QUIK digest for the third quarter of 2017

5 october 2017

Q3, 2017

Dear users of software products from ARQA Technologies, we are offering for your attention the digest of notable features introduced in QUIK products and events that took place in the third quarter of 2017.


ARQA Technologies at Extent 2017

The forum Extent 2017 was held on June, 29 in London and reviewed current approaches to development and testing of software solutions for financial market participants. Danil Baburin, the Head of QUIK development, delivered a presentation ‘Multi-Asset Trading Platform — Practical Aspects of Development and Testing’.

‘QUIK from vendor’ webinar in MOEX School program

The first two webinars of an ongoing series dedicated to the QUIK terminal were held in July and August. It is organized by MOEX School and ARQA Technologies, the terminal developer.

New versions of software

For the complete list of changes in QUIK products, see the News on the company website.

Due to support of the ’Unified collateral pool’ project of Moscow exchange a number of developments have been introduced to some QUIK modules. They include the following: Moscow Exchange FX Market trading interface 11.7.0, Moscow Exchange Derivative Market trading interface 11.4.0, Market Data Export Module 5.6.0, QUIK Workstation 7.13 and QUIK server software 5.14. The changes introduced to support the project are marked by “*” in the descriptions below.

Trading interfaces

Moscow Exchange FX Market trading interface 11.7.0

Principal changes:

  • optional transmission of NSD transfers in a new class of ‘MOEX Currency: NSD transfers’.*
  • new classes for FX pair trading based on MOEX FX fixings in the system and non-system modes.*
  • new filtering functionality by security code, class code, instrument type and settlement code.*

Moscow Exchange Derivative Market trading interface 11.4.0


  • a firm’s settlement code as belonging to the ‘Unified Collateral Pool’,*
  • total variable margin for settlement codes.*

Saint-Petersburg Exchange trading interface (Foreign securities market) 1.7.0

Support of:

  • ‘Anonymous REPO with CCP’ operations with Т0,Т1,Т2,Т3 settlement dates for stocks and bonds,
  • transmission of risk rates for bonds and currencies,
  • transmission of ‘Last clearing quote’ parameter,
  • order forwarding during the additional trading session.

Market data interfaces

Bloomberg B-PIPE Market Data Interface 1.1.0

Transmission of EMRS Bloomberg market data on Eurobonds aggregated from several trading venues.

Interactive Brokers Market Data interface 1.2.0

Support of Level I equity options on CBOE market displayed in the Current parameters table.

Service modules

Non-Trade Instructions Module 19.25

  • Notifications now include e-mails.
  • The ‘Securities conversion’ instruction acquired ‘Conversion ratio’ and ‘Instrument name’ parameters.

Infrastructure solutions

Module of electronic execution of sales QUIK EES 2.4.0 and 2.5.0

  • The ‘EESFX’ algorithm, which transmits fixed volume quotes and calculates random volume quotes, may deliver quotes in the other currency of an FX instrument.
  • Bonds are supported as a new instrument type.
  • The EES1 algorithm allows forwarding ‘Iceberg’ exchange orders.
  • EES-instruments may include and transmit ISIN-codes.


New functionality:

  • OMS classes for asset types with different trading and settlement rules,
  • pre-trade control of OMS orders,
  • direct access of clients to the system from QUIK Workstation,
  • FI trading,
  • automatic execution mode for OMS orders,
  • combining Sales and Trader into one role for a sole user of the system.

Integration solutions

Broker quotation system 4.25.0

  • Support of a new instrument type — ‘Obligations with indexed par value’.
  • Changing coupon directory for bonds during a trading day without restarting the system.
  • The ‘settlement date for the first ‘leg’ of a swap trade displayed in the Trades’ table.

Market Data Export Module 5.5.0 and 5.6.0

New tables:

  • ‘Transactions’ displaying failure to pass restriction controls,
  • ‘Settlement codes’ from reference books of trading systems,
  • ‘NCCTransfers’ for technical data transactions on NCC transfers,*
  • ‘Prohibitions’ with trading restrictions for Derivative market client accounts.*

User terminals

QUIK Workstation 7.13 and 7.14

  • The ‘NCC transfers’ table for technological transactions generated by the trading system for settlement code operations.*
  • Access of users with manager rights to the tables ‘Trader information’ and ‘Transaction ban’.
  • Access from the ‘Current trades’ table to ‘Session control’ transaction for OTC instruments.
  • The table ‘Client account restrictions’ displaying projected available resources and projected collateral.
  • Expanded graphical analysis capabilities including mark point control functions, optional text inserts, graph icons, coordinates, Fibonacci levels for charts and trend lines for selected timeframes.

webQUIK Workstation 6.5.0

Support of Microsoft Edge browser.

Risk manager’s terminal module CoLibri 4.12 and 4.13

Improved functionality of closing and transferring client positions:

  • a new ‘Minimum turnover’ mode minimizes a total volume of closing orders,
  • transfer rates for short and long positions on FX market may be set for all clients or individually,
  • cash for rolling over positions on Moscow Exchange FX market may be limited by amounts specified in ‘Current limit’ field in a particular currency,
  • position closing functionality on derivative market embraced consideration of positions in options.


QUIK server software 5.14

  • Limiting client operations in the new trading modes for currency pairs with the help of fixing.*
  • Encoding via OpenSSL cryptography library as part of stream traffic encoding between QUIK Workstation and QUIK server.
  • Conversion of QUIK Access Server software to x64 architecture.


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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