LiquidMetrix ReportGenerator

This application will enable you to schedule and run reports using LiquidMatrix data obtained via the LiquidMetrix Suite.

User Guide



Version: 2.5.1

Release Date: 16th November 2017

Release Notes

Download .NET 4.5 version
*** NOTE : The .NET 4.5 version of the Report Generator adds support for TLSv1.2 calls to LM web services. Users will need to have the .NET 4.5 Framework installed.

MD5: B6E5B01A7FB5FF37771E04016755CA54
SHA-1: 6F14BEF233D3C491480B1F62BAF8AEA43A844FF3





Version: 2.4.3 Beta

Release Date: 2nd October 2017

  • Mark Suspected Auction Logic handling for Auction Marker trades (WS-484)
  • Proxy Server configuration fields for Username/Password (WS-548)
  • Regional settings report format fix (WS-533)



*** NOTE : The .NET 4.5 version of the Report Generator adds support for TLSv1.2 calls to LM web services. Users will need to have the .NET 4.5 Framework installed.

MD5: D9E13A2D92307A31C2E0A8A7592F8037
SHA-1: EC70D359F0C25BAF79F25938623DD86777E81674





Version: 2.4.1 Beta

Release Date: 8th September 2017

Release Notes

Download .NET 4.5 version
*** NOTE : The .NET 4.5 version of the Report Generator adds support for TLSv1.2 calls to LM web services. Users will need to have the .NET 4.5 Framework installed.

MD5: 73C751D4C1F9D0459B7D7556B37F5C83
SHA-1: 7286CEBEBE6E85AA1FEE37C1489E7E0FBBF14DA0





Version: 2.3.9

Release Date: 10th August 2017

Changes

  • Additional filtering based on 2 stats in Best/Worst/Largest in TCA reports (RGXR-210)
  • General Fixed Income settings are reset when editing/saving an existing report template (RGXR-208)


Download .NET 4.5 version
*** NOTE : The .NET 4.5 version of the Report Generator adds support for TLSv1.2 calls to LM web services. Users will need to have the .NET 4.5 Framework installed.

MD5: 91E15322C1264E6E51FC659BE0CD7D52
SHA-1: C407C4ADFE1B40676271CD426FFA866DCB0654C1





Version: 2.3.7 Beta

Release Date: 18th April 2017

Changes

  • Security enhancements (RGXR-194)
  • New T-2 option for daily scheduled reports (RGXR-205)
  • "Remember Me" checkbox on Synchronisation tab (RGXR-198)
  • TCA Report Ordering Fix


Download .NET 4.5 version
*** NOTE : The .NET 4.5 version of the Report Generator adds support for TLSv1.2 calls to LM web services. Users will need to have the .NET 4.5 Framework installed.

MD5: E988A849C2CB23A3F85BBE428426D278
SHA-1: D897CABA5C9A752C7223D13E6627727E5286B948





Version: 2.3.3

Release Date: 23rd January 2017

Release Notes

*** NOTE : Access permission required to new 'CAPI2' webservice. Please check with your IT Team to ensure correct IP range is permitted

Download .NET 4.5 version
*** NOTE : The .NET 4.5 version of the Report Generator adds support for TLSv1.2 calls to LM web services. Users will need to have the .NET 4.5 Framework installed.

MD5: 8B3376C158326ABCB839CF35BAB18225
SHA-1: E35506B677AB8802519E3C290C96F36CF0F7603C

Download .NET 4.0 version

MD5: 8B14519F92D2B8712BF59D92866C9808
SHA-1: 29A566AF89D4EF98F9730269E36963A603B425AD





Version: 2.3.2Beta

Release Date: 14th November 2016

Release Notes

*** NOTE : Access permission required to new 'CAPI2' webservice. Please check with your IT Team to ensure correct IP range is permitted

Download .NET 4.5 version
*** NOTE : The .NET 4.5 version of the Report Generator adds support for TLSv1.2 calls to LM web services. Users will need to have the .NET 4.5 Framework installed.

MD5: CBEE96D5D2BA1825F6652DCF997F69AB
SHA-1: 52D52BD832587F52B541A5AA8E38EA0103507304

Download .NET 4.0 version

MD5: 3A1A334B430D2EA117379EF6BD528D96
SHA-1: 1D19FE80DD5FCF750CA276CFBC6AF63866DA2842





Version: 2.2.4

Release Date: 31st August 2016

Improvements

  • MOD ActionType and StorageDate related change
*** NOTE : Access permission required to new 'CAPI2' webservice. Please check with your IT Team to ensure correct IP range is permitted

Download

MD5: B2205A68D6E857524617F2EE2558A80E
SHA-1: EA2B88BC8017353F19373E6B8FFAB77AF87D7E60

Download .NET 4.5 version
*** NOTE : The .NET 4.5 version of the Report Generator adds support for TLSv1.2 calls to LM web services. Users will need to have the .NET 4.5 Framework installed.

MD5: CC8033113A6271C77400473A66FD121C
SHA-1: 21BF451A75E71922F8BB3D40D133E46FC0B4065B




Version: 2.2.3

Release Date: 1st July 2016

New Features

  • NEW Fixed Income coverage
  • NEW user-defined benchmarks support
  • Fast filtering (WS-158)
  • NEW ArrivalTime/FirstFillTime-To-Close VWAP metric (WS-125)
  • NEW In-trade Volume C10 Field (WS-78)
  • NEW proxy configuration interface (WS-92)
  • NEW "Order Expected Value" metric for TCA Report (WS-115)
  • NEW filters – Duration, JobID, isMultiFill, AssetType, SubAssetType (RGXR-78, WS-118, WS-153, WS-144)
  • NEW "MarkSuspectedAuctionTrades" functionality for QuoteTime (WS-120)
  • Support for record amendments and deletions (WS-164)
  • CAD, SEK currency support (WS-143)
  • "Primary" Ticker now extractable in TCA report (WS-172)
  • NEW Country-Venue filter, now inclusive of more European venues (RGXR-99)
  • NEW “Ignore Depth for Quotation Markets” option for EQ Reports (RGXR-84)

Improvements

  • NAVM venue benchmarks now used only where no other venue available (WS-159)
  • Additional security features (WS-107)
  • Fees now available for SFT fill records (WS-146, RGXR-106)
  • Country names now available instead of codes for reports (WS-150)
  • Configurable Heartbeat interval via LiquidMetrix servers (WS-132)
  • Increased Logs detail (WS-117)
  • EQ Report support for various Order levels (RGXR-73)
  • “Percentage Outside BBO” now available for HiLo (RGXR-74)

Bug Fixes

  • Multi-day orders loaded with complete days (WS-147)
  • Improved Venue aliasing with LM venues XMIL, LSE2, XMAD, XSWX (WS-114)
  • Liquidity Check fix (WS-166)
  • Fix to Order Duration banding (WS-112, RGXR-89)
  • Fix to use of C10 Root path (RGXR-101)

Bug Fixes - 2.2.3

  • Added Select/Deselect all buttons to the Venue selection filter (WS-220)
  • Added ParticipationRate stat based on Arrival-LastFill (WS-234)
  • Fixed MOD logic - now it removes accidental duplicates of orders (WS-227)
  • Fixed MarkedAtMarket liquidity check type (WS-223)
  • Added ArrivalClose price
*** NOTE : Access permission required to new 'CAPI2' webservice. Please check with your IT Team to ensure correct IP range is permitted

Release Notes

Download

MD5: E7CC27E05CAEF9B4DDA999E50B704971
SHA-1: 26D0C34FACAAA0ADD4D55BFE7C469A65B680A63D




Version: 2.1.1

Release Date: 25th Sep 2015

New Features

  • VWAP Arr to Last added to Performance Summary and Front Page Design (RGXR-56, RGXR-66)
  • New colour picker added for report headings (RGXR-57)
  • Allocation List configuration added (RGXR-63)
  • Reports saved under subdirectory as default (RGXR-59)
  • Extra Notes section at end of reports (RGXR-69)
  • Added Venue Aliases (WS-104)
  • AlgoParams filter added (RGXR-64)

Optimisations and Bug Fixes

  • Proxy configuration added as default (RGXR-61)
  • Corrections to Unit of Quotation calculations for volume display (WS-79, WS-80)
  • TCA Report - Value Traded figures now displayed in full (WS-98)
*** NOTE : If using LMSyncTool older than 1.0.7 for synchronisation, mandatory upgrade required - LiquidMetrix SyncTool

Download

MD5: B17B73D8718B237E4473958CCB6E71C7
SHA-1: F128D02A92195E1DC858DC0DE9CBC15B8B1AF11F




Version: 1.9.1

Improvements

  • SettlementPeriod added to the general filter (RGXR-48)
  • Added VWAP ArrivalToLastFill Limit to columns in performance breakdowns (RGXR-47)
  • Added AvgTradeVolume to breakdown tables in TCA reports (RGXR-52)
  • Additional 2 column space on EQ report Breakdown tables (RGXR-52)
  • Momentum values added to Single Order TCA reports (RGXR-54)
  • Better Exec Venue Type classification - (WS-69)

Bug Fixes

  • Fix to report templates dropdown being disabled when certain new report templates added (RGXR-46)
  • Fixed issue with parsing times of scheduled reports from the config file (RGXR-44)
  • pivot table column rendering (WS-73)
  • Worst trades table shows mixed currency denomination (RGXR-50)
Download


Version: 1.8.9

New Features

  • Trade-specific venue benchmarking
  • Mark suspected auction trades at market price
  • Configurable columns for Execution Quality report
  • Added PrimaryVenue, ExecutionVenueType, Urgency fields for Execution Quality report
  • Added Counterparty and SettlementPeriod fields for Trades tables (Execution Quality report)
  • Trade Flag filter on general filtering

Bug Fixes

  • Hierarchy SO filter propagation
  • Report header logo removal
  • QuoteTime performance / HiLo for Outlier statistics
Download


Version: 1.8.6.1 beta

New Features

  • New limit-adjusted Participation Rate benchmark
  • New Performance Summary best/worst "80%" option for Reporting
  • New Quote-time with HiLo band option for Reporting
  • New Mean Reversion benchmark based on price achieved
  • New selectable columns for Worst/Best Order reports
  • New 5-Day Momentum option for Reporting

Improvements

  • Large image support for Report header
  • Additional Performance Summary table available for reports
  • Improved categorisation of Primary/MTF/Dark venues
  • Improved filtering by OrderRef and Primary Venue
  • Improved venue chart colour-coding
  • Improved timezone coverage
  • CHF currency support for Execution Quality reports
  • Aquis added to Preferences venue configuration
  • Ability to save reports in subfolder structure

Bug Fixes

  • Average1DayMomentum replaces AverageMomentum in Reporting
Download


Version: 1.7.7

New Features

  • Reversion: Calculation now uses Last Fill Price rather than Average Price Achieved by Order.
  • BugFix: Average Spread Capture method selection reinstated.
Download



Version: 1.7.6

New Features

  • Improved Email functionality.
  • BugFix: Sorting in breakdown tables.
  • Use Hierarchy option added for EQ Report.
Download




Version: 1.7.3

New Features

  • TCA Report: New Macro View available.
  • TCA Report: Worst/Best/Largest orders can be shown in a summary table, a single order analysis per order, or both.
  • TCA Report: Worst/Best/Largest order by basis points (BPS) or by value of the shortfall/improvement.
  • TCA Report: New benchmarks are available including Interval Market VWAP (arrival to last fill) and PVWAP (which can be different for each order).
  • TCA Report: Trading Summary section has %ADV and % Participation Rate added, include or exclude Momentum, Alpha, Standard Deviation, %ADV and %Participation.
  • TCA Report: New benchmarks in the Performance Summary including Momentum, Reversion.
Download




Version: 1.6.4 (beta)

Download



Version: 1.6.3

New Features

  • New 'Basic Reports' to simplify ad hoc report generation.
  • Breakdown tables now allow you to aggregate by two attributes.
  • Improved filtering options in reports.
Download



Version: 1.4.8

New Features

  • Scheduled Time of Report Generation now configurable.
  • UserDefinedField can be given a Textual Header value for Reports.
  • Additional Fields for Charting on TCA Report.
  • New Market VWAP Venue Filter.
  • Can select if wish to use exchange rate from beginning or end of period.
  • Bug Fix, returns not being correctly handled on email body.
Download



Version: 1.3.10

New Features

  • Ability to exclude only the benchmarks from trades using trade cut-off time.
  • Fixed issue with adding/renaming report wiping drop down list.
  • Added feature to be able to set a specific day for monthly reports to run.
  • Informs if test email was sent successfully or not.
Download



Version: 1.2.03

New Features

  • Email
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Version: 1.1.7

Download



Version: 1.1.5 (64-bit)

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Version: 1.1.2 (64-bit)

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Version: 1.1.2

New Features

  • Invert Buy/Sell
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Version: 1.1

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Disclaimer

The information contained within this website is provided for information purposes only. IFS will use reasonable care to ensure the accuracy of the information within this site. However, IFS will not be held liable for any errors in the information provided within this website or for accuracy or completeness of the information, or for delays, interruptions or omissions therein, any difficulties in receiving or accessing the website and/or for any loss direct or indirect (including without limitation, loss of profits or consequential loss and indirect, special or consequential damages) howsoever arising and whether or not caused by the negligence of IFS, its employees or agents. The information contained within this site may be changed by IFS at any time.

The information available within this website may include ‘Evaluations’ which are not reflections of the transaction prices at which any securities can be purchased or sold in the market but are mathematically derived approximations of estimated values. Nevertheless, reference may sometimes be made to Evaluations as pricing information, solely for convenience or reference. Evaluations are based upon certain market assumptions and evaluation methodologies reflected in proprietary algorithms and may not conform to trading prices or information available from third parties. No liability or responsibility is accepted (and all such liability is hereby excluded) for any information or ‘Evaluations’.

The copyright of this website and all its content belongs to IFS. All other intellectual property rights are reserved. Redistribution or reproduction of the information and data contained within this website is prohibited without the prior written permission by IFS.

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