General information, structure and performance

The architecture of QUIK Software Package is based on client-server technology. The core of the software package is QUIK server which provides functionality for data exchange between external software packages and transaction processing, as well as for additional functionality for arrangement of the broker's and his clients' operations. User applications connect to QUIK server via the Internet (TCP/IP), receive data, and send transactions to the trading systems (trading platforms of the partner brokers) through the server. In some cases, external systems can interact with QUIK server through dedicated communication channels (trading platforms of the Management Companies, accounting systems).

The current information from the trading systems (trading platforms of the partner brokers) is processed directly in RAM, while the information (user's registration data, system rights, operation logs) that must be kept for at least one day is entered into a database. Communication with the database is implemented via a special interface. It is therefore fairly easy to change the type of the DBMS. The received data is stored within a cache, for quick recovery after a fault.

Scalability is ensured by using intermediary access servers. QUIK Software Package was developed using Microsoft Visual Studio, C++ and Borland Delphi. The server and client software runs under Windows operating system.

QUIK Software Package is certified for available trading systems, and inter-broker technological infrastructures.


General Structure of the System

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Response Times

The speed of response in the software package between the server and QUIK workstation depends on several variables:

  • Delay in supply of market information depends on the channel capacity, and the percentage of loss of data packets. Data translation delay on the broker's server that is used by clients is less than 1 second. High responsiveness of the information supply is ensured by using push-technology, and a specially designed communication protocol.
  • The speed of transmitting transactions to the trading system is defined by the response time of the trading system's gateway. This value varies widely from one trading system to another. Time delays related to the transaction processing in QUIK system by the broker's server are ten times smaller than the response time of the trading system, and are not critical.
  • The main information is processed in the RAM of the server, and is cached on the drive in the form of binary files. In case the server has to be restarted, the information is synchronised directly with the trading system. This is of fundamental importance as it enables high performance in the information processing, and minimum delays with respect to the progress of trading.

Special Server Communication Protocol

To achieve the best performance of the data transfer over the Internet, a special optimised protocol for communication with the server was developed. Its advantages include:

  • quick recovery after a communication failure enables you to work with the programme within seconds once the connection is re-established.
  • supply of new data being important for evaluation of the market situation has priority over historical data which is transferred in between the new information.
  • optimised traffic: the workstation can automatically restrict the number of transferred instruments and related parameters required for server to operate, and thus reduce the communication channel load.

Administration

User rights, and server's business logic are managed by QUIK Administrator.

The administrator of the package can configure user privilege levels for viewing information and performing operations, set up individual commission tariff plans, and margin lending parameters.

In addition to the main terminal, a special application called QMonitor was developed. It monitors the server's health, and connections to external programme platforms.

Performance Characteristics

The following performance characteristics of QUIK Software Package were measured during real operation:

Average load on the communication channel

about 50 Kbit/s per user

Number of trades per server per session 
(order placement/withdrawal/editing)

over 10 000 000

Number of simultaneously served users on a single server

over 5,000, with Access Servers used the number of simultaneously served client accounts is virtually limitless

Time of placing an order to ASTS trading system

800 per second from a single server

Time of placing an order to SPECTRA trading system

600 per second from a single server

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