New version of the Module of electronic execution of sales QUIK EES 2.0 released

22 march 2016

In this version of the Module of electronic execution of sales QUIK EES the database structure was completely redesigned and optimized. As a result, descriptions of instrument parameters and their registration were simplified. For example, now there is no need to link exchange classes to module classes as all necessary linkages are made on the instrument level.

Also, for new EES instruments generating an option is added allowing to specify ‘Instrument type’ and ‘Settlement date’ different from the settlement date of exchange instruments which later will be shown in the Quotes table.



The following changes were made in the supported algorithms:

  1. A choice of EES algorithm is possible only between ‘EES1’ and ‘EES2’ types. The algorithm for generating ‘CFD’ quotes is no longer supported.
  2. The arbitrage algorithm works only in the mode of market orders forwarding to the trading system without tracing their execution and without forwarding linked orders to the module’s market.

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