Dear users of ARQA Technologies software products, we would like to offer to your attention the digest of the main changes in QUIK products and events that took place in the third quarter of 2020.

New Modules

Astana International Exchange trading interface

The developed interface provides trading access to assets and bonds in the AIX system.

Saint-Petersburg Exchange trading interface (Russian securities market)

The new interface enables trading access to Russian issuers’ securities on the Saint-Petersburg Exchange. It has become a complement to the existing interface for the direct access to the Foreign securities market of the Exchange.

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 — 12.5, 12.6, and 12.7

• Support of new trading modes for stocks of foreign issuers: an anonymous trading mode with Т+2 settlement, NDM trades and NDM trades with CCP, the IIR (increased investment risk) Sector.
• A new ‘MOEX E&B: Buy back (Shares)’ instrument class containing shares from the PSBB board.
• Transmission of a number of new parameters in accordance with the updates of the Trading system dated 28 September 2020.

Moscow Exchange Derivatives Market trading interface — 12.4

It has become possible to forward iceberg orders (as part of the updates in the Derivatives Market trading system of the version 6.5).

Saint-Petersburg Exchange trading interface (Foreign securities market) —2.9 and 2.10

• There are new securities classes of German issuers.
• There is a possibility to forward orders to an external closing auction.
• It is possible to forward orders to an internal closing auction in certain securities classes.
• The ‘Yield’ parameter for bonds is transmitted to the ‘Quotes table’, ‘Time and Sales’ and ‘Quotes’ tables.
• In anonymous trades, the 'High liquidity’ feature transmitted by the Trading system is taken into account, when a stop order is activated.

Belarusian Currency and Stock Exchange Securities Market trading interface — 2.0

The interface supports operations with assets of the ‘Stocks’ type and new trading modes for stocks and bonds: a simple auction and forward placements with T+N settlement codes.

News and Market Data Interfaces

QuantHouse market data interface — 7.6

• As part of the updates in the T7 Release 8.1 market trading system, there is a new CASH instrument type for the XETRA market, and for the Eurex market, there are changes in transmission of data on instruments and events of trades.
• After the SIX Swiss Exchange system was updated, the new ETF and RIGHT instrument types are available.

Infrastructure Solutions

OMS Manager module — 5.8

New in the functionality to work with OMS orders:

• a possibility to fill in dynamic fields of the OMS order by default (delivery type, clearing center, order type, source, counterparty, banker),
• a possibility to set trading accounts which are placed in OMS order execution forms by an exchange order or an OTC trade as well as in the booking trade dialog box filtered by the execution class, tradebook, and the counterparty’s code,
• for users with the Sales role, it is possible to group OMS orders executed by different Traders with further group booking of OMS orders.

User Terminals

QUIK workstation — 8.8

• There is a special order entry form for bonds. It allows calculating a price for a specified yield and a yield for a specified price.
• New parameters were added in the Quotes table:

- Admission to an additional session — an indicator of the instrument’s admission to the evening session on the Moscow Exchange Securities Market,

- Increased investment risk — an indicator of the instrument’s inclusion in the list of increased investment risk securities

• The tables of orders, trades, and anonymous trades now have a ‘Settlement amount’ parameter which displays the amount of orders and trades for bonds with account of ACI.

Server

QUIK server software — 8.8, 8.9, and 8.10

The improvements were made in the limit calculation library:

• to limit operations by classes of the OMS Manager module:

- the positions are calculated, when replacing OMS orders,

- correct calculation of positions is supported, when settlement codes of the trade and the order are different

• optimized work when processing a large number of set accounts,
• string search for accounts.

The QUIK Administrator user rights’ editor has a possibility to generate reports on stop orders by preset client codes.

Contacts

For all questions regarding the products, their terms of use and testing, please contact the Sales and Marketing Department: +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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