New version of QUIK Matching Engine — 2.2
This updated QUIK Matching Engine allows the Level2Quotes table, in the double-sided auction with the generation of ‘On broker quotes’ trades, to be filled in by several clients with ‘Broker’ type, which are sources of liquidity for the trading class.
In case of cancelation of the main auction, the module can hold an additional auction, and it uses the extended logic when publishing the results of the canceled auction.
These results include:
- auction status (canceled or annulled),
- auction close date and time,
- participants number,
- volume of the participant orders,
- total quantity in the canceled orders of participants,
- total quantity in the canceled orders of issuer/underwriter
Besides that, an option was added to suspend the auction with its further resumption.