If coming back after a year or two absence, it seems tough to know what has changed, what new features exist and so on...
Off the top of my head, since late 2015, there has been added:
- optimizer API, a basic wrapper around cvxopt ?
- futures, are they in production trading yet?
- a variety of changes to pipeline but I am not sure what
Is there a definitive list?
Since I am asking things, what is the status of (or is there a bug/feature status page that shows the status of?):
- placing orders pre-open, for the opening auctions
- using other order types, particular d-peg or primary peg on IEX, and the variety of IB execution algos (adaptive etc)?
- one-cancels-all, and generally more control over the execution at the sub-minute level