New version of OMS Manager Module — 4.7

22 october 2018

The latest release of OMS Manager Module is capable of reporting to a FIX client trades linked to an OMS order as one aggregated trade for their total amount (at average weighted price/cross rate or at price/cross rate selected by the user).

There are two modes of aggregating trades for reporting to a FIX client: manual selection in the context menu by the user from the table of linked trades or an automated operation that follows the completion/booking of an OMS-order by client identifier. For convenient display of order groups, the table of linked OMS-trades assumed a two-level tree-like structure.

Processing of working linked orders has expanded functionality for changing OMS-orders. When the Trader starts changing an OMS-order that has linked working orders, a dialogue window suggests possible options:

  • ‘Kill’ — all linked working orders are cancelled,
  • ‘Leave’ — after changing the OMS-order, the linked orders remain unchanged as before,
  • ‘Amend’ — linked working orders are altered in line with changed price and volume of the OMS-order,
  • ‘Undo’ — the dialogue window will close.

The table of OMS-orders has additional fields for:

  • Parameters of exchange instruments on registration of an OMS-order (prices of last trade, bid, and offer),
  • Average weighted price in settlement currency, calculated from actual trades and the cross rate on the OMS-order (average weighted gross price, net price and price of booking).

On the form of OMS table, there is a new parameter to choose in a ‘filter’ list — a ‘period of registration’. Selecting this parameter and a desired period, allows listing in the table only those orders that fall in the period. Whenever a form of OMS-order is opened, it restores from memory the linked tables (‘Trades’, ‘Bookings’, ‘Orders’, ‘Algo orders’) that were selected previously.

The table of linked OMS-trades may show total and average values of several selected trades.

To top