The new version of Algo-Trading Module 2.5.0

18 july 2013

Following the trend of creating new opportunities for effective trading with QUIK ARQA Technologies released a new version of Algorithmic Trading Module 2.5.0.

A major feature of the new Module is the mechanism of limiting algorithmic orders. This mechanism supports two kinds of limits. The first kind allows controlling the current volume of all algorithmic orders submitted for execution. The other kind of limit allows controlling the total volume of algorithmic orders per session, that is, the orders that have been matched and those that are being processed.

The new version has wider functionality of processing various orders:

  • the Module accepts limits for Iceberg-order volumes;
  • additional fields in the entry form of VWAP-order make it easier to use;
  • execution reports of VWA-orders for algorithmic trading in derivative markets will display parameters ‘weighted average price’ and ‘weighted average market price’ in monetary values and points.

Other features of the Module include:

  • domain authentication on connecting to MSSQL;
  • new directories used by default for saving service files.

Besides, the new Module is error-free when displaying algo orders containing large numbers of connected orders and trades.

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