FIX program interfaces

FIX software interfaces* enables interaction between QUIK server and external applications / software platforms by means of FIX protocol

* MiFID II compliant

Principal functionality

  • Connecting external platform to QUIK server to obtain data from QUIK server and transmit trading orders to QUIK (FIX adapter and FIX Client Connector)
  • Transmitting data from QUIK server to external platform (FIX drop copy)
  • Connecting QUIK to external trading platform in order to obtain data for QUIK server and transmit trading orders from QUIK (FIX order router)

FIX adapter

  1. The program interface FIX adapter serves for connecting external applications to QUIK server in order to obtain data and transmit trading orders.

  2. The interface enables obtaining from QUIK server market data, reference data, ‘all trades’ data and data on orders and trades forwarded and executed via this particular interface.

  3. The interface provides access to any trading system, trading mode or order type supported by respective QUIK server as well as to the entire functionality of QUIK software complex as far as online pre-trade control of operations is concerned.

  4. The interface supports operations with algo orders of Algorithmic Trading Module and OMS orders of ARQA OMS.

  1. There are three types of program interface FIX adapter distinguished by restrictions for:

    • Number of client accounts in service (starting from up to 50)
    • Number of processed transactions (starting from up to 10 000 a month) — this type of interface is employed with QUIK server provided as managed service in the data center of ARQA Technologies
    • Number of processed transactions (starting from up to 500 a day) — this one is used with QUIK server installed in the broker’s data center
  2. Technologically speaking, the interface is a FIX API to QUIK server.

FIX Client Connector

  1. The program interface FIX Client Connector serves for connecting external client applications in order to obtain data and transmit trading orders to QUIK server.

  2. The interface enables obtaining from QUIK server market data, reference data, ‘all trades’ data and data on orders and trades forwarded and executed via this particular interface.

  3. The interface provides access to any trading system, trading mode or order type supported by respective QUIK server as well as the entire functionality of QUIK software complex as far as online pre-trade control of operations is concerned.

  1. The interface supports neither OTC or REPO operations, nor algo or OMS orders.

  2. The program interface permits service of up to 10 client accounts on spot and futures markets.

  3. Technologically speaking, the interface is a FIX API to QUIK server.

FIX drop copy

  1. The interface serves for transmitting from QUIK server market data, reference data and data on orders and trades for a particular account or group of accounts to external system (middle-, back-office or other systems used by broker).

  1. Integration is provided with compliance system by ‘RedKite’ for trade reporting.

  2. Technologically speaking, the interface is a FIX API to QUIK server.

FIX order router

  1. The program interface serves for routing trading orders from QUIK to external trading platforms and getting information on own orders and trades from external software complexes to QUIK server. It is possible to receive market data from one of market data vendors – partners of ARQA Technologies.

  2. The interface provides access to any trading system, trading mode or order type supported by the external trading platform.

  1. The interface is mostly used for FIX integration with international partner brokers in order to get access to international trading venues. It is possible to source reference data from other QUIK modules or download them manually.

  2. FIX integration in the latter case is implemented by representatives of ARQA Technologies. Implementation requires a description of FIX protocol used by the external platform and access to a test trading environment.

On request to sales@arqatech.com, one may receive documentation specifying the FIX protocol version used in interfaces FIX adapter, FIX Client Connector and FIX drop copy.

Also on request, access is available to test grounds of ARQA Technologies for adjusting integrations designed by external developers.

Hardware and software requirements

Hardware Product name

Processor Intel Xeon E5504 or better.

2 GB RAM.

10 GB available hard disk space.

OS Windows 2008/2012/2016 Server x64.

The indicated hardware and software requirements are minimal. With ample resources the interfaces may be installed on the same PC as the QUIK server. Any arising questions may be addressed to the QUIK support service.

Use options

Purchase Managed services / System backup Hosting Testing
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