Products / Execution & Distribution

AutoQuote

Request a Demo

Summary

One engine between your price and every client.

A desk that prices by hand is bounded by how many requests a person can answer well at once, and the answer quality drops exactly when the market is busiest. AutoQuote forms the price in layers instead - a composite reference built from your liquidity providers and Nexus curves, then the desk's own spread and skew by side, currency and tenor, then the tier the client sits in - and answers every request at that price, automatically.

It is the pricing and distribution engine of the QUARTIX Markets® platform, publishing the finished price across FIX, Bloomberg FXGO, 360T, internet banking and white-label channels, with the RFQ lifecycle automated from incoming request to settlement. Built on C++ engines over mbus® and run in the cloud, so there is nothing to deploy and no version lag between an update and the desk.

Access product specification

Benefits

Price formed in layers, published everywhere, checked before it is shown.

Every layer of the price, under your rules

Reference, desk spread, skew and client tier are separate, configurable layers rather than one number someone types. That is what makes pricing reshapeable while the market moves: widen a tenor bucket, skew a currency to work off inventory, reprice a segment - without touching the layers that should not move.

Every channel from the same engine

The finished price reaches clients on FIX, Bloomberg FXGO, 360T, internet banking or a white-labelled screen, from one engine and one set of rules. The alternative - a pricing stack per channel - is how the same client ends up seeing two different prices depending on where they looked.

Credit and settlement inside the quote

A credit limit engine, with potential future exposure calculated for NDFs, sits inside the quoting path rather than after it, so a price is not shown that the counterparty's limit cannot support. Straight-through processing then carries the trade from execution to back-office settlement without a re-key.

A market maker quotes both a bid and an offer continuously, standing ready to take the other side of whichever the client chooses. The compensation is the spread between them; the risk is that the position taken on has to be carried or offset, and that the client chose the side they chose for a reason. Quoting two ways is therefore a commitment, not a display.

Request a Demo or Talk to our Team

Tell us what you're interested in and we'll connect you with our team.

By submitting this information, I agree to the privacy policy and to learn more about products and services from QUARTIX