ARQA Technologies launched a new version of FIX Program Interface 3.10.1
The software is a solution for operating with QUIK Workstation. It is intended for connecting external platforms to the QUIK server by means of the FIX protocol.
The latest versions of the software have the following new features:
- The ability to send “stop limit” stop orders of the QUIK server.
- The function of Iceberg algo orders replacing by OrderCancelReplace message. As distinct from standard order replacing, the number of algo order is not changed in QUIK, that is, the current order is modified.
- Users have the opportunity to subscribe for parameters of post-trading MICEX auction with the help of MarketDataRequest message.
- Parameters of an instrument can be ordered by SecurityDefinitionRequest message.
- It is now possible to receive ExReport messages (execution, status change) and execute client operations (cancelling, replacing) with orders with GTD and GTC time periods during all the order life time. In the latest version the feature is supported for stop orders, Iceberg algo orders and orders at markets of SunGard Global Network.
- The functionality of sending Iceberg algo orders to MICEX.
- Now orders with Posting Mode can be sent to the EDX market.
- The function of firm replacement is supported in ExecutionReport messages. The lists for replacement can be set globally, and separately for classes.
- Exact measurement of transaction time in the FIX Program Interface and saving to the log file corresponding timings were added (only for transactions of sending and cancelling orders).
The log-file will have the following information:
[TRANS_TIMING] ReqID=<N> [ALL=<T>] [QUIK=<T>] [FIX=<T>] [FIX IN=<T>] [FIX OUT=<T>]
<T> - time in milliseconds with 6 marks after point.
<N> - transaction identifier.
ALL – full time of transaction execution.
QUIK – time of transaction processing by the QUIK server.
FIX – full time of transaction execution in FIX program interface.
FIX IN - Время, затраченное на обработку до передачи транзакции в QUIK.
FIX OUT – time for transmission of response to transaction.
For more detailed information about the FIX Program Interface refer to the QUIK Technical Support Service of ARQA Technologies via email: support@quik.ru.