New version of QUIK server software — 5.12 released

23 june 2017

The main changes in the new version of QUIK server are connected with the limit calculation library:

  • The version takes into account client positions in connection with spreads on SPIMEX Derivatives market. Funds adequacy is checked consecutively: first, by class and instrument of the first ‘leg’ and then, if successful, by the second ‘leg’ instrument. When the second ‘leg’ is checked, execution of the first part of trade is taken into consideration.

  • It has become possible to open short positions in currency in the absence of limits.
    This capacity significantly reduces the number of limits loaded before the start of trading session.

  • Calculation of interportfolio spread collateral is changed in the system of portfolio collateral calculation.
    When netting risks between portfolios, the server now takes into account differences in underlying asset price, price step and price increment of both portfolios. Also, there is an option to choose a calculation tag which will only be used for client codes from a particular template.

Other modifications in the version:

  • The functionality ‘Show client’s mistakes’ may now transmit mistakes in classes of Non-Trade Instructions Module.

  • The speed of loading and adjustment of client limits is optimized — the mechanism of asynchronous report saving has increased several-fold the speed of limit loading before the start of trading session.

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