LSE Derivatives Market trading interface
The interface* connects the QUIK broker system to trading on the LSE Derivatives Market via the SAIL protocol (for sending transactions and receiving Drop Copy) and HSVF protocol (for getting market data).
The LSE derivatives market operates on the SOLA technological platform.
* MiFID II compliant
The market supports trading for the following instruments (by geography of the underlying asset):
Russia
- Options and futures for the FTSE RUSSIA IOB index
- Options and futures for 35 underlying assets
- Futures on dividends for 14 underlying assets
Great Britain
- Options and futures for the FTSE 100 index
- Options for 19 underlying assets
Norway
- Options and futures for the OBX index
- Options and futures for 20 underlying assets
Kazakhstan
- Options and futures for 3 underlying assets
India
- Options and futures for 1 underlying assets
South Korea
- Options and futures for 1 underlying assets
Module Functions
- Receiving relevant market data on the current trading session:
- instrument directory (futures and options for stocks),
- current market parameters,
- all trades,
- Level II quotes (5x5),
- information about own orders and trades of the broker and its clients.
- Forwarding and canceling orders in the trading system (standard, Iceberg, GTC, GTD).
- Getting copies of all orders and trades, registered on behalf of the broker, via Drop Copy connection.
To assess clients positions, the QUIK configuration requires the Unified cash position module for spot and derivatives markets.
The interface is installed on the broker’s PC connected to the QUIK server via the TCP/IP protocol. It is possible to install the software on the same computer with the QUIK server.
Connection to the trading system is based on TCP/IP using the SAIL protocol (for sending transactions and Drop Copy data) and on TCP/IP using the HSVF protocol (for market data).
Hardware and Software Requirements
| Hardware | Software |
|---|---|
|
Processor Intel Xeon Gold 5118 or better, 2 GB RAM, 20 GB available hard disk space. |
OS Windows Server 2012/2016/2019/2022 (x64). |
The indicated hardware and software requirements are minimal. With sufficient resources the interface can be installed on one PC with the QUIK server. For additional information, please contact QUIK Technical Support.
Use Options
| Purchase | Managed services / System backup | Hosting | Testing |
|---|---|---|---|