New version of Market Data Export module — 8.1

24 july 2023

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.

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