ARQA Technologies released new versions of FIX adapter, FIX Client Connector and FIX drop copy program interfaces — 3.59
In FIX adapter and FIX drop copy, it has become possible to transmit ‘Anonymous trade volume’ and ‘Anonymous trade direction’ parameters.
In FIX adapter, FIX Drop Copy, and FIX Client Connector, there is an additional subscription to ‘Buy yield’ and ‘Sell yield’ parameters from the Quotes table. This allows transmitting buy and sell yields for ‘Top of Book’ subscriptions. As a result filling of MDR messages by quote yield is now independent from the subscription depth.