QUIKLUA_Sources

You receive an archive containing the C# source code of the native S#.QUIK Lua module and its Lua loader script, which connect applications based on API to a running QUIK terminal. The source lets you inspect the processing of QUIK functions, tables, and callbacks and adapt the data and transaction exchange to your infrastructure. The connector is also available as a separate product: QUIK.

The module is loaded into the QUIK process, calls the Lua API, and starts a local FIX server. The project provides exported entry points for QLua and Lua 5.1, 5.3, and 5.4.

• Instruments and boards: QUIK classes and instruments are read together with price step, lot size, currency, expiration, and option properties.
• Market data: terminal callbacks and functions are converted to Level1 data, tick trades, and order books.
• Candles and history: candles use CreateDataSource, while historical trades are read from the all_trades table available in the terminal; depth depends on data loaded into QUIK.
• Portfolios and transactions: cash limits, positions, orders, stop orders, and own trades are processed. Trading messages are converted into QUIK transaction strings.
• Order operations: registration, replacement, cancellation, and mass cancellation of futures orders are implemented, including QUIK-specific conditions.
• Configuration: the FIX server address and authentication, depth update mode, Cyrillic conversion, transaction-duplicate filtering, and instrument-code handling are configurable.

The project builds an x64 native module. The code permits only one connector script to run in a terminal at a time; available tables, history, and trading permissions depend on the QUIK installation and broker configuration.