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Open Feature request MC-1536

Add custom filters and subfilters to QuoteManager

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Description

Currently, in QuoteManager, the Symbol Filters are pre-determined, with no way to configure user-defined filters, especially for the mapping and importation of data from multiple ASCII sources.
ASCII data CAN be mapped from multiple sources, but only through a default filter and then by default ECN/exchange name. If using multiple data sources, data acnnot be binned accrding to vendor source and symbol list. In addition, the current filters in QM "Insert Symbols Into Portfolio" are not mirrored in MC "Format Instrument."
Different data sources often use different symbols to track their instruments. When importing ASCII data from different sources, it would be convenient to ADD, MODIFY, RENAME, and DELETE user-defined filters and subfilters and separate the imported data accordingly. Furthermore, be able to remove a QM default filter if not normally used, for example "Cash", and be able to restore the filter, if desired. Any default or user-defined filters would then appear in the QM "Insert Symbols..." and "Format Instrument" windows.

Steps to reproduce this issue

Please add feature to allow for creation and configuration of user-defined filters and subfilters in QuoteManager.

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Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    Not determined
  • Status
    Not Reviewed
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  • Severity
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