QUIK digest for the first quarter of 2016
7 april 2016
Q1, 2016
Dear users of software products from ARQA Technologies, we are offering you the digest of major developments introduced in QUIK over the first quarter of 2016.
Trading interfaces
Eurex trading interface 1.7.0The latest interface version supports a complex derivative market instrument – futures spread.
LSE trading interface 2.8
- Stock auction for the SETS sector is available now.
- Adjustable calendar of settlement days has been introduced.
Moscow Exchange Derivative Market trading interface 11.0
The new version employs MB PlazaII CGate — a new communication interface of the Derivative Market.
Moscow Exchange Securities Market trading interface 11.1, 11.2
- Support is provided for REPO with CCP operation with settlement in US dollars and Euros of up to 7 days.
- A new type of instrument has been introduced — ‘Clearing Participation Certificates’ (CPC) with the Central Counterparty.
Moscow Exchange FX Market trading interface 11.1
Users are provided data from ‘Obligations and requirements by assets’ table filtered by settlement code.
Ukrainian Exchange Derivative Market trading interface 9.16.2
Additional evening session is supported.
Market data interfaces
QuantHouse market data interface 5.7- Market data feed from derivative markets CME and CBOT is delivered.
- Instruments may be filtered by ISIN-code.
Market data interface of TREP RT system (Thomson Reuters) 4.1
- Calculation of accumulated coupon yield for Eurobonds listed on LSE has been added.
- LSE auction for SETS equities is supported.
Service modules
Alert dispatch module 2.6.0- Clients may be alerted on orders sent from the manager’s workstation.
- User status check has been introduced (blocking and power of attorney duration) for long-term alerts.
- Password encoding functionality is supported in the settings file.
Non-trade instructions module 19.21, 19.22
- Manual confirmation of instructions by manager is now available as well as group cancellation of orders.
- It is possible to create new instructions, set flexible parameters and confer rights to use various instruction types.
Infrastructure solutions
Module of electronic execution of sales QUIK EES 2.0The data base structure has been fully reengineered and optimized; instrument parameter descriptions and instrument registration were simplified.
QUIK Matching Engine 1.5
Setting of all module parameters is performed through QUIK Administrator client interface.
Integration solutions
FIX drop copy, FIX Client Connector and FIX adapter program interfaces 3.28, 3.29- The range of transmitted instrument parameters has been extended.
- Messages concerning trading session status have been unified.
User terminals
QUIK Workstation 7.1- The application has got a new look including icons.
- The ‘dark’ theme of the interface is available.
- The functionality of charts and tables has become more ergonomic.
QUIK Android user application 1.5
- The version uploads faster, consumes less Internet-traffic and reduces the load on the Android device.
- The functionality has been extended to include message exchange between system users and client portfolio calculation.
- Order entry has been simplified through introduction of three main order types: limit, market and conditional.
- A new setting is available to transfer cash positions without netting.
- The lending scheme ‘by discounts’ takes into account the currency of traded security while generating position closing orders.
- Additional templates for sending short SMS-alerts have been introduced.
- It is possible to view information on limit conformation concerning group orders in a separate table.
- Functionality for editing client groups has been optimized.
Server
QUIK server software 5.2.3- Additional risk checks have been implemented on order size exceeding a set average volume of instrument turnover over a period.
- The option has been added to restrict negotiated and REPO trades by counterparties and settlement codes.
- It is possible to evaluate positions denominated in a currency that is different from the one used for settlement.
12-th annual seminar of ARQA Technologies
On February, 17, 2016 ARQA Technologies arranged in Moscow its 12-th annual seminar for clients and partners which was attended by over 350 participants from 102 organizations. The seminar hosted an exhibition where 9 companies showcased their latest technological developments and services.Materials from the seminar.
Contacts
For all questions concerning the products, their terms of use and testing please contact the Sales and marketing department of ARQA Technologies:
+7-383-2191619, sales@arqatech.com.
For all questions on operation of the QUIK complex please refer to the QUIK support service: +7-383-2191606, quiksupport@arqatech.com.
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