QUIK digest for the first quarter of 2017
Dear users of software products from ARQA Technologies, let us bring to your attention the digest of notable features introduced in QUIK products and services in the first quarter of 2017.
The 13-th annual company seminar took place on 15 February in Moscow and traditionally comprised a conference and an exhibition. The seminar drew the audience of 350 representatives from over 100 companies that are either clients or partners of ARQA Technologies. The seminar once again confirmed its attraction status of a must-attend event in Russia as far as financial markets and related technology development are concerned.
Here you may learn more about the seminar and see delivered presentations.
The company offered its clients two services delivered from own data centres.
New services from ARQA Technologies
Service of portfolio analysis
A service of client portfolio analysis based on several portfolio evaluation approaches for stocks and derivatives (including VaR for portfolio and separate instruments).
QLIQ service (QUIK Liquidity)
Technological service of access to liquidity in OTC instruments (mostly Eurobonds) for broker and its clients.
The complete list of changes in QUIK products may be found in the News on the company website.
New versions of software
Moscow Exchange Securities market trading interface 11.4.0
The new version supports the changes in the trading system of Moscow Exchange Securities market introduced this March.
The interface transmits price fall/rise risk rates calculated for ‘zero concentration limit’ in the ‘Market risk parameters’ table. The rates may now be used as discounts for clients in the lending scheme ‘by discounts’.
A ‘Change order’ transaction of the trading system is now available in QUIK.
Saint-Petersburg Exchange (Foreign securities market) trading interface 1.6.0
The interface supports operations in the ‘Anonymous REPO with CCP’ mode. Operations in the exchange trading mode ‘Negotiated REPO with CCP’ now conform to the standard accounting scenario for REPO operations with CCP.
LSE trading interface 2.14.0
Support provided to upgraded protocols of FIX Trading Gateway, Drop Copy Gateway and Level 2 MITCH specification. The protocols are part of the latest ‘Millennium Exchange Release 9.1’ of the LSE Trading System.
SunGard Global Network program interface 6.2.0
The latest version transmits market data from Johannesburg Stock Exchange.
Market Data Interface of TREP RT system (Thomson Reuters) 4.5.0
Market data interfaces
The new version transmits options from ICE (Intercontinental Exchange).
The interface works with a full directory of Thomson Reuters stocks and bonds received via Symbology Concordance service.
At interface start, it is possible to upload to the QUIK server only the data on most frequently used (favorite) instruments, which vastly reduces the load on the server infrastructure.
Report generation module 3.20.0
A new report type — client portfolio analysis — available on connection to a new service from ARQA Technologies — Service of portfolio analysis.
Alert dispatch module 2.10.0
The version features:
- integration with SMS-provider MFMSolutions,
- an option of informing users when the number of available alerts runs short.
The interface supports changes in the protocol of the Native Trading Gateway service made in the new version of LSE trading system ‘Millennium Exchange Release 9.1’.
FIX adapter, FIX drop copy, FIX Client Connector program interfaces 3.34.0
The new versions have the option of replacing an order by one transaction instead of two (cancelling old and sending another order) to keep up with trading interfaces supporting such order replacement functionality.
Correct reporting of order replacement and drop copy of transactions in the multi-broker mode is guaranteed.
QUIK workstation — versions 7.7, 7.8.1, 7.9.0, 7.10
Among important features are:
- automatic replacement of futures and options close to expiration by instruments with later expiration,
- setting of settlement currency for each client portfolio,
- correct operation with upgraded QUIK OMS,
- functionality of ‘multi-channel linking’ of interface tables supported by colour identification,
- the number of ‘candlesticks’ saved in Workstation local storage raised from 3000 to 65000.
The functionalities of the risk manager’s terminal module for spot markets (stock and FX — CoLibri SM/FX) and the terminal module for derivative market (CoLibri FM) have merged. This opened up new opportunities in position and liability calculation over various markets and provided a possibility to close all positions with one click. Principal improvements were done in lossmaking position closing functionality.
QUIK server 5.7.1
The new version supports correct buying power calculation and accounting in clients’ positions for operations with a new instrument of Moscow Exchange FX market — USDRUB_DIS which is planned to be traded at discrete auctions.
For all questions on operation of the QUIK complex please refer to the QUIK support service:
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