New version of QUIK server software – 4.4.0

24 april 2013

ARQA Technologies has launched a new version of QUIK server software – 4.4.0.

The main improvement of this version is expanding the functionality to work at different Moscow Exchange trading modes:

  • accounting of orders and trades with the CCP as well as REPO orders and trades in client positions was added,
  • limitation of purchasing power for operations of closing auction was realized,
  • support of Moscow Exchange commission for REPO with the CCP and t+2 regimes, while calculating the purchasing power for orders sending and trades registration, was added.

Considerable changes are related to the scheme of calculating the portfolio collateral:

  • at this scheme the possibility to set the schemes of netting risks between spot assets and derivatives instruments for a trading account or a group of trading accounts was realized; it provides more flexible opportunities of netting risks for spot assets from different trading venues,
  • calculation of collateral for derivatives and stock markets accounts in the bounds of the Unified cash position was significantly optimized; it has greatly reduced latency of processing client transactions sent at the moment of recalculation at QUIK servers with a large number of UCP-accounts.

Among other significant changes and improvements are the following:

  • now restrictions for the being traded instruments are checked when sending non-trading orders to enter/remove securities,
  • the functionality of incomplete netting for cash commitments allows commitments netting not for all cash positions but only for the defined (selected) positions.

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