Level2Quotes table export module
This module enables dynamic output of order queues with selected instruments to the database.
- Buy volume;
- Sell volume;
- Buy return;
- Sell return;
- Best buy volume;
- Best sell volume.
- This software is a client application of QUIK connected to the server the same way as the QUIK workstation. The connection is registered on the QUIK server as an individual user with assigned access keys.
- An ODBC-source is generated on the user’s computer for further export of data. A queue of each security is exported to a separate table. The name of ODBC-source and the list of securities for export of order queues are set in the settings file.
- The depth of the queue selected in the settings file, that is the maximum number of buy and sell orders, may not exceed a number transmitted by the QUIK server. The maximum number of securities for order queues for export 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 2016/2019.
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