New Functionality

A request to generate a client report can be made by the client in the personal account on the broker’s website. The report will be generated and delivered to the client.

After reupload of limits to QUIK within the day, it is possible to adjust only a leverage for the client. Thus, if the broker’s client passed the unqualified investor test during the day, it is possible to promptly set a new leverage for that client.

New Functionality

When calculating margin indicators at check points both online and during post-factum recalculation, it is possible to take account only of subaccounts with certain statuses. As a result, there is a possibility to exclude from calculation of margin indicators subaccounts which do not correspond with the client portfolios controlled by this mechanism.

For more precise error analysis, there is a possibility to detail values received after calculation of margin indicators.

In the ‘Margin ratio calculator’ dialogue, it has become possible to edit asset prices by using the table in the ‘Changes’ section.

It has become possible to use a value from the Limit calculation library of QUIK as a ratio to calculate the minimum margin.

The date and time of expiration of own discounts can be set in the table of the same name.

There is an expanded functionality to transfer cash liabilities on the FX market by SWAP trades. Now the orders can be generated by schedule and for a group of currencies at once.

During selection of positions to make records of the table of orders to close client positions with a discount model, it is additionally checked for the FX market whether the order’s payment account is the FX market account.

New Functionality

Based on FIX protocol files, REPO trades are imported from the Bloomberg VCON service.

New Functionality

There is a possibility to download the information on dividend payments from NSD and to make records in the table ‘History of redemption/payment on securities’ based on this information.

New Functionality

SFT and SFT ReUse reports were brought in compliance with the xcd scheme of 19 July 2021 that came into force on 31 January 2022.

Obligatory APA reports on OTC trades with bonds are generated in accordance with MiFID II requirements.

New Functionality

When performing the ‘Monitoring of instruction accounting’ procedure, it is possible to automatically edit the status of executed continuing algo instructions.

There is an optimized functionality to link instructions to operations made on the basis of client instructions: a number of tables were renamed; some buttons of the tables were added/renamed.

New Functionality

The module works with exchange REPO trades with a floating rate.

New Functionality

The system allows storing the information on the accrued tax filtered by trades to buy/sell securities.

It is possible to store the information on the tax rate for corporate payments which is transmitted in the R59 report (Euroclear). To do so, a numeric field, ‘Tax rate’, was added in ‘Position non-trade transaction’ and ‘Redemption of securities’ tables of the database.

The table ‘Registry of personal income tax for reporting year by mail rate’ has a new column, ‘Tax-exempt after 5 years’, which allows sorting clients by values.

New Functionality

For the ‘Commission from portfolio value’ calculation base, the ‘Write off period proportionally’ feature has become available which allows taking the tariff period into account.

For the commission with the ‘Turnover (fixed)’ calculation base, an option was added to calculate the commission volume depending on the number of the client’s trades.

It has become possible to create commission stages for trades on the basis of previously canceled stages.

New Functionality

The report form 0420458 can be decoded in accordance with the taxonomy 4.2 – an xls report of the same name is generated when choosing a corresponding checkbox.

The report on per trade commissions has the ‘Currency’ field which displays the commission currency.

In accordance with the taxonomy 4.2 of the Bank of Russia, the report form OKUD 0420418 (xbrl) now has Section 4 which provides information on investment advices.

New Functionality

The ‘Investment advices’ command, which allows keeping track of investment advices, was added on the Dictionaries menu.

New Functionality

In reconciliation of EQM99, there is an expanded list of operations for generation of non-trade operations to deposit/withdraw securities or cash (depending on the asset type and operation direction).

After reconciliation activated by schedule, a report is now generated which includes the information on detected discrepancies and error diagnostics of discrepancies.

A possibility was added for reconciliation with mon*.csv exchange reports for non-working days, which allows editing the ‘Collateral’ parameter for non-working days in the automatic mode. The file received on the working day preceding the weekends is used as a report for reconciliation.

During the reconciliation ‘QUIK: Extended order correction based on QUIK transaction file (xml)’, it is possible to process a new type of transactions – ‘Order amendment’.

New Functionality

It has become possible to upload to QUIK limits on business partners with the status other than ‘Active’.

When generating trading limits in QUIK, it is possible to convert currency by the ‘Asset code’ field.

Following the launch of the trading on the SPB Exchange on weekends, the improvements were made in the functionality to upload limits to QUIK. Now, the limits can be uploaded on weekends just as on the morning of the next working day.

It has become possible to process continuing GTD orders from the OMS Manager module.

New Functionality

The list of subaccounts available to a user can be set by specifying the group of business partners-owners.

New Functionality

During generation of xml files for registration of clients on the Moscow Exchange, a mode can be set when several files of a smaller size are generated instead of one file. This allows complying with limitations of the Moscow Exchange related to file size.

The module controls the work of unqualified investors with ‘complex financial instruments’ when entering/editing a trade via the terminal or intermediate base. The system checks the instrument complexity and whether the client was tested.

Export of data from the main database to the intermediate one can be enabled with several flows, which allows increasing performance of the process.

On behalf of the client, a broker can submit an application to get IIA investment deduction via API. It is possible to send the generated xml file to the Federal Tax Service (FTS) and then receive the results of the investigation of the application for deduction.

There is an option to generate printed forms of client documents to the template relevant on the generation date (available for some types of documents).

Data on all anonymous trades from QUIK for post-factum calculation of margin indicators can be uploaded to QORT if there is a special setting. Otherwise they will not be uploaded, which will allow reducing the database size and accelerating upload of server components.

New Functionality

Now integration is possible for more than 30 main tables including ‘Pool orders’ and ‘Portfolio quotes’ tables.

It is possible to send requests to execute and cancel pool orders.

After reupload of limits to QUIK within the day, it is possible to adjust only a leverage for the client. Thus, if the broker’s client passed the unqualified investor test during the day, it is possible to promptly set a new leverage for that client.

New Functionality

It is possible to postpone deletion of data on limits at the start of the QUIK server. A special setting allows deleting data on limits in QORT, which were not received from QUIK, only after receipt of a notification from QUIK on upload of all limits.

New Functionality

The module works with exchange REPO trades with a floating rate.

A possibility was added for automated generation of pool orders to deposit available cash (only Russian rubles) in ‘Anonymous REPO with CCP’ with a maximum yield of all current offers.

New Functionality

Pool order placement forms (including for groups of accounts in the portfolio organizer and on receiving lists of subaccounts when forwarding a pool order for an analytical account) now exclude irrelevant subaccounts with the ‘Closed’ status.

New Functionality

The system allows storing the information on the accrued tax filtered by trades to buy/sell securities.

It is possible to store the information on the tax rate for corporate payments which is transmitted in the R59 report (Euroclear). To do so, a numeric field, ‘Tax rate’, was added in ‘Position non-trade transaction’ and ‘Redemption of securities’ tables of the database.

New Functionality

More flexible setting of limits is possible by working with classifiers in issuer groups and limits.

Securities (except cash) bought and sold by the first REPO leverage can be excluded from calculation of the restriction.

There is a possibility to promptly receive an e-mail notification with the information on a number of days before expiration of the portfolio restriction.

New Functionality

It is possible to edit a commission for calculation of available cash and take account of the commission when forwarding a pool order.

New Functionality

It has become possible to import duration from QUIK.

New Functionality

Export of data from the main database to the intermediate one can be enabled with several flows, which allows increasing performance of the process.

New Functionality

Data on all anonymous trades from QUIK for post-factum calculation of margin indicators can be uploaded to QORT if there is a special setting. Otherwise they will not be uploaded, which will allow reducing the database size and accelerating upload of server components.

It has become possible to filter a list of assets available in dialogues of REPO orders.