Algorithmic trading module and Algorithmic trading module light version 5.0.0 released

7 august 2019

The modules have the following improvements:

  • If a linked exchange order is rejected, the system may make a preset number of registration attempts. Previously, such orders were cancelled resulting in termination of the algorithm execution.
  • It has become possible to display a modal form with information about a newly cancelled algorithmic order. This guarantees reporting to users on its cancellation.
  • The functionality was expanded for filling comments in exchange orders generated by algorithmic order. Now linked orders can be registered with a comment equal to a strategy ID: TWAP, VWAP, Iceberg, etc.
  • It is possible to delete outdated data on algorithmic orders with operations executed before a specified date.
  • The advanced diagnostics is available for algorithmic order cancellation resulted after transaction’s rejection by the Trading system. Now the notification contains the cancellation reason

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