WorkStation 1.12.2

&

ReportGenerator 2.3.2

Release Notes v2.0

LiquidMetrix WorkStation 1.12.2 & ReportGenerator 2.3.2 Release Notes v2.0

2

The following items have been committed for release as part of next Workstation and

ReportGenerator versions. Where there is logical crossover, it can be assumed that the change item

will be present in both Workstation and ReportGenerator.

(This list may be subject to change.)

ReportGenerator 2.3.2

Code: RGXR-31

Type: Bug Fix

Summary: EQ Report - Performance Summary colour-coding

Description: Hardcoded colour choice replaced with variable-based approach

Code: RGXR-71

Type: Bug Fix

Summary: Template Cloning Fix

Description: Fix to ensure breakdown sections from master report are cloned across successfully

Code: RGXR-81, RGXR-92

Type: New Feature

Summary: Enhanced Breakdown Section functionality

Description: - Allow breakdown sections to be order by a number of fields - Allow breakdown section headers to be overridden

LiquidMetrix WorkStation 1.12.2 & ReportGenerator 2.3.2 Release Notes v2.0

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Code: RGXR-87, RGXR-88

Type: Improvement

Summary: Breakdown & Best/Worst header changes

Description: - Ability to override default table headers for Breakdown tables - More detail added to Best/Worst Largest table headers

Code: RGXR-93

Type: New Feature

Summary: EQ Report - Report metadata added for PDF

Description: Report configuration now viewable as PDF metadata

LiquidMetrix WorkStation 1.12.2 & ReportGenerator 2.3.2 Release Notes v2.0

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Code: RGXR-100

Type: Improvement

Summary: Execution Quality report - Best/Worst section change

Description: Ability to filter based on both BPS and value

Code: RGXR-104

Type: New feature

Summary: Quarterly reports now available for scheduling

Description:

LiquidMetrix WorkStation 1.12.2 & ReportGenerator 2.3.2 Release Notes v2.0

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Code: RGXR-105

Type: New feature

Summary: BCC Field added for Report Output options

Description:

Code: RGXR-108

Type: Improvement

Summary: Single date shown for single-day reports

Description:

Code: RGXR-111

Type: Improvement

Summary: Use of Auction Markers for venue LSE

Description: LSE benchmarks now make use of venue Auction Markers rather than hard continuous trading hours

Code: RGXR-112

Type: Improvement

Summary: Breakdown table change

LiquidMetrix WorkStation 1.12.2 & ReportGenerator 2.3.2 Release Notes v2.0

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Description: Ability to sort Breakdown tables by performance metrics

Code: RGXR-118, RGXR-119

Type: Improvement

Summary: Improved error message displayed for missing data

Description:

Code: RGXR-120

Type: New Feature

Summary: Multi-report feature

Description: New feature allows client to run same template across multiple clients by Counterparty or PortfolioManagerID

Code: RGXR-121

Type: Bug Fix

Summary: Liquidity Check corrections

Description: Corrections to the LiquidityCheck categorisation

Code: RGXR-127

Type: Improvement

Summary: Execution Quality Report CSV changes

Description: Trading and Performance Summary sections added to CSV

LiquidMetrix WorkStation 1.12.2 & ReportGenerator 2.3.2 Release Notes v2.0

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Code: RGXR-132, RGXR-137

Type: New Feature

Summary: Sync failure notifications

Description: Ability to configure internal notifications for Sync failures via SyncTool

Code: RGXR-136

Type: Improvement

Summary: Percentage ADV field added to Best/Worst/Largest tables

Description:

Code: RGXR-139

Type: Bug Fix

Summary: TCA Report fix

Description: Fix to allow Avg Spread (Depth) field to be successfully deselected from report

Code: RGXR-140, RGXR-154

Type: Improvement

Summary: TCA Report cosmetic changes

Description: - Ability to select between BPS or CPS - Changes to field order amongst other small tweaks

Code: RGXR-145

Type: Improvement

Summary: EQ Report option to “Exclude Not Bench. From % Success” rolled out to Breakdown tables

Description: Previously, this option only affected the Performance Summary section

Code: RGXR-154

Type: New Feature

Summary: TCA Report - CPS/BPS Switch

LiquidMetrix WorkStation 1.12.2 & ReportGenerator 2.3.2 Release Notes v2.0

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Description: Ability to choose between BPS and CPS for TCA report metrics

Code: RGXR-165

Type: Improvement

Summary: Report Charting Image Quality upgrade

Description: Upgraded charts in EQ Reports in EQ, TCA, FX, and TCA SOR

LiquidMetrix WorkStation 1.12.2 & ReportGenerator 2.3.2 Release Notes v2.0

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Workstation 1.12.2

Code: WS-76, WS-89

Type: Improvement

Summary: Single Order Report Enhancements

Description: - Limit-based VWAPs added as Primary/Secondary benchmark options - TWAMs added

Code: WS-78

Type: Bug Fix

Summary: InTrade Volume metric calculation fix

Description:

LiquidMetrix WorkStation 1.12.2 & ReportGenerator 2.3.2 Release Notes v2.0

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Code: WS-89

Type: Improvement

Summary: Add TWAM Options to SingleOrderReport

Description:

Code: WS-99, WS-100

Type: New Feature

Summary: Ability to save csv in local format

Description: Ability to allow users to use local region format settings when saving to CSV

Code: WS-105

Type: Improvement

Summary: Country-Venue Selector – multi-region

Description: Venue Selector shows all available venues broken down by region

Code: WS-136, WS-203

Type: Improvement

Name: Additional detail provided for upload Jobs

Description Upload tab now provides additional job details, including source upload file and trade dates applicable.

LiquidMetrix WorkStation 1.12.2 & ReportGenerator 2.3.2 Release Notes v2.0

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Code: WS-139

Type: Improvement

Summary: Ability to store LM Exclusions file centrally

Description: New functionality to allow exclusions file to be save to a location of choice and compatibility with ReportGenerator tool

Code: WS-160

Type: New Feature

Summary: Password Lock-out support

Description: Clients can now configure maximum number of password attempts permitted per user. (Please refer to LM Support for configuration.)

Code: WS-168, WS-238

Type: New Feature

LiquidMetrix WorkStation 1.12.2 & ReportGenerator 2.3.2 Release Notes v2.0

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Summary: Ability to view account settings

Description: New menu option to allow clients to view the server-side benchmarking settings in the client application

Code: WS-179

Type: New Feature

Summary: Ability to select “main” Primary only (beta)

Description: New benchmark venue filter option that allows clients to select only LQM-derived “main” Primary venue where more than one has benchmarks available. (Does not affect non-Primary venue benchmarks, such as MTF venues.)

Code: WS-181, WS-281

Type: Improvement

Summary: Auto-refresh of FX rates

Description: Workstation will poll for FX updates on a regular basis

LiquidMetrix WorkStation 1.12.2 & ReportGenerator 2.3.2 Release Notes v2.0

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Code: WS-183

Type: Improvement

Summary: Performance Summary improvements

Description: Trade count numbers now appearing alongside percentages

Code: WS-196, WS-212

Type: Improvement

Name: File Upload improvements

Description - Support added for Workstation uploads of order modifications, Market Order Flow (Surveillance) and Cancellation records

- More detailed validation

Code: WS-197

Type: Bug Fix

Summary: Fix to Delay calculation when using different time zone

Description: Delay metric now respects user time zone changes

LiquidMetrix WorkStation 1.12.2 & ReportGenerator 2.3.2 Release Notes v2.0

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Code: WS-208

Type: Improvement

Name: Security – full support for TLS1.2

Description All encrypted HTTPS traffic transmitted using TLS1.2

Code: WS-239, RGXR-114

Type: New Feature

Name: Trade Size Category Configuration

Description New interface to allow users to configure their own Trade Size categories

Code: WS-243

Type: Improvement

Name: Support for decimal precision on Participation Rate

Description Users can supply participation rate with decimal precision via Upload files

Code: WS-252

Type: Improvement

Name: Fixed Income Priority List change

Description - Addition of Exchange venue benchmarks as priority option - Addition of user-provided venue benchmarks as priority option

LiquidMetrix WorkStation 1.12.2 & ReportGenerator 2.3.2 Release Notes v2.0

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Code: WS-256

Type: Bug Fix

Name: MatchedTradeTime benchmark time zone display fix

Description Update for MatchedTradeTime (MTT) to follows user-selected time zone

Code: WS-276

Type: New feature

Summary: Liquidity Indicator metric

Description: This item reflects the values provided in import tag ExecutionType [32]*. A percentage breakdown is available on reports and also in the Adverse Selection tool. Existing Execution Style metric (based upon Spread Capture) has been renamed Execution Outcome. (Please see LQM File Import Spec for further details.)

LiquidMetrix WorkStation 1.12.2 & ReportGenerator 2.3.2 Release Notes v2.0

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Code: WS-277

Type: Bug Fix

Summary: FFT Touch and FFT Mid time zone correction

Description: Fix deployed for FFT Touch and FFT Mid behaviour under different time zones

Code: WS-280

Type: Improvement

Summary: Holiday calendar full support

Description: Fix to support trading day calendar for known markets

Code: WS-287

Type: New Feature

Summary: TCA Report Breakdown – add Volume Traded field

Description:

Code: WS-295

Type: Bug fix

Name: Workstation error when saving report to PDF

Description Fix to an issue related to missing logs when saving report to PDF

Code: WS-303

Type: Bug fix

LiquidMetrix WorkStation 1.12.2 & ReportGenerator 2.3.2 Release Notes v2.0

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Name: Resolution for loading fills with missing OrderRef

Description Fix to an issue related to Fill de-duping during loading where records are missing OrderRef

LiquidMetrix WorkStation 1.12.2 & ReportGenerator 2.3.2 Release Notes v2.0

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