QUIK digest for the fourth quarter of 2024

17 january 2025

Q4, 2024

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 2024.

Events

Postgres Professional confirmed an official status of technological compatibility of QUIK and backQORT software products with Postgres Pro DBMS.


New Versions of Software

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

QUIK supports operation in the alternative OS Linux (Linux Astra SE 1.7.4) in new versions of the following server modules:


Trading Interfaces

Moscow Exchange Securities Market (Main Market Sector) trading interface — 14.5

Following the release of the new version of the FX market trading system IFCBroker52 the interface supports transmission of new parameters in instrument classes with the ‘Bonds’ feature:

  • call option date,
  • yield at call option date at the weighted-average price,
  • duration to call option date.

Moscow Exchange FX Market trading interface — 14.1

  • The interface supports a new version of the FX market trading system — IFCBroker52.
  • It supports ‘Money market auction’ and ‘Price update auction’ statuses of a trading session.
  • CPCL instruments are separated into currency pairs and swaps.
  • Fractional instruments in the CPCL trading mode are allocated into separate classes.

SPСEX FX Market trading interface — 1.1

The interface supports a new continuous trading mode ‘SPVB: Foreign currency – Continuous trading mode (with clearing in LCC with CCP + PL)’.

IMEX trading interface — 2.0

The interface supports a new ‘Negotiated digital assets Trade Mode’.


Service Modules

Report generation module — 5.0

  • The Module is implemented with the QUIK Administrator user rights’ editor plugin, into which the functionality of the Module's back-office was transferred (with the exception of report generation).
  • The broker commission in reports is transmitted from the QUIK server (previously it was calculated by the Module).

Non-Trade Instructions module — 21.0

It became possible to transfer bank details via Q2Q NTO bridge for technical orders and transactions for correct accounting of settlement account positions in QORT solutions.


Infrastructure Solutions

QUIK Matching Engine — 3.1

  • The following improvements were implemented for the Central Bank auctions:

— the module supports auctions for any shares regardless of the instrument subtype,

— it is possible to set the maximum price and take it into account at order registration,

— the module allows holding fixed-price auctions, in which all orders of clients and issuers will have the same price.

  • This version provides an option to exclude the execution of stop orders on anonymous trades formed during the main trading period.

Module of electronic execution of sales QUIK EES — 3.1

The Module has a new type of instrument, ‘Currency swaps’, for classes of the EES1 algorithm.

Module of smart order routing QUIK SOR — 5.1

  • The Module works with currency pairs with volume accuracy up to 8 decimal places.
  • It accounts auction periods on the exchange – during auction periods in the trading system quotes for exchange instruments are not considered by the Module as executable for redirecting orders to the exchange.
  • At its launch the Module ignores instruments of classes with the ‘Bond’ asset type with expired maturity dates.
  • For SOR instruments in the ‘Orders’ table the Module supports transmission of the ‘Complex financial product type’ attribute.

Algorithmic trading module and Algorithmic trading module light — 6.1

The Modules provide a possibility to limit operations on the QUIK server for algorithmic orders of the following types:

  • GTD (in both versions of the Module),
  • Iceberg (only in the fully functional version of the Module).

QUIK REPO module — 2.0

  • The Module supports migration from MSSQL to PostgreSQL DBMS.
  • It enables full work with currency pairs and swap instruments in the negotiated deal mode.
  • For instruments of the ‘Share’ type the ‘Quantity scale’ parameter was added, which allows to configure work with fractional quantities.
  • In the ‘REPO with baskets’ mode there is a possibility to set a limit on a counterparty based on calendar dates.
  • DisableSecurity stored procedure was added, which makes it possible to disable instruments not in use.

User Terminals

QUIK workstation — 11.4 and 11.4.1

  • The QUIK workstation operation under WINE was optimized.
  • The workstation has expanded possibilities to work with tables, including:

— the possibility to copy ‘Level II Quotes’, ‘Account state’, and ‘Information on instrument tables’ windows,

— the ‘Early settlement of REPO with CCP’ item in the ‘Trades for execution’ table to send transactions for early execution of the second part of REPO with CCP.

  • The functionality of chats (if the Messaging module is part of configuration):

— allows to group chats into folders,

— has expanded settings for notifications (settings to disable the display of notifications, to set the time of their display, and sound settings),

— has updated functionality of search by contacts and messages,

— supports spell checking performed when entering text in chats,

— makes it possible to change the chat name locally.

QDealing mobile application — 1.3

There is new functionality of chats:

  • the user’s status display ‘Online’, ‘Away’ and ‘Offline’,
  • display of the ‘Read’ status for messages,
  • loading of the ‘New features’ screen at launch after an update,
  • easy making of broadcast lists with an option to add groups,
  • an option to disable notifications for individual dialogs.

Server

QUIK server software — 14.0, 14.1 and 14.2

  • The software supports the mechanism for exporting the QUIK Administrator’s reports in the universal format, which makes it possible to open such reports in common office packages like ‘Open Office’, ‘Libre Office’, ‘MyOffice’.
  • Transaction signature verification was transferred from the client to the server part of the QUIK Administrator user rights’ editor, which eliminates the need to install and configure a crypto provider for each separate QUIK Administrator сlient workstation.
  • The trading system commission values used by default for ‘REPO with CCP’ classes was updated (due to the termination of the Moscow Exchange marketing program).
  • The QUIK server supports a cross-platform version of user two-factor authentication via the RADIUS protocol.




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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