QUIK digest for the second quarter of 2022

7 july 2022

Q2, 2022

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 second quarter of 2022.

Events

New videos were published on the YouTube channel of ARQA Technologies and on the company’s website:

New Versions of Software

For the full list of changes in QUIK software products, see the News on the company’s website.

Trading Interfaces

Moscow Exchange Securities Market (Main Market Sector) trading interface — 13.6, 13.7, and 13.8

The updated versions support:

– trading OTC modes for bonds with CCP and auction modes for REPO with CCP with baskets,

– REPO CCP trading boards with the Federal Treasury added within the release of the Exchange Securities Market system dated June 27, 2022.

– new trading modes for non-residents.

The entering of quotes has become available on the Neg. deals with CCP: Bonds (PTOB) board. The entered quote is for information only and does not result in execution of trade in the specified mode. To execute the trade, it is necessary to forward counter negotiation deal orders.
The interface transmits ACI in the par value currency.

Moscow Exchange FX Market trading interface — 13.7 and 13.9

The interface works with new pairs containing the following currencies: South African rand, UAE dirham, Uzbekistan sum, Armenian dram.
There is a functionality to update price range borders of SWAP instruments based on the data from the ‘Interest risk parameters’ exchange table.
The interface supports new transactions in the ‘CCP OTC Clearing CPCL’ mode.

Moscow Exchange Derivatives Market trading interface — 12.8

The interface supports changes in the Derivatives market exchange trading system (SPECTRA 7.0). In particular, it has become possible to work with shares options.

SPB Exchange trading interface (Foreign securities market) — 2.16

The interface can work in a negotiated OTC mode for REPO with bonds.
It supports transmission of instruments with fractional numbers.
There is a possibility to replace a prefix in instrument codes.
An option was added to set up a correspondence between the value for the parameter ‘Complex financial product type’ received from the Trading system and the value displayed in the Quotes table of the QUIK terminal.

SPB Exchange trading interface (Russian securities market) — 1.7 and 1.8

This version supports classes of the OTC mode.
It supports a new direct placement mode for shares.
There is a possibility to replace a prefix in instrument codes.
An option was added to set up a correspondence between the value for the parameter ‘Complex financial product type’ received from the Trading system and the value displayed in the Quotes table of the QUIK terminal.

News and Market Data Interfaces

Moscow Exchange ISS information interface — 1.2

The interface allows setting a ratio for indicative risk rates to ensure implementation of the Decision of the Bank of Russia Board of Directors dated May 20, 2022 ‘On temporary requirements for calculating risk coverage values by a broker when executing instructions and changing a portfolio price of the client classified by the broker as a client with a standard or high risk level’.

Infrastructure Solutions

OMS Manager module — 5.18

It has become possible to display not processed trades which are subject to currency conversion in the integration with the FX Convertor module.
If the conversion for the trades has not been done for some reason, such trades will be displayed in the table of OMS trades with the ‘Not processed’ status. This will allow listing such trades, figuring out the reasons of the conversion stoppage, and restarting the process.
When working via the FIX adapter program interface (starting with version 3.68), it is possible:

– to register OMS orders in configuration with the KYC module,

– to transmit a comment on the OMS order cancelation entered by users with ‘Sales’ and ‘Trader’ roles,

– to send an e-mail about rejection of the OMS order cancelation or replacement directly to the client who initiated these operations with the OMS order.

The users with ‘Trader’ and ‘Middle-officer’ roles can accept for execution OMS orders with the ‘Canceled’ status and perform all operations: execution, removing /detach of trades (when it is necessary to detach the ‘mistaken’ trade from the canceled OMS order and generate a new OTC trade with correct parameters).

Module of smart order routing QUIK SOR — 4.5

The Module allows setting a session schedule for its classes and instruments.
It is possible to set non-trading days for the Module’s instruments on which the operations with them will not be available.

Integration Solutions

Market Data Export module — 7.2

It has a functionality for filtration by settlement date code of exported positions in cash and securities.
There is an expanded set of exported parameters for some tables.

FIX2Plaza2 program interface — 5.1

The Interface supports changes in the Moscow Exchange Derivatives Market trading system (SPECTRA 7.0), including possibilities:

– to execute operations with stock options in a separate OPTSPOT class,

– to block incoming reports on negotiated trades.

User Terminals

QUIK workstation — 9.5

There is support for a new contract type of the Moscow Exchange Derivatives Market — premium share options.
The operating procedure for program file storages has changed. If file storages are not available for data recording at the start of work, the information will be stored in RAM.
For the ‘NDM Level II Quotes’ table, it is possible to use the linked windows mode with the Quotes table.

webQUIK workstation — 7.7 and 7.8

Changes are made in the functionality to work with charts:

– there is an option to remember individual chart settings for each instrument,

– it has become possible to change the chart interval in the chart window,

– the indent on the chart from the rightmost candle is implemented.

It is possible to register orders in the Bookbuilding module.
Operation support is provided for Yandex Browser and terminated for Internet Explorer.
It has become possible to change a password in the simplified mode.
The workstation enables diagnostics of connection error caused by anti-virus program work in the form of a message ‘Logging was broken. This may be caused by anti-virus program work. You need to add the site address to the exceptions’.
The software can automatically save the current profile.

CoLibri risk manager terminal module — 4.26 and 4.27

The Module allows using rates from files when rolling over FX positions.
When closing positions, it has become possible to forward orders with maximum/minimum possible prices in lack of a counter bid/offer.
For broker employees, the Module supports a new notification type of the derivatives market – ‘Gross limit excess’.
The automatic margin call dispatch functionality has been expanded with an option for setting several time intervals to send notifications.

TrustManager asset manager terminal module — 2.9

It has become possible to replace ‘Iceberg’ orders with ordinary ones if conditions of the ‘Iceberg’ order cannot be met.
New possibilities to work with group orders:

– there is a setting which automatically determines the operation’s direction when opening a group order placement form,

– when replacing a group order, it has become possible to change its volume,

– a context menu of the tables from which it is possible to forward group orders acquired a command ‘Buy/sell asset share’.

The Module’s work logging is possible.

Server

QUIK server software — 9.6

Changes in the Limit calculation library (LCL) functionality:

– for the clients, for which the ‘MD+’ positions keeping scheme is used in combination with the Unified cash position module for spot and derivatives markets, the server software controls and takes account of operations with premium-style equity options on the Moscow Exchange,

– changes were made in checking market orders – when there is no counter quote to block funds for the market order, a non-zero value of the last trade or closing price is used,

– there is a new setting ‘Assets in different currencies in MD+ sets’ which allows instruments denominated in various currencies to be included into sets,

– the software version supports trading system commission values for OCBR, OCBU, OCTR, OCTU classes.

Improvements in the QUIK Administrator user rights’ editor:

– only one ‘Users’ dictionary can be opened,

– if the total number of users in the ‘Users’ dictionary, when opening it, exceeds the value set in the settings, the directory will be split into pages (this includes a possibility to search and filter the users by parameters),

– if a digital signature is used in the report on transactions, the report displays additional information on parameters of the certificate used to sign the transaction,

– in two-factor authentication settings, QUIK Android X and iQUIK X user applications are now referred to as ‘X Terminals’,

– it is possible to set the ‘Trading authentication’ scenario for ‘X Terminals’.

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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