ARQA Technologies released a new version of QUIK server — 4.19

22 september 2014

Developments in the latest version enhance techniques of trading limits and position keeping.

New options of the version include:

  • ‘Calculating liabilities of REPO/OTC with a trade CP’ allows to select various algorithms of funds allocation for REPO/OTC trades with the Central Counterparty,
  • ‘Ban to open positions’ allows setting lists of classes and instruments which are not available to open positions in or increase (in absolute value) those opened previously,
  • ‘Use Clearing Center discounts’ raises the flexibility and efficiency of the algorithm to determine actual discounts,
  • ‘Permit position flip over at portfolio limitation’ may be used to allow an order to turn around a position in a case when the value of the client portfolio while using discounts falls below a corrected margin.

The new version applies correct position calculation for trading new SWAP instruments GBP_TODTOM and BYR_TODTOM.

QUIK Administrator acquired:

  • A new option ’Not in use’ to mark a class which is not involved in trading operations without a necessity to delete it from the options base,
  • An opportunity to search for a user record entry by his code,
  • A possibility to store ciphered passwords in the ‘settings’ part of the QUIK server.

QAuditor application has an additional setting to control a timeout for queries addressed to the data base.

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