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

  1. 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.
  2. Forwarding and canceling orders in the trading system (standard, Iceberg, GTC, GTD).
  3. 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 Product name

Processor Intel Xeon Gold 5118 or better,

2 GB RAM,

20 GB available hard disk space.

OS Windows Server 2008/2012/2016 (x64).

The indicated hardware and software requirements are minimal. With ample resources the interfaces may be installed on the same PC as the QUIK server. Any arising questions may be addressed to the QUIK Technical Support.

Use Options

Purchase Managed services / System backup Hosting Testing
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