New version of QUIK Matching Engine — 1.14
The main improvements in QUIK Matching Engine relate to support of operations with cash values that exceed two digits after the decimal point. The allowed range of fractionality now covers up to 8 digits after the decimal point (see details).
Besides that, the module acquired an option to work with fractional numbers of instruments that represent investment units.
The following innovations were also implemented in the new version of QME:
- generation of a trading calendar for a chosen currency,
- calculation and transmission of parameters ‘Weighted average execution price’ and ‘Filled volume’ for the order table,
- transmission of the ‘Liquidity’ parameter for the trades table,
- additional fields in instrument directories (StockCode, StockName, SEDOL, RIC, CUSIP, Bloomberg ID),
- the new parameter ‘Enabled’ in stored procedures for adding instruments (managing access to instrument),
- a new instrument subtype for the ‘Federal bond’,
- cross trade checks for derivative market instruments,
- additional parameters to display a number of buy and sell orders in the Quotes table for derivatives market instruments.
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