New versions of Module of electronic execution of sales QUIK EES — 2.20 and 2.21
In the Module of electronic execution of sales QUIK EES, there are innovations which relate to algorithms:
- it has become possible to set depths of transmitted Level I and Level II quotes in the EES1 algorithm,
- in the EES2 algorithm, support is provided for full intramodular execution of market orders without a check of the order volume specified in the order’s entry form (if there is a counter quote),
- the EES-FX algorithm supports SWAP instruments and it is possible to set spreads for a client code filtered by types of FX instruments.
Also, this version of the Module allows linking EES instruments to OTC instruments with fractional numbers.
Besides that, in the ‘Tenors’ directory, it has become possible to specify the number of days, weeks, months, and years of a settlement period.