Program interface of Indicative Quote System of MOEX Derivatives Market
The program interface of Indicative Quote System of MOEX Derivatives Market provides access to the Indicative Quote System (IQS) of Moscow exchange.
Module functions and operating principle
The Indicative Quote System of Moscow exchange allows traders and their clients to submit orders for low liquidity derivatives (futures and options), which appear as indicative quotes without prior check for available cash (without reserving an amount for payment) with subsequent execution of secured trades in the main Trading system of Moscow Exchange Derivatives market (SPECTRA).
Standard tables and windows of QUIK user terminals may be used to view indicative quotes that will include added instrument classes:
- IQSFUT ‘Indicative quotes on futures’,
- IQSOPT ‘Indicative quotes on options’.
The interface allows receiving and transmitting the following data:
- transmission of derivative directories from IQS to QUIK server,
- forwarding and cancelling of orders to buy and sell from QUIK user terminals
- transmission of data on orders and trades registered in IQS and SPECTRA to QUIK server.
It is recommended to install the program interface of Indicative Quote System of MOEX Derivatives Market on one workstation with Plaza II gateway.
Hardware and software requirements
Processor Intel Xeon E5504 or better,
20 GB available hard disk space.
OS Windows Server 2008/2012/2016 (x64).
Moscow Exchange Derivatives Market trading interface should be in the QUIK server configuration.
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