LSE Derivatives Market trading interface

This trading interface connects QUIK broker system to LSE Derivatives Market. It uses SAIL protocol for transaction routing and receiving Drop Copy and HSVF (High Speed Vendor Feed) for obtaining market data.

The LSE derivatives market runs on the SOLA technological platform.

The market hosts trading the following instruments (by geography of the basic asset):

Russia

  • Options and futures for the index FTSE RUSSIA IOB 
  • Options and futures for 35 basic assets 
  • Futures on dividends for 14 basic assets

Great Britain

  • Options and futures for на индекс FTSE 100
  • Options for 19 basic assets



Norway

  • Options and futures for на индекс OBX
  • Options and futures for на 20 basic assets

Kazakhstan

  • Options and futures for 3 basic assets

India

  • Options and futures for 1 basic asset

South Korea

  • Options and futures for на 1 basic asset

Module Functions

  1. Getting relevant market information for the current trading session:
    • the book of instruments (futures and options for stock),
    • current market parameters,
    • all trades,
    • Level II quotes (5x5),
    • information about own orders and trades of the broker and its clients.
  2. Forwarding and canceling orders in the exchange matching engine (standard, Iceberg, GTC and GTD).
  3. Drop Copying of all orders and trades of the broker and its clients which did not go through the interface.

To assess clients’ positions the QUIK configuration needs to include The Unified cash position module for spot and derivative markets.

The interface is installed at the broker’s PC connected to the QUIK server by TCP/IP protocol. It is possible to install the software on the same computer with the QUIK server.
Connection to the trading system is done on the basis of TCP/IP using SAIL protocol — for transaction routing and on the basis of TCP/IP using HSVF protocol — for market data.

Hardware and software requirements

Hardware Product name

Processor Intel Xeon E5504 or better.

2 GB RAM.

20 GB available hard disk space.

OS Windows 2008/2012 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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