General-purpose market data interface to trading systems

General Purpose Trading System Interface is a means of connecting the structured data flow from the trading system gateway to the QUIK server. It’s intended for providing the QUIK users with information about the trading process of any trading system (Russian, foreign or OTC) including description of assets and trading firms’ accounts, description of changes in instrument parameters, order queues and information about orders and trades in this trading system.

Viewing the trading process is available using standard tables and client software (e.g., QUIK Workstation) windows showing additional classes of instruments.

The interface is an informational one not intended for transferring transactions.

This interface is a C/С++ and Pascal/Delphi-adapted programming library (DLL) that contains necessary functions of the QUIK server. It forms a new data source on the QUIK server represented by one class of instruments or more.
Similarly to the settings of classes received from exchange trading systems, the server administrator determines the user’s right of access to information relative to each formed class.

ARQA Technologies can adapt the general purpose interface to the available news source upon request of the broker. The time and cost of work are determined in compliance with the specification of requirements.

Receiving information

  1. Determination of classes: description of classes of financial instruments, parameters of financial instruments, list of financial instruments with respect to their classes. 
  2. Description of trading accounts held by firms.
  1. Description of instrument parameter variations: current parameter values, list of all trades, best bid and offer quotes.
  2. Description of order and transaction parameters: orders of firms, two-sided orders of firms, transactions made by firms.

Hardware and Software Requirements

Hardware Product name

Processor Intel Xeon E5504 or better.

2 GB RAM (4 GB is recommended).

10 GB available hard disk space.

OS Windows Server 2008/2012/2016 (x64).

The indicated hardware and software requirements are minimal. With ample resources the interfaces may be installed on the same PC as the QUIK server. Any arising questions may be addressed to the QUIK Technical Support.

Use Options

Purchase Managed services / System backup Hosting Testing
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