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 1.7.0
The 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 2.0
The 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.

Risk manager’s terminal module CoLibri 4.8

  • 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.

TrustManager terminal module for asset managers 2.6

  • 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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