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Overriding instrument sets

Overriding instrument sets

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

trading_settings_agg_settings_override.png

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


The sidepage is divided into several settings blocks:

trading_settings_agg_settings_edit_set_1.png

NameDescription
Instrument groupInstrument Group, for which the settings set is applied.
ScheduleSchedule, according to which the instruments included in the group are traded.
Order type setOrder type sets applied to the instrument group.
Active sessionsTrading sessions available for the instrument group.
MPIMPI applied to the instruments in the group.
Min. order sizeMinimum available amount for placing a trade order.
Max order sizeMaximum available amount for placing a trade order.
Order stepThe amount step allowed to the client when placing a trade order.
Stop limit prohibited rangeThis field specifies the range relative to the instrument's market price within which stop-loss or take-profit orders cannot be placed.

Additional options:

No holidays - if enabled, the system ignores holidays for instrument currencies. T+0 settlement - if enabled, netting occurs on the position opening day, regardless of the instrument tenor. For positions already open at the time this setting is enabled, the netting date does not change. Override value date - When enabled, the value date received from the provider will be overwritten according to the instrument tenor. Override commission - When enabled, the Commission set in the account tariff overwrites the commission sent by the liquidity provider. Override trade date - when enabled, overwrites the trade date received from the provider. The mechanism works as follows: the platform converts the transaction time (the actual entry of the trade in the system) according to the instrument's trading schedule, taking into account the time zone. When the Override value date checkbox is enabled, the Trade date is determined first, and then the Value date.


Settings in Internal limit support section allows to set the rules to automatically cancel orders for instruments in the group placed in the liquidity provider's account.

Please note! The Internal limit support section settings apply to trading orders with IOC and FOK durations. When setting the section, the Limit if touch order will remain in the client account and will not be sent to the provider's account until it is triggered. After the order is triggered in the client's account, a corresponding Limit order with an IOC or FOK duration will appear in the provider's account.

trading_settings_agg_settings_edit_set_2.png

NameDescription
Retry attemptsThis field specifies the number of attempts to send an order to the execution on the liquidity provider's side.
Retry delayThe delay between retrying the order sending.
Retry delay multiplierThe 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 of sending the order for execution: - Retry Attempts = 3 - Retry Delay = 1000 - Retry Delay Multiplier = 2 In this case, the retry intervals would be 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 data, but without the multiplier, repeated attempts will be made at equal intervals.

trading_settings_agg_settings_edit_set_3.png

NameDescription
DurationThis 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 BarWhen this setting is enabled, the previous OHLC bar will be used to obtain ticks instead of the current one.
Time of dayThe time (according to the instrument's time zone) at which prices from the OHLC bar will be added to the quotes stream.
TTLThe time during which quotes for the instrument will be valid within the specified trading session.
Instant order auto cancel intervalThis field specifies the time after which a request to cancel a placed trade order will be sent. Applies to orders with IOC and FOK durations. If the time is not specified, then in the lack of prices for the instrument on the BBook-execution account, if a trading order is placed on it, it will remain there until a price for the instrument appears on it. That is, if the price does not appear, the order will remain on the account for an unlimited period of time.
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