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A new version of OTCStreaming was released. We are very excited about the latest upgrades, and we will cover just a few here.

By using our in-house “TableStream” technology, we are now able to provide better-suited filters on more columns while delivering an enhanced performance of the website. The amount of data loaded on connection on the order book (“Snap”) page, for instance, has decreased by a factor of 10, making information available faster. The Snap page not only evolved with greater speed but also with a new design, and better thought matrices for CDS and Indices available on its order book modal (picture below). We have also added the possibility to reload the modal without closing it. The display of product features is now identical to the one displayed on the Stream page for consistency purposes.

TableStream has also allowed us to dramatically enhance sorting capabilities across the web-app, Whether by enhancing the sorting function for CDS, Index, Tranche and Index options on the “Stream” page but also by increasing the number of columns: “Ref Ticker”, “OnTheRun”, “Quoted”, and “ProductType”.

A few weeks, ago we introduced our CDS option pricing model. We made, then, available implied volatility together with Delta and CS01 on all options streamed real-time. We have now enriched the tick with Theta and Vega, also available via the API and the Excel Add-In. The next step will be to provide the Gamma. And to help users navigate them, option prices are now sorted by implied volatility rather than by premium (“option price”) as well.

With additional improvements of user experience (error message, reload buttons…) and a few aesthetic perfections to the layout (modernized navigation bar, “OTC” dropped from page names, …), we pursue our commitment to deliver a highly adaptable and smooth access to data to ensure the most efficient exploitation possible.

Have a go and let us know what you think!

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