New version of Module of electronic execution of sales QUIK EES — 2.17 released

16 june 2020

The main changes in new version of the Module of electronic execution of sales QUIK EES relate to OTC reporting. Its functionality acquired:

  • a possibility to suspend and resume OTC reporting by means of the ‘Session management transaction’,
  • e-mail notifications on rejected negotiated trades.

The one-way OTC reporting mode now also includes:

  • session status control which prevents from opening a session with an EES instrument if it is closed for a linked OTC instrument,
  • check of a counter EES quote’s price for its match between minimum and maximum price range of the linked OTC instrument (when forwarding market orders in the ‘EES3’ algorithm).

Besides that, in the QUIK Administrator EES plugin, the ‘EESFX’ algorithm’s parameters which display prices for instruments were transferred to a separate ‘Price display format in FX plugin’ setting. Spreads and shifts by EES instruments in the instrument directory and by using a stored procedure can be changed without the Module’s restart.

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