to a benchmark at one time, but then later changed
to be priced with a price or yield.
BondPub v1.1.0.4 – December 12, 2019
Name
Description
Enhancements
Bloomberg VCON Processing
Make modifications to support
Bloomberg VCON Processing. Add a
Bloomberg Firm ID field to Dealer Accounts for matching to the Contra ID sent
with VCON drop-copy orders. If a match
is found in Dealer Accounts for the Contra ID then the MPID and CSD Code of
the matching Dealer Account will be used for the Order/Trade. If a match is not found and the user
manually enters an MPID that is already in Dealer Accounts, then it will
prompt the user to automatically associate the Contra ID with the MPID for
future orders.
Bulk Pricing Update for Quote Lists
Add a new “Adjust
Pricing” option to the Quote List “Actions” menu. This option will allow the user to markup
up or down the pricing value for all items within the list or just the items
that are selected within the list.
Trade and Order Export To CSV
Should allow Completed Trrades
and Orders for the day to be exported to a CSV file via an “Export To
CSV” button at the bottom of the lists.
Trade Compliance Entry – Max. Net Amount
Add a field to configure the
Maximum Net Amount for an indivudal manual Trade to the Account Admin
screen. If set for an account, and if
the total net amount for the trade exceeds the configured amount then a
message should be displayed for non-admin users indicating that the maximum
net amount has been exceeded. Admin
users will be warned if the value is exceeded but have the ability to
override and complete the trade anyway.
MPID/CSD Code Lookup in Order Detail Window
The MPID field on the Order
Detail should work as a lookup field where if the full or partial MPID or
Dealer Name is found in Dealer Accounts, then it will show all matching
Dealer Accounts and allow the user to select the correct one. If a match is selected then the CSID field
will be populated as well.
Bug Fixes
Limit Quote Filter Search and Quick Search results to only include quotes within
Accounts for which the user has access to.
Quote Filters and Quote Quick
Searches can return results for any account regardless of whether the user
has access to that account or not. For
Quote Filters, if the user does not select any accounts then it will include
results for all accounts regardless of whether the user has access to the
account or not. And for Quick Searches
it will always return results for any account.
Suppress new Quotes and Quote Updates from being added to Quick Search results that do
not match the Quick Search expression.
When the Quote List is filtered
using the “Quick Search” option, then all new updates, including
Benchmark repricings pop into the filtered list. This was marked as done in release 1.1.0.2
and the code was complete for that release.
However, it was reported to still be failing and we found that the fix
had not actually been included in the previous release.
Limit order and trade notifications to only accounts for which the user is assigned
and where notifications have not been suppressed.
Currently all traders are being
notified if a new order or trade message is received.
Allow the Trade Detail window to be resized.
On Windows 7 the Trade Detail
window is to short and is not showing all of the fields. So allow for resizing the window to show
the full window.
Dissallow Users (unique usernames) from being logged in on more than one device at a
time.
If a user is logged in to one
device and then another user attempts to log in to another device with the
same Username, then it will now prompt the user to ask if they wish to
“log out” the account on the other device.
