General-purpose market data interface to trading systems
The General-purpose trading system interface is a means of connecting a structured data flow from the trading system gateway to the QUIK server. It transmits data on the trading process in any trading system (Russian, international, off-exchange) to QUIK users including description of assets and trading firms’ accounts, description of changes in instrument parameters, order queues and information about orders and trades in the trading system.
The interface is used for information only and does not allow forwarding transactions.
The general-purpose interface is C/С++ and Pascal/Delphi-adapted program library (DLL) that contains necessary functions of the QUIK server. It creates on the QUIK server a new data source represented by one or more instruments classes.
ARQA Technologies can adapt the General-purpose interface to the available news source upon the request of the broker. The time and cost of work depend on terms of reference.
- Determination of classes: description of financial instrument classes, financial instrument parameters, of a list of financial instruments by classes.
- Description of firms’ trading accounts.
- Description of instrument parameter changes: current parameter values, list of all executed trades, best buy and sell quotes.
- Description of order and transaction parameters: firms’ orders, firms’ negotiated orders and transactions.
Hardware and Software Requirements
Processor Intel Xeon Gold 5118 or better,
2 GB RAM (4 GB is recommended),
10 GB available hard disk space.
OS Windows Server 2008/2012/2016 (x64).
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