New version of FIX adapter and FIX drop copy program interfaces — 3.70
The updated versions of FIX adapter and FIX drop copy program interfaces have the following improvements:
- support of new possibilities added within the release of the Moscow Exchange securities and FX market trading systems, dated October 10, 2022:
- transmission of the ‘Position WAP currency’ parameter in PositionReport messages,
– display of values in a new ‘Indicator’ field,
– registration of orders with a new execution term ‘Passive only’ (Book or cancel) and reports on those orders.
- a possibility to register OMS orders with fractional quantity and report on their execution,
- separate subscription to certain position types (in cash, securities, and restrictions on the MOEX derivatives market).
Besides that, FIX drop copy acquired an option to transmit ExecutionReport messages for the trades to be executed in the ‘NDM trades with CCP’ trading modes.