Common
- [New] Added ‘Check Market Data’ functionality in the Realized P&L view
- [New] Flat File/API: most identifiers are now case insensitive
- [Bug] Deal grouping/compression was flawed
- [Bug] InMemoryDataService was not working as expected when AutoRefreshMarketData = true
Assets
- [New] Market data analysis view now support baskets and composite assets (when relevant)
- [New] Improved implied volatility calculation: takes exactly the volatility used in pricing when the instrument depends only on one strike
CC
- [New] CC Volatility measure now disregards stablecoin volatility
- [Bug] Settlement date of ratio of cryptocurrencies was wrong (2B instead of 0D)
- [Bug] Future adjustment was not applied in future options in some cases
EQ
- [New] Ready for T+1 settlement date change on 28/05/24 in North America
CR
- [New] Market data contribution from ICE Data X supports the latest format on CDS