Level2Quotes table export module
This software enables dynamic output of order queues relative to predetermined instruments to the database.
- Number to buy;
- Number to sell;
- Buy yield;
- Sell yield;
- Best buy amount;
- Best offer amount.
Method of Operation
- This software is a client application of QUIK connected to the server the same way as QUIK Workstation. The connection is described on the QUIK server as an individual user with access keys assigned.
- Information will be exported to the ODBC-source formed on the user’s computer. Each queue for a particular security is exported to an individual table. The ODBC-source name and the list of securities for which order queues are exported are set in the settings file.
- Stated in the settings file, the queue depth, that is, maximum number of best bids and offers, cannot exceed the number transferred by the QUIK Server. The maximum number of securities for which order queues are exported is 10.
Hardware and software requirements
Processor Intel Xeon Gold 5118 or better,
2 GB RAM (4 GB is recommended),
2 GB available hard disk space.
OS Windows Vista/Server 2008/7/Server 2012/8/10/Server 2016.
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