New version of Module of smart order routing QUIK SOR — 2.4.0 released
The new version of the Module of smart order routing QUIK SOR acquired an option to resend orders to the liquidity source with details of the client who forwarded the SOR order. It remains possible to execute orders using details of the broker from the liquidity source settings.
Also, a more effective algorithm was implemented to check the possibility to execute limit orders which are being sent to the liquidity source. The module now tracks the best counter quote price and sends the transaction only when a satisfactory price is available on the market.