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 fourth quarter of 2023.

Events

The QUIK-Junior system acquired a functionality of sending investment recommendations to users. Now, demo versions of QUIK workstations transmit examples of broker’s recommendations on execution of trading operations with specified instruments.

The video library of ARQA Technologies has new materials about the QUIK system capabilities:

• iQUIK X and QUIK Android X: working on the derivatives market (setting instrument parameters, quotes, and portfolio)
• webQUIK: chart setting and editing
• webQUIK: adding and customizing main tables, creating and editing lists of instruments

New Software

AMX trading interface

The new trading interface allows trading securities on the Armenia Securities Exchange (AMX).

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 — 13.16.1 and 13.17

The interface works with new trading boards for execution of REPO transactions with GCC with a floating rate in rubles and supports the ‘REPO trades with open date’ mode.

Moscow Exchange FX Market trading interface — 13.14

The interface works with new instruments of the Chinese yuan/Russian ruble pair for trade execution at the weighted average rate of the yuan and trade execution at the exchange's FX fixing rate.

Moscow Exchange Derivatives Market trading interface — 12.14

The interface supports innovations in the Derivatives market trading system (SPECTRA 7.18), in particular:

• the new type of premium index options,
• the functionality of anonymous trading in the negotiated mode by means of matching orders by a unique code.

Moscow Exchange Money Market trading interface — 9.6

The interface works with new trading modes:

• ‘Loans of securities FT – EKS’,
• ‘Loans of securities FT – FB’.

Saint-Petersburg Exchange trading interface (Foreign securities market) — 2.21

• The interface works with new trading modes:

— Anonymous OTC Foreign currencies Trade Mode,
— Negotiated HK ETF (CNY) Repo Trade Mode,
— Negotiated T+ HK Equities (CNY) Trade Mode,
— Anonymous T+ HK Equities (CNY) Trade Mode,
— Negotiated Kazakhstan Bonds (KZT) Repo Trade Mode,
— Negotiated T+ Kazakhstan Bonds (KZT) Trade Mode,
— Anonymous T+ Kazakhstan Bonds (KZT) Trade Mode.

• It became possible to redetermine the accuracy of instrument prices.
• The interface can transmit new parameters of the QUIK workstation’s Quotes table:

— Settlement date for the second part of a REPO trade’ — for anonymous swap and REPO classes,
— ‘Trading mode id’ — for all instruments,
— ‘Listing level’ — for all instruments.

Saint-Petersburg Exchange trading interface (Russian securities market) — 1.10

• This interface version allows redetermining the accuracy of instrument prices.
• It can also transmit new parameters of the QUIK workstation’s Quotes table:

— ‘Settlement date for the second part of a REPO trade’ — for anonymous swap and REPO classes,
— ‘Trading mode id’ — for all instruments,
— ‘Listing level’ — for all instruments,
— ‘Highest bid price’ and ‘Lowest ask price’ — for all supported classes.

Astana International Exchange trading interface — 1.4

It supports transmission of orders and trades in negotiated trading modes from the Exchange’s trading system and works with zero-coupon bonds.

AMX trading interface — 1.1

The interface supports new trading modes and has the following new instrument classes to trade:

• shares in the anonymous trading mode,
• corporate bonds in the anonymous trading mode,
• bonds in the ‘Modified REPO’ mode.

NTPro special program interface — 1.6

• The interface supports the change in the FIX STP protocol version 1.8.0 (it makes it possible to define the FIX STP protocol version in use and reset session counters).
• This interface version can transmit a list of instruments with the same codes in different trading modes and clear Levell II Quotes table in the QUIK workstation when the Interface is disconnected from the trading system.
• The ‘Set order canceled’ service transaction was added, which makes it possible on the QUIK server to cancel orders that were canceled in the trading system but the information on their cancelation was not received by the Interface.

Integration Solutions

FIX2Plaza2 program interface — 5.3

The interface supports changes in the Moscow Exchange Derivatives Market trading system (SPECTRA 7.18), in particular the work with new types of contracts — premium currency, commodity and index options.

Market Data Export module — 9.0

• It became possible to export new parameters in the ‘REPO trades with open date’ mode for ‘Trades’, ‘Orders’, ‘Trading accounts’, ‘Trades for execution’, and ‘Negdeal orders’ tables.
• Receiving instrument and cash positions after loss of connection to the QUIK server was optimized.

Infrastructure Solutions

OMS Manager module — 6.2

• It became possible to add OMS instruments with different face value and settlement currencies.
• The module supports FX instruments (currency pairs).
• In configuration with the Directory Storage and Distribution module, it is possible:

— to receive information on future instruments,
— to delete (to delist) instruments from the OMS module’s instrument dictionary,
— to transmit with the instrument the information on the QUIK class from which the instrument was received.

• The functionality was added to cancel OMS orders which were submitted not via a particular copy of the FIX interface (for example, via the QUIK workstation). This will allow any FIX interface copy, in which OMS orders are available, to cancel these orders on the QUIK server.
• In the instrument search table of the OMS order entry dialog, the module allows:

— autofitting the column widths in accordance with the content visible in the table (Ctrl+W hotkey combination),
— changing the order of columns using the mouse (Drag-and-Drop),
— changing the size of the table itself,
— saving table parameters (location, size, sorting, order and width of columns) within the trading session and between the QUIK workstation’s restarts.

Module of electronic execution of sales QUIK EES — 2.30

• The module supports GTC and GTD orders for the instruments of the EES-FX-SMO algorithm.
• Within the dual-side OTC reporting mode, it became possible to transmit client comments in OTC reports, provided that the ‘Order’s comment on behalf of client’ parameter is not specified for the OTC class.

QUIK Matching Engine — 2.1

• The module has a new auction type — ‘Simple single-side auction’ which supports placement and buyback of bonds or securities.
• For the ‘Double-sided auction’, there is a new mode for generation of ‘Work on broker quotes’ trades, in which the Level2Quotes table is filled by the broker and only these orders can be used to match client orders.

User Terminals

QUIK workstation — 11.0

• The application works with the ‘Open REPO’ mode on the Moscow Exchange Securities Market, and in particular:

— the ‘Open REPO’ check box was added in the entry forms for REPO and REPO with CCP orders,
— it became possible to enter instructions to close REPO trades with open dates,
— new parameters were added in ‘Negdeal orders’, ‘Trades’, and ‘Trades for execution’ tables.

• Users with manager rights, when connecting to the server, can receive positions only for the client selected in the global filter. This significantly speeds up the data loading process.

Server

QUIK server software — 11.0

The changes in the Limit calculation library (LCL) functionality are as follows:

• the server supports calculation of REPO operations with open dates, in which the execution period of the second part is not predetermined,
• in the settings ‘Restrictions on order prices’ and ‘Restrictions on order prices Using credit’, it became possible to specify bid and offer prices as the center of the range (the restrictions set by these settings are not checked when REPO trades are confirmed by reports).

The improvements made in the QUIK Administrator user rights’ editor:

• information on user editing the LCL settings was added to the ‘Active users’ dictionary,
• when viewing the audit log, it became possible to show only changed parameters.

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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