New Functionality

Solution

Data are exported and imported to the ‘Client services’ table by using the Web-services integration module.

backQORT

For each company’s code, it has become possible to indicate trading-clearing accounts which do not require data download from QUIK to QORT.

backQORT, midQORT

For specified companies’ codes, there is a possibility to deactivate trading limit adjustment in QUIK performed by QORT. This functionality is used when the broker’s clients connect to several QUIK servers for the load balancing, and for each QUIK server, and QORT updates limits only of the clients that trade via this sever.

backQORT, midQORT

New Functionality

Solution

After reconciliation with the ESMA FIRDS consolidated database of financial instruments, users can be reported on discovered discrepancies without making changes in the backQORT asset directory.

backQORT

New Functionality

Solution

It has become possible to automatically send margin calls ‘Break down through coverage level of derivatives market’ and 'Break up through coverage level of derivatives market’ when monitoring collateral on the derivatives market. Previously, such messages were prepared automatically but they could be sent only after being confirmed by the user.

backQORT

During the automatic update of the black list of instruments in QUIK, it is possible to specify which of backQORT subaccounts require or do not require to update the list.

backQORT

New Functionality

Solution

If a commission accrual rule specified in the current client’s tariff plan coincides with the one of the new tariff plan’s rules, the new tariff plan will not be applied, and the QORT user will receive a corresponding notification. Additionally, when activating the commission calculation in the terminal or by schedule, it is checked whether the commission calculation rules are duplicated in the current tariff plans. If duplicates are discovered, the system shows a notification in the QORT terminal or sends it by e-mail.

backQORT

For some commission calculation rules (‘Turnover’, ‘Turnover (fixed)’, ‘Additional accrual’), an option was added to calculate an extra commission for trades executed on the Moscow Exchange during an evening session.

backQORT

New Functionality

Solution

There is a new calculator to evaluate a level of funds adequacy. It recalculates margin trading parameters by portfolio (RCV1, RCV2) when a position is changed for several assets simultaneously.

backQORT, midQORT

New Functionality

Solution

If a non-trade operation of the ‘Cash withdrawal’ and ‘Tax’ type is generated in backQORT based on a non-trade instruction received from the Non-Trade Instructions module QUIK, the client instruction’s parameters for such an operation are set automatically during its generation. Previously, linkage of non-trade operations and instructions was performed as a separate procedure.

backQORT

A non-trade instruction card has an additional parameter — ‘Trade instruction number’. The information about the trade instruction number can be downloaded to backQORT via the intermediate database (IDB) and imported from the Non-Trade Instructions module QUIK.

backQORT, midQORT

When making group changes of non-trade instructions in backQORT, the instructions can be selected by subaccounts of senders and receivers as well as by external comments in the instruction.

backQORT

New Functionality

Solution

It is possible to generate xlsx reports for assets based on the ‘Margin indicators’ table. These reports can be generated in the context menu of the table for several assets simultaneously.

backQORT, midQORT

New Functionality

Solution

When submitting an OTC-trade via the system terminal or IDB, a counterparty may be omitted if the trade is executed by a primary broker and an end counterparty is unknown.

backQORT

There is a possibility to separately view open REPO trades in the trade table.

backQORT, midQORT

New Functionality

Solution

A ‘Comment’ parameter was added in the instrument’s card, which can be used for selection by own criteria.

backQORT

It is now possible to copy a trade order by using the context menu of the ‘Client instruction register’ table in the backQORT terminal.

backQORT

New Functionality

Solution

During reconciliation with the EQM3T report, a primary document’s type can be specified as a settlement base in accordance with preliminary settings of the section the trade was executed on.

backQORT

The system can perform reconciliation with the SEM02 exchange report ‘Report from register of orders’ in the csv format.

backQORT, midQORT

It has become possible to perform reconciliation with exchange reports only for specified subaccount. After the reconciliation in QORT, data will not be updated for other subaccounts.

backQORT, midQORT

During reconciliation with the 'MOEX Securities market: Report from register of trades’ file (SEM03), a functional type of the trade is now determined depending on the value of the trade’s comment.

backQORT, midQORT

New Functionality

When forwarding a pool order, it has become possible to view the ‘Level2Quotes’ table. In this case, the pool order parameters are filled automatically when choosing a certain price in the table. Also, this table can be called from the ‘Market data on trading day’ table. The terminal allows opening only the ‘Level2Quotes’ table at a time.

An option was added to execute trades with currency pairs where both currencies differ from the Russian ruble.

New Functionality

The ‘Fund’s summary data’ window of the portfolio organizer now separately displays a total share of investment units of foreign unit investment funds, open-ended mutual funds, interval mutual funds, and closed-end investment funds relative to the total portfolio’s net asset value.

New Functionality

Easy limit setting is available to control a size of the total open position by securities and obligations of a specified issuer on the basis of cash on the issuer’s accounts.

Limit control can be performed only for asset ratings with no account of their issuers’ and underwriters’ ratings.

A new ‘Informational’ limit type was added. Such limits do not influence pre-trade and post-trade control and are shown as text notifications when forwarding a pool order to inform traders and managers of a necessity to take these limits into account.

New Functionality

It is possible to import pool REPO orders to capQORT via the IDB with the trade’s volume specified in the orders. The number of instruments in such orders will be calculated automatically.

For each company code, it has become possible to specify trading-clearing accounts which do not require data download from QUIK to QORT.

New Functionality

New parameters were added to the ‘Market data on trading day’ table, which display the information about the bond’s yield to maturity for executing a trade separately for a bid price and an offer price. Besides that, ordinary pool orders and ‘Anonymous REPO with CCP’ orders are generated by the ‘Market data on trading day’ table with parameters filled in automatically.

In the ‘List of limits’ report, it is possible to choose limits for further generation of this report. If the limits are not specified, the report will be generated on all limits linked to the portfolio.

New Functionality

Reconciliation can be performed with a list of securities admitted to trading on the Moscow Exchange. A csv file is to be downloaded in advance by the user from the Moscow Exchange’s website.

Reconciliation can be performed with a list of securities admitted to trading on the Saint-Petersburg Exchange. After the reconciliation, it is possible to adjust a classifier of the asset’s trading admission and an indicator of the asset’s inclusion in a certain quotation list. A csv file is to be downloaded in advance by the user from the Saint-Petersburg Exchange’s website.

New Functionality

In order to increase the system’s processing speed, the requests can be processed simultaneously for each user and for system components. The number of simultaneous flows during the processing of requests can be set for each user independently.

New Functionality

There is a new ‘Unrealized profit’ report which shows calculation of the financial performance for a specified revaluation date and a historical purchase date as well as calculation of the yield to maturity with account of redemption of coupons, face values, and dividend payments.