Apama Capital Markets Foundation Documentation : Algorithmic Trading Accelerator : Running the ATA Samples : Using risk firewalls : Firewall ruleset: client credit limits
Firewall ruleset: client credit limits
Client Credit Limit rules define how a customer's account value can be impacted before an alert or an objection is raised. This Firewall rule uses the price of the order being placed to determine the order value. When placing a Market order, the price in the order will generally be zero as it is ignored. This means that you could breach the firewall warning/objection limits with that order. Once the limits have been breached, you will only be allowed to place orders that bring the account value back into acceptable limits. The top section of the page is where new rules are defined. Clicking Add enters the rule in the Instances list.
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