New version of Market Data Export module — 8.1
The released version of the Market Data Export module has the following improvements:
- it supports position keeping in the calendar dates for ‘Client portfolio’, ‘Positions in instruments’, and ‘Cash positions’ tables,
- сalculation of the Client portfolio table is optimized, if the LeverageFilter is set; there is also a new setting which allows uploading the portfolio with increase speed,
- when exporting data to the ‘Market Maker’s liabilities by derivatives market’ table, it is possible to update and delete rows,
- during the export, the module excludes duplication of orders, trades, positions in cash and instruments,
- the module supports export of trades of a new ‘Switch auction’ type.