QUIK digest for the third quarter of 2016
Dear users of software products from ARQA Technologies, we are offering you the digest of major developments introduced in QUIK over the third quarter of 2016.
Trading interfacesMoscow Exchange FX market Trading interface 11.3.1, 11.4.0
- Two new instrument classes were added - ‘MOEX Currency: Futures’ and ‘MOEX Currency: Negotiated trades: Futures’.
- QUIK-server can keep clients’ positions involved in FX futures transactions.
The following bond trading modes are supported: order book trading, negotiated direct placement, negotiated trading and REPO. Each trading mode is represented by a separate instrument class in QUIK.
LSE Trading Interface 2.12.0
The updated interface supports Group Ticker Plant 188.8.131.52 of LSE.
EBS Spot FX program interface 1.8.0
The interface has acquired the option to filter the list of EBS instruments to be transmitted to the QUIK server.
Market data interfacesQuantHouse Market Data Interface 6.1
Market data (equites and bonds) is delivered from Johannesburg Stock Exchange.
Thomson Reuters Market Data Interface 4.2.0
Market data is delivered from new markets - BATS Europe, ICE Futures (US & UK), Euronext, NYSE MKT, HKEx, TMX Group, SGX and WSE.
Nanex Market Data Interface
The new interface delivers market data on American securities from NASDAQ and NYSE provided by Nanex with ultra-low latency.
Service modulesNon-Trade Instructions Module 19.23
The module allows cselecting an external account for cash withdrawal. The account is picked from a directory where accounts are linked to a particular currency.
Alert dispatch module 2.9.0
Alert templates for trading events have been supplemented with ‘Client code’ and ‘Order volume’ parameters.
Infrastructure solutionsBroker quotation system 4.19
- The ‘Modified REPO’ mode allows users to confirm execution of the first and second part of a REPO trade.
- The zero ACI on the day of coupon redemption serves to avoid extra fund freeze for trades with settlement on redemption day.
- It has become possible to ban cross trades between various trading accounts of the same client within one organization.
- EES1 algorithm supports full or partial order execution on the internal market of the Module and the market price can be defined by worst or average price.
- For EESFX algorithm it is possible to set a restriction on the value of order price deviation from prices on the internal market of the Module or on external trading venues.
Integration solutionsBloomberg VCON drop copy program interface
The new interface delivers to the QUIK server data on Eurobond trades executed via BLOOMBERG PROFESSIONAL® service.
FIX drop copy program interface 3.31.0
New parameters have appeared in the Execution Report including trade’s status, system link, execution date, amount of compensation, commission for calendar spread trades.
FIX order router program interface 3.0.0
The interface is now capable to automatically download reference data from other instrument classes at the QUIK server.
Market Data Export Module 5.3.0 and 5.3.1
The Module is now capable to adjust order parameters at start of day to accommodate for any change that may have happened after trading hours of the previous day.
User terminalsTerminal module CoLibri 4.9
CoLibri and CoLibri FX functionalities have been combined with partial addition of CoLibri FM (derivatives) functionality. The merged capability allows keeping aggregated positions on various markets and close them through one action.
QUIK Workstation 7.4
- The option trading functionality has been expanded for easy set up and comfortable use of the ‘Options board’.
- Graph support for trading now includes such shapes as rectangles, ellipses and triangles.
ServerQUIK-server software 5.4.2
QUIK server’s functionality to control operational risk has been expanded to include:
- trade limiting capacity for the separate class of instrument ‘FX SWAP’,
- ‘delta’ limitation for SWAP ‘legs’,
- inclusion of compensation deposit in all limit types till the date of the second part of a REPO trade,
- restriction by instrument of REPO trades with specified direction,
- capacity to set a maximum price deviation of buy-sell orders from a theoretical option price.
Video library ‘QUIK broker platform capabilities’New videos on use of screen tabs and how to set up windows outside the main screen have been added. The latest videos are at the official ARQA Technologies channel on YouTube and on the company's website.
For all questions on operation of the QUIK complex please refer to the QUIK support service:
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