FIX program interfaces

FIX software interfaces* enable interaction between the QUIK server and external applications / software platforms by means of the FIX protocol

* MiFID II compliant

Main Tasks

  • Connection of an external platform to the QUIK server to obtain data from the QUIK server and transmission of trade orders to QUIK (FIX adapter and FIX Client Connector)
  • Data transmission from the QUIK server to the external platform (FIX drop copy)
  • Connection of QUIK to the external trading platform in order to obtain data for the QUIK server and transmit trade orders from QUIK (FIX order router)

FIX adapter

  1. The FIX adapter program interface serves for connecting external applications to the QUIK server in order to obtain data and transmit trade orders.

  2. The interface allows getting from the QUIK server market data, reference data, ‘all trades’ data as well as data on orders and trades forwarded and executed via this particular interface.

  3. The interface provides access to any trading system, trading mode or order type supported by a respective QUIK server as well as to the full QUIK software complex’s functionality of online pre-trade operation control.

  4. The interface supports operations with algo orders of the Algorithmic trading module and OMS orders of QUIK OMS.

  5. The interface does not support REPO operations (except anonymous REPO with CCP).

  1. Three types of the FIX adapter program interface are used with limits on:

    • the number of serviced client accounts (basically, up to 50),
    • the number of processed transactions (basically, up to 10 000 per month) — this type of interface is employed with the QUIK server provided as a managed service in the ARQA Technologies data center,
    • the number of processed transactions (basically, up to 500 per day) — this interface type is used with the QUIK server installed in the broker’s data center.
  2. In technological terms, the interface is a FIX API to the QUIK server.

FIX Client Connector

  1. The FIX Client Connector program interface serves for connecting external client applications in order to obtain data and transmit trade orders to the QUIK server.

  2. The interface enables obtaining from the QUIK server market data, reference data, ‘all trades’ data as well as data on orders and trades executed via this particular interface.

  3. The interface provides access to any trading system, trading mode or order type supported by a respective QUIK server as well as the full QUIK software complex’s functionality of online pre-trade operation control.

  1. The interface supports neither negotiated or REPO operations (except anonymous REPO with CCP), nor algo or OMS orders.

  2. The program interface allows servicing up to 10 client accounts on spot and derivatives markets.

  3. In technological terms, the interface is a FIX API to the QUIK server.

FIX drop copy

  1. The interface serves for transmitting from the QUIK server market data, reference data as well as data on orders and trades for a particular account or a group of accounts to an external system (middle-, back-office or other systems used by the broker).

  1. Integration with the ‘RedKite’ compliance system is supported for trade reporting.

  2. In technological terms, the interface is a FIX API to the QUIK server.

FIX order router

  1. The program interface serves for forwarding trade orders from QUIK to external trading platforms and delivering information on own orders and trades from external software complexes to the QUIK server. It is possible to receive market data from one of market data vendors — partners of ARQA Technologies.

  2. The interface provides access to any trading system, trading mode or order type supported by the external trading platform.

  1. The interface is mostly used for FIX integration with foreign partner brokers in order to get access to international trading venues. It is possible to source reference data from other QUIK modules or download them manually.

  2. FIX integration in the latter case is implemented by ARQA Technologies specialists. The implementation requires a description of the FIX protocol used by the external platform and access to a trial trading environment.

On request to sales@arqatech.com, one may receive documentation specifying the FIX protocol version used in FIX adapter, FIX Client Connector, and FIX drop copy interfaces.

Also on request, access to the trial environment of ARQA Technologies is available for adjusting integrations performed by external developers.

Hardware and Software Requirements

Hardware Product name

Processor Intel Xeon Gold 5118 or better,

2 GB RAM,

10 GB available hard disk space.

OS Windows Server 2008/2012/2016 (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
To top