Repository2017-08-17T17:34:36+00:00

Repository

SpiderRock platform documentation is available to current clients from our document repository (http://sftp.spiderrock.net).

If you are a prospective customer and would like access, contact us at (312) 256-9600 or learn@spiderrock.net for assistance.

Repository

SpiderRock platform documentation is available to current clients from our document repository (http://sftp.spiderrock.net).

If you are a prospective customer and would like access, contact us at (312) 256-9600 or learn@spiderrock.net for assistance.

WHAT IS AVAILABLE

SpiderRock Platform Concept Guides

Our concept guides offer relatively short introductions to platform topics of interest. These documents are a good place to start if you are trying to approach our platform for the first time.

System Overview Concept Guide.pdf
Introduces the SpiderRock system architecture and associated design concepts. This guide is a broad introduction to the SpiderRock system as a whole.

Execution Concept Guide.pdf
Describes market access via our execution engines. Includes descriptions of our execution algorithms and topics related to order execution.

Risk Management Concept Guide.pdf
Outlines our risk management approach and describes the system that enables it, including our live risk servers, SRSE Risk SQL API, and our risk GUI tools.

Option Strategy Management Concept Guide.pdf
Provides an introduction to the implementation of common option strategies using the SpiderRock Platform.

Option Market Analytics Concept Guide.pdf
Describes the live and historical market data and option analytics available from both the SpiderRock SRSE Live API and ElasticSearch cluster.

Dark Quote Concept Guide.pdf
Describes the SpiderRock enhanced liquidity handlers. This is a good place to start if you are interested in providing dark liquidity or exploring potential price improvement opportunities.

SpiderRock GUI Tool Concept Guides

Our GUI tool concept guides offer concept level introductions to the tools available for export to your desktop from our Citrix app farm.

Order Manager Guide.pdf
Provides an overview of the main features of the tool for order and execution management

Symbol Viewer Guide.pdf
Provides an overview of the main features and capabilities of the tool for symbol level analytics, order entry and risk management

Risk Viewer Guide.pdf
Provides an overview of the main features of the tool for portfolio risk management on a per symbol basis

Risk Manager Guide.pdf
Provides an overview of the main features and capabilities of the tool for live risk management, custom risk slides, and market scanning

Market Monitor Guide.pdf
Provides an overview of the main features and capabilities of the tool for scanning prints and spread data based on analytics and other metrics

Hedge Tool Guide.pdf
Provides an overview of the main features and capabilities of the tool for hedging portfolios with target hedge bands

Chart Tool Guide.pdf
Provides an overview of the main features of the tool for visualization of historical price, volume and volatility levels

Risk Analyzer Guide.pdf
Provides an overview of the main features of the tool for analyzing portfolio risk and PnL history

Trade Analyzer Guide.pdf
Provides an overview of the main features of the tool for analyzing portfolio execution and TCA metrics

Control Viewer Guide.pdf
Provides an overview of the main features of the tool for managing supervisory risk and editing user account settings

SpiderRock Technical Notes

Our technical notes are similar to white papers and cover technical or quantitative system areas in more detail.

Volatility Time Calculation.pdf

Volatility Models.pdf

Option Price Spline Gateway.pdf

Option Dividend Rate Calibration.pdf

Underlying Index Price Calculation.pdf 

SpiderRock API Specifications

Our API specifications offer the technical details necessary to integrate with the SpiderRock platform.

FIX Product Specs

» V7 FIX Order Entry
» V7 FIX Dark Quote

SRSE Product Specs

» SRSE/SRLive
» SRSE/SRTrade
» SRSE/SRRisk
» SRSE/SRAnalytics
» SRSE/SRControl
» SRSE/SRTheo

ElasticRock Product Specs

» ES/SRAnalytics
» ES/SRTrade
» ES/SRRisk
» ES/SRTheo

HOW TO GAIN ACCESS

SpiderRock platform documentation is available to current clients from our document repository [http://sftp.spiderrock.net]. If you are a prospective customer and would like access, contact us at (312) 256-9600 or learn@spiderrock.net for assistance.

request access