QUIK digest for the fourth quarter of 2015

19 january 2016

Q4, 2015

Dear users of software products from ARQA Technologies, we are offering you the digest of major developments introduced in QUIK over the fourth quarter of 2015.

Trading interfaces

Turquoise trading interface 1.0

The new interface to the MTF of London Stock Exchange Group supports all major types of operations in both Turquoise Midpoint Dark Order Book (‘unlit’ mode) and Turquoise Integrated Order Book (‘lit’ mode). Access includes Turquoise Uncross™ and Turquoise Block Discovery™. 

Eurex trading interface 1.6
Functionality against cross-trades — Self-Match Prevention (SMP).

SunGard Global Network program interface 6.0

  • New execution modes of LSE auctions: Closing Price Crossing Session (CPX) and Good for next scheduled auction (GFS).
  • Support of OnClose orders for Toronto Stock Exchange.
  • Additional parameters for work on derivative markets (option type, option margining, future type).
  • Capability to filter instruments by ISIN-code.

Moscow Exchange Derivative Market trading interface 10.0.2

  • Work with future contract on MOEXREPO indicator.
  • ‘Open interest’ field in the ‘all trades’ table.
  • Precise description for the reason of automatic order cancellation.

Saint-Petersburg Exchange trading interface (Foreign securities market) 1.3
Translation in QUIK of exchange risk parameters (‘Margin rates flow’).

New versions of Ukrainian Exchange trading interface 5.6.1, 5.7.0

  • New type of instrument — derivative on dynamics of Ukraine’s GDP.
  • Support of REPO with exchange risk control.

Market data interfaces

Market data interface of TREP RT system (Thomson Reuters) 4.0
Artificially built blotter on the basis of best bid and offer (level1) for those markets where level2 quote is not provided.

Service modules

Alert dispatch module 2.5
Alerting clients about operations initiated from the manager’s workstation. 

Report generation module 3.16, 3.18

  • Automation of file preparation and electronic digital signature processing.
  • Option of confirming report receipt by ‘second factor’ — password delivered via SMS.
  • Correct calculation for portfolios where instrument currency is different from settlement currency.

Infrastructure solutions

Automated order processing module 1.21
Option to change spread settings while switching between quote sources.

Integration solutions

QUIK KillSwitch (MOEX FX) for FX market of Moscow Exchnage 1.1

  • The solution is specifically designed to control risks of clients trading on MOEX FX market via SMA (Sponsored Market Access).
  • Complex control of client operations’ risks on all markets watched over by the client’s RISQ server.
  • RISQ server operation does not affect the latency of client application.

User terminals

QUIK Workstation 7.0

  • Fully changed main menu — more compact and intuitively understandable.
  • New ergonomic approach to tables and graphs. 

CoLibri risk manager’s terminal module 4.7
Capability to close currency positions in portfolios where position currency is different from the base currency.


QUIK server software 5.1

  • Code optimization and faster upload.
  • Functional changes in limit calculation library including intellectual search for instrument price, altered logic of currency position handling, wider capacity to use various collateral instruments.

ARQA Technologies at the forum ‘Banking automation 2015’

Solutions showcased at the forum:

  • the system of FX dealing that provides access to FX market for the bank’s clients and partners including internal liquidity pool,
  • the middle-office midQORT that consolidates and monitors positions resulting from transactions in various segments of financial markets and automates operations of treasury departments and trading desks,
  • the bank’s back-office backQORT that performs accounting of operations on financial markets, and helps deliver client and regulatory reports. 
Report by director of business development of ARQA Technologies Vladimir Kurlyandchik ‘The new level of automation for bank desks — the challenge of our times’.


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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