New versions of FIX adapter, FIX Client Connector and FIX drop copy program interfaces — 3.60 released
In the updated versions of FIX adapter, FIX drop copy, and FIX Client Connector, the ‘Market Data Incremental Refresh’ message now contains the current trading date making further calculations for the date unnecessary.
Besides that, the ‘Security Definition’ message in FIX adapter and FIX drop copy has the following new parameters:
- ‘Currency step price’,
- ‘Class name’,
- ‘Issue size’,
- ‘Instrument full Name and class name in QUIK system’,
- ‘Registration number’,
- ‘Current trade date’,
- ‘Time to maturity’.