Release of Algorithmic trading module and Algorithmic trading module light version 4.2
The functionality of the modules expanded to include the following features:
- In addition to the ‘Comments’ parameter available on registration of Algo generated order, it is now possible to fill ‘Internal comments’ field that is displayed in the table of Algo orders without being transmitted to the trading system.
- The GTD algorithm has the option obligating its users to specify the start and termination of execution period (‘Execution period’ option).
- Adaptation to MiFID II requirements: for orders generated by algos and forwarded to the trading system, it is now possible to specify such designated parameters as Client qualifier, Client ID, Investment Decision Maker qualifier, Investment Decision Maker ID, Executing Trader qualifier, Executing Trader ID; for orders rejected by the trading system, relevant QUIK server diagnostics is displayed in a new column of the Algo order table.