Algo Strategy Engine
7.17.82.4 (win64)
Important Notes
- Aggregator MD Trader: Aggregator MD Trader® aggregates the markets of multiple instruments into a single market. Additional columns can be exposed on the Aggregator MD Trader® to show the separate markets of each individual leg.
- Smart order routing: The Aggregator will allocate the user's desired quantity across the leg instruments to achieve the optimal price, using the user-specified configurations.
- Re-balance: Once the orders have been allocated across the leg instruments, the Aggregator will continuously monitor all leg markets for liquidity that is immediately available for taking. On detection, the Aggregator will re-allocate resting orders to consume the liquidity, using the user-specified configurations.
- Autospreader with an Aggregator leg: Configure an Autospreader® that has one or more legs set to use an Aggregator. The Autospreader® logic will treat the Aggregator leg as if it were a regular outright leg.
Why Should I Upgrade?
Algo SE 7.17.80 is the minimum supported version for MiFID II compliance. For details on Customer Defaults, Algo Defaults and MiFID related updates; please refer to X_TRADER Support for MiFID II.
This release includes the enhancements and fixes listed below.
System Requirements
Algo SE 7.17.80 is the minimum supported version for MiFID II compliance. For details on Customer Defaults, Algo Defaults and MiFID related updates; please refer to X_TRADER Support for MiFID II.
This release includes the enhancements and fixes listed below.
Installation Notes
TT requires all customer sites to complete a pre-installation impact analysis and network optimization before Algo SE is installed. TT Technical Account Managers (TAMs) will be responsible for installing and configuring Algo SE, as it will not be available for download on the Customer Portal.
Configuration Changes
Dynamic connections are enabled by default. Before upgrading, please contact your TT Technical Account Managers for assistance in assessing your environment.