New Features

Filter valuations by trade or leg — Valuation data can now be retrieved for a single trade or settlement leg through the API, instead of pulling and filtering an entire account's valuations.

Fixes

Fixed an issue that could create duplicate futures positions from exercised options — Under certain allocation workflows, an exercised option could generate a duplicate underlying futures position, overstating both position and P&L. This has been corrected.

Fixed hourly trade capture for Nodal Exchange — New hourly products from Nodal Exchange are now supported.

Invoicing status can now move to Finalized after ERP submission — Settlement legs submitted to an ERP system can now be moved to Finalized status, closing a gap that previously blocked this step for customers with ERP integrations.

Adjusted trade validation for assets and products — Product/asset matching now only affects suggestions on the trade-entry screen, and no longer blocks trade creation through file upload or the API.

Added settlement rule for UK Allowances (UKA / UKA.O) — Molecule now supports setting the correct settlement date on UK Allowance futures and options.

Fixed weekly options exercising into the wrong futures month — Weekly options tied to a corresponding monthly option now resolve to the same underlying futures contract the monthly option would use, correcting cases where they previously rolled into the wrong month.

Improvements

Mirage URLs simplified — Trades, books, and related screens now live under a consistent /mirage path. Existing bookmarks and links continue to work automatically.

Added an Open Source Licenses page — A new page lists the open-source software Molecule uses.

Improved the Fund Allocations grid — The Product column can now be resized and stays in sync across book cards; long product names truncate with a tooltip; only the trade grid scrolls when there's more data than fits on screen; and extra empty space below shorter grids has been removed.

Increased API page size for market data and trades — Requests for market data and trades can now return up to 1,000 records per page (previously 100), reducing the number of calls needed to retrieve large result sets.