New version of Algorithmic trading module and Algorithmic trading module Light – 5.3

When attempting to execute an algo order in these updated Algorithmic trading modules, for all supported algorithms (Iceberg, Volatility, Stop order, TWAP, VWAP, GTD, Spread) it is now checked, whether the price of the forwarded exchange order falls within the allowed price range (minimum and maximum allowed prices).

If the price does not fall within this range, the algo order will not send an exchange transaction until it does.