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Rules and parameters in the "Market conformity check" area

List of parameter rules in the "Market conformity check" area:

Rule

Description

Rule 1

Equities and equity-like instruments

Rule 2

Corporate bonds and other bonds

Rule 3

Structured products

Rule 4

Funds

Rule 5

ETFs

Rule 6

Foreign exchange, interest rates and commodities

Rule 7

Derivatives

Rule 8

Indices

List of parameters:

Parameter

Description

MCC Interval

[Parameter editable]

Select the possible time intervals here:

  • 5 minutes

  • 10 minutes

  • 15 minutes

  • 30 minutes

  • 1 hour

  • 2 hours

  • 4 hours

  • 8 hours

  • 12 hours

  • End of day

Multiselect is possible.

Test Period

[Parameter editable]

Select the test direction:

Before trading time
Compares delivered trade price to trades that happened before the trade time

Around trading time
Compares delivered trade price to trades that happened before and after the trade time

Click the "Save" button to save changes.

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