Autofollow module

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

Module Functions

  • Receiving and processing the asset manager's trading signals. 
  • Sending/cancelling of client orders formed on the basis of the asset manager's trading signals with the QUIK Workstation and the Module itself.

Connection Diagram

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There are two types of users:

The Client

The Client subscribes to a strategy using the QUIK Workstation 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 containing different instruments.

The client can configure the trading signal execution:

  • with a price specified in the asset manager's signal; 
  • with a deviation from the price recommended by the asset manager;
  • with a slippage from the price recommended by the asset manager;
  • with a specified timeout and the possibility to enter a market order, if a limit order wasn’t executed within a specified period;
  • with execution by market conditions;
  • with execution by the last trade price;
  • with iceberg-order execution.
The module traces trading signals from asset managers as well as current trading positions of the clients who had subscribed to the strategy. For every subscriber a list of transactions to send/cancel orders is formed according to the rules specified by the subscriber. Later on a transaction list with completed parameters is transferred by the Module to the client’s terminal. After that the orders are sent on behalf of the client via QUIK server to corresponding trading venues for execution.
The Asset Manager

The Asset Manager creates strategies (financial instruments portfolios) to be automatically followed and depending on market conditions sends trading signals for each strategy.

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

  • Manually; 
  • Using the transaction import interface TransToQuikAPI; 
  • From scripts in Qlua inbuilt program language; 
  • Using the Interface of dynamic transaction loading from a file. 
A strategy can include financial instruments of different marketplaces accessible through 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 support service.

Use options

Purchase Managed services / System backup Hosting Testing
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