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