QUIK digest for the first quarter of 2025
Dear users of ARQA Technologies software products, we would like to offer to your attention the digest of the main changes in QUIK products made in the first quarter of 2025.
Events
The 21st annual seminar of ARQA Technologies took place in Moscow. About 500 participants from more than 120 companies – clients and partners — attended the seminar. The event was dedicated to the 25th anniversary of the company.
New Versions of Software
For the full list of changes in QUIK software products, see the News on the company’s website.
QUIK supports operation in the alternative OS Linux (Linux Astra SE 1.7.4) in new versions of the following server modules:
- Eastern Exchange trading interface (Russian securities market) — 2.0
- AFX special program interface — 3.0
- KYC modulе — 2.0https://
Trading Interfaces
Moscow Exchange Securities Market trading interface — 14.6
In connection with the beginning of trading on weekends, the interface acquired a mechanism that excludes the execution of contingent orders at the prices of anonymous trades in sessions where low liquidity is expected.
The interface allows deactivating the transmission of the ‘Trading Member’ table.
Moscow Exchange Derivatives Market trading interface — 13.2
The interface supports the new version of the derivatives market trading system (SPECTRA 8.0) and can transmit the following indicators:
- indicative collateral and risk levels of clients,
- values of market risk rates,
- values of basic collateral depending on the categories of the clients’ risk levels.
SPB Exchange trading interface (Russian securities market) — 2.1
The interface provides technical support for the trading on weekends.
Eastern Exchange trading interface (Russian securities market) — 2.0
The interface supports new trading modes for bonds and foreign securities:
- OTC: Bonds,
- OTC: Foreign Equities and ETFs,
- OTC: Foreign Equities and ETFs (Closing Auction),
- OTC: Neg. deals bonds,
- OTC: Neg. deals Foreign Equities and ETFs,
- OTC: REPO Neg. deals bonds,
- OTC: REPO Neg. deals foreign Equities and ETFs.
News and Market Data Interfaces
Moscow Exchange ISS information interface — 2.1
The interface supports transmission of:
- information on risk rates for futures contracts,
- relative risk rates for securities, FX, and derivatives markets.
Integration Solutions
Market Data Export module — 11.0
Within the framework of supporting the requirements of the Bank of Russia Ordinance No. 6681-U the module:
- has tabular journals for recording positions in the portfolio,
- has RCV tabular journals for portfolios of the derivatives market,
- allows calculating and exporting portfolio parameters based on the collateral set according to the Bank of Russia methodology (‘net’ principle).
FIX adapter and FIX drop copy program interfaces — 4.2
Both interfaces transmit:
- official closing price,
- values of broker commission in trades if the commission was added after the trade’s execution.
Infrastructure Solutions
- The module transmits additional parameters in order to support the requirements of the Bank of Russia Ordinance No. 6681-U.
- It sends notifications about uncovered positions when submitting trade orders and non-trade instructions.
Bookbuilding module — 2.1 and 2.2
- For the ‘Offering and buyback orders book’ and ‘Quotes’ tables of the QUIK workstation, the Module transmits dates and time of the boundaries of all periods through which the Module orders may pass.
- It supports transmission of the settlement code with the Module instruments.
- The module has an optional feature to resubmit orders registered by volume in the trading system without prior quantity calculation, based on the offering price.
User Terminals
In order to support the requirements of the Bank of Russia Ordinance No. 6681-U:
- parameters ‘Risk level’, ‘Collateral without orders’, ‘Planned collateral’, and ‘Indicative var.margin’ were added to the ‘Client account limits’ table,
- there is a ‘Market risk parameters [Derivatives]’ table to which the information about risk rates on futures contracts is transmitted,
- a ‘Relative risk rates’ table was added, which transmits relative risk rates on securities, FX, and derivatives markets,
- for derivatives market clients (‘C’ type) the ‘Client portfolio’ table allows calculating ‘Portfolio value’, ‘Init.margin’, ‘Min.margin’, ‘Corr.margin’, ‘RCV1’, ‘RCV2’ and ‘Funds level’, and there is a new ‘Risk level’ field,
- status indication settings in the Client Portfolio acquired an option of specifying a source for determining the status of derivatives market clients.
- The workstation transmits additional parameters in order to support the requirements of the Bank of Russia Ordinance No. 6681-U,
- It sends notifications about uncovered positions when submitting trade orders and non-trade instructions.
Mobile terminals iQUIK X and QUIK Android X — 5.3
- The mobile terminals transmit additional parameters in order to support the requirements of the Bank of Russia Ordinance No. 6681-U.
- They have improved logic of automatic substitution of the client's code and trading account into the order entry form.
- The terminals send notifications about uncovered positions when submitting trade orders and non-trade instructions.
QDealing mobile application — 1.4
The application allows marking all messages in chats as read using the ‘Read all messages’ feature.
Risk manager terminal module CoLibri — 5.0
To support the requirements of the Bank of Russia Ordinance 6681-U, the module has the following improvements:
- logging of the RCV2 parameter before closing positions and of the information on the basis of which this parameter was calculated,
- sending notifications in case of violation of RCV1 and RCV2 levels for derivatives market portfolios,
- closing positions of derivatives market clients based on the client portfolio parameters initial/minimum margin or UCP, considering the client's risk level.
Contacts
For all questions regarding 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 QUIK software, please contact QUIK Technical Support Team: +7-383-2191606, quiksupport@arqatech.com.
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