Overriding instrument sets

Overwriting instrument settings allows to set individual execution settings for each instrument group.

If the Override instrument sets checkbox is enabled for a source in Aggregator settings, a table with instrument groups and their settings available for overriding is displayed for it:

To open the sidepage with the available settings, click the Edit button in the block with the desired instrument group.

Please note! Instrument set settings are inherited from the aggregator settings configured at the connector level. Changes to the source settings in the connector are automatically reflected in the linked aggregator settings, while values set via overriding are preserved.

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The sidepage is divided into several settings blocks.

Main info

Please note! Instrument set override parameters apply only to client accounts. These settings do not apply to the account specified as the source.

Name	Description
Instrument group	Instrument group for which the settings set is applied.
Schedule	Schedule according to which the instruments included in the group are traded. Editing is available only for settings for BBook execution accounts with the BBook executor checkbox enabled and ABook.
Order type set	Order type sets applied to the instrument group. Editing is available only for settings for BBook execution accounts with the BBook executor checkbox enabled and ABook.
Active sessions	Trading sessions available for the instrument group.
MPI	MPI applied to the instruments in the group.
Min. order size	Minimum available amount for placing a trade order.
Max order size	Maximum available amount for placing a trade order.
Order step	The amount step available to the client when placing a trade order.
Stop limit prohibited range	This field specifies the range relative to the instrument's market price within which stop-loss or take-profit orders cannot be placed. If the price in the order is closer to the market price by a value greater than the value specified in this field, the client will not be able to place the order.

Options

This block is displayed only for aggregator settings with the Connector routing type. Settings in this block cannot be edited.

No holidays - if enabled, the system ignores holidays for instrument currencies.

T+0 settlement - if enabled, nettings become available for settlement on the position opening day, regardless of the instrument tenor. For positions already open when this setting is enabled, the netting settlement date does not change.

Override value date - when enabled, the value date received from the provider is overridden according to the instrument tenor.

Override commission - when enabled, the Commission set in the account tariff overrides the commission sent by the liquidity provider.

Override trade date - when enabled, overrides the trade date received from the provider. The mechanism works as follows: the platform converts the transaction time (the actual time the trade appears in the system) according to the instrument's trading schedule and its time zone. When the Override value date checkbox is enabled, the Trade date is determined first, followed by the Value date.

If this setting is disabled, the broker's EOD Time Zone is used to determine the trade date; if it is not specified, UTC is used.

Internal limit support

Settings in the Internal limit support section allow orders for instruments in the group placed on the liquidity provider's account to be automatically canceled according to the specified rule.

Please note! The Internal limit support section settings apply to trade orders with IOC and FOK durations. When this section is configured, a Limit if touch order remains on the client account and is not sent to the provider account until it is triggered. After it is triggered, a corresponding Limit order with an IOC or FOK duration appears on the provider account.

Name	Description
Retry attempts	This field specifies the number of attempts to send an order for execution to the liquidity provider.
Retry delay	Delay between repeated attempts to send the order.
Retry delay multiplier	Multiplier applied to retry delays. If not specified, each subsequent attempt is made after the period specified in the Retry delay field. Fractional values can be specified in this field.

Example of calculating intervals for sending an order for execution:

- Retry attempts = 3

- Retry delay = 1000

- Retry delay multiplier = 2

In this case, the retry intervals are as follows:

- First attempt: 1 x 2 x 1000 = 2000 ms

- Second attempt: 2 x 2 x 1000 = 4000 ms

- Third attempt: 3 x 2 x 1000 = 6000 ms

With the same input values but without the multiplier, repeated attempts are made at equal intervals.

Market data ticks from OHLC

The block is displayed only for aggregator settings with the Connector routing type.

Name	Description
Market data ticks from OHLC	This field allows you to set the duration of the OHLC bar whose price will be added to the quotes stream at the specified time. For quotes to appear, a connection to a historical data source must be configured.
Previous bar	When this setting is enabled, the previous OHLC bar is used to obtain ticks instead of the current one.
Time of day	The time (according to the instrument's time zone) at which prices from the OHLC bar are added to the quotes stream.

TTL

This setting specifies the time during which quotes for the instrument remain valid within the specified trading session.

Instant order auto cancel interval

The block is displayed only for aggregator settings with the Connector routing type.

This field specifies the time after which a request to cancel a placed trade order is sent. It applies to orders with IOC and FOK durations. If the time is not specified, then if there are no prices for the instrument on the execution account when a trade order is placed on it, the order remains on the account until a price for the instrument appears. That is, if no price appears, the order remains on the account for an unlimited period of time.

Important! This setting also determines how long the platform waits for the provider to respond to the placed trade order. If the provider does not send an execution report within this time, the platform sends the provider a request to cancel the order. If a response to the cancellation request is received, the order is automatically canceled with the comment no remote answer, auto cancel. If no response to the cancellation request is received, the order is moved to the Pending cancel status.

Features of overwriting with ABook Accounts

Important! Overriding instrument settings will not work if it is enabled on the client's end accounts.

To correctly apply the instrument settings overwrite to client accounts, the following account hierarchy conditions must be met:

• The overwrite setting must be enabled in the aggregator settings of the ABook execution account. Accordingly, the instrument parameters to be overwritten must be specified at this stage. These parameters will subsequently be applied to client accounts whose aggregator settings specify the specified ABook account as the source.
• The execution account must be set in the client account aggregator settings, from which the parameters of the overwritten instruments must be transferred.