Improvements in QORT products made in January, 2022

4 february 2022

QORT backQORT capQORT

We offer to your attention the main improvements in solutions based on the QORT software platform.

Automated back-office backQORT

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.

REPO Trades:

Processing of Instructions:

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

Reports:

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.

Reconciliation:

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.

Integration with QUIK:

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

Usability/Security:

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

Commissions:

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.

Other:

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.

Middle-office of an asset management company capQORT

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.

REPO:

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.

Portfolio Organizer:

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.

Integration with QUIK:

Limits:

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

Processing Speed:

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

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