New versions of Algorithmic trading module and Algorithmic trading module Light 6.1.0 released

13 october 2016

ARQA Technologies released the new Algorithmic trading module in its fully functional and Light versions (the latter is used by brokers’ clients).

The main changes were made in supported algorithms:

  • When using the ‘VWAP’ algorithm it is possible to include own trades among algo-orders executed at preset percentage of market volume.

  • The ‘Iceberg’ algorithm acquired an option to set duration for an algo-order after which it is cancelled;

  • ‘GTD-orders’ may now be forwarded at trading session opening. Also it has become possible to forward such orders in accordance with OTC classes (as also valid for the Light-version of the module) and to control values of ‘Start time’ and ‘Finish time’ parameters according to preset class schedule.

The Light module version now supports the ‘Spread’ algorithm that used to be available only in the fully functional module version. This algorithm allows to buy one instrument type and sell another with a minimum spread between buy/sell prices preset by a user.

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