QUIK Lua Connector

The QUIK Lua connector links StockSharp to a running QUIK terminal through the packaged Lua module and local FIX sessions. It converts terminal callbacks, tables, and transactions into the unified StockSharp message model.

Key capabilities

• Instrument and board discovery from QUIK classes and security tables.
• Real-time Level 1 quotes, tick trades, order books, and time-frame candles.
• Portfolio, cash, position, order, stop-order, and own-trade updates.
• Order submission, replacement, cancellation, mass cancellation, status, and QUIK-specific stop conditions.
• Separate local market-data and transaction FIX sessions with subscription filtering.
• Terminal callbacks and Lua table formats are hidden behind the standard StockSharp API.

Typical use

Use this connector for Russian-market terminals, live strategies, QUIK automation, order management, market monitoring, and account control.

Available instruments, classes, market data, order operations, and permissions depend on the QUIK installation, broker configuration, and connected account.