Autofollow module

The system of automatic following an asset manager’s trading signals (including those using trading robots) serves for automatic execution of an asset manager’s trading signals when a client is subscribed to a chosen strategy (financial instruments portfolio).

Module Functions

  • Receiving and processing the asset manager's trading signals.
  • Forming of a list of transactions based on the asset manager's trading signals with subsequent orders forwarding/cancelation from the QUIK Workstation or by the module itself.

Connection Scheme

autofollow_eng.png


There are two types of users:

The Client

Using the QUIK Workstation, the client subscribes to a strategy and specifies a volume of funds provided to this strategy in the currency that is supported by the module, and a method of trading signals execution. It is possible to subscribe to several strategies with different instruments.

The client can set trading signal execution taking account of:

  • a price specified in the asset manager’s signal;
  • a deviation from the price recommended by the asset manager;
  • a slippage from the price recommended by the asset manager;
  • a specified timeout with a possibility to forward a market order if a limit order is not executed within a specified period;
  • execution by market;
  • execution by the last trade price;
  • iceberg-order execution.
The module traces trading signals from asset managers as well as current trading positions of the clients subscribed to the strategy. For each subscriber a list of transactions is formed to send/cancel orders according to the rules of trading signals execution specified by the user. Later on, the list of transactions with completed parameters is transferred by the Module to the client’s terminal. After that, these orders are forwarded to corresponding trading venues on behalf of the client via the QUIK server.

The Asset Manager

The Asset Manager creates autofollow strategies (portfolios of financial instruments) and sends trading signals for each strategy depending on the market conditions.

Trading signals can be sent from the asset manager’s QUIK Workstation using one of the following ways:

  • manually;
  • using the transaction import interface TransToQuikAPI;
  • from scripts in Qlua;
  • using the interface of dynamic transaction loading from a file.
A strategy can include financial instruments of various markets available on the QUIK server. Strategies cannot contain overlapping sets of instruments.

Hardware and Software Requirements

Hardware Product name

Processor Intel Xeon E5504 or better.

4 GB RAM.

50 GB available hard disk space.

OS Windows Server 2008/2012/2016 (x64).

DBMS Microsoft SQL Server 2008/2012/2014/2016.

The indicated hardware and software requirements are minimal. With ample resources the interfaces may be installed on the same PC as the QUIK server. Any arising questions may be addressed to the QUIK Technical Support.

Use Options

Purchase Managed services / System backup Hosting Testing
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