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New Alert: Abnormal Message per Participant

If a firm has multiple clients of different sizes trading the same product, the original Abnormal Message alert may miss genuine cases. If there is a group of small clients who trade a product in much smaller lots and a group of big clients trading the same product in much larger sizes, the generic alert will continue to fire on the big clients. This alert has been refactored to detect abnormal behavior on Participant/Product level. The old logic has been kept intact with a “Matching Key” parameter added.