New version of FIX adapter, FIX drop copy, and FIX Client Connector program interfaces — 3.71

The updated versions of FIX adapter, FIX drop copy, and FIX Client Connector program interfaces have the following improvements:

• Execution Report messages have an extended format for derivatives transactions to provide information on a number of units of the underlying asset in one contract. 
• Security Definition messages have an extended format to provide information on parameters: ‘Price type’, ‘Base currency’, ‘Quoted currency’.
• To diagnose on the FIX client’s side the status of the FIX interface connection to the QUIK server, it has become possible to configure connection binding. Depending on the direction of the FIX connection, the interface will block attempts to start a session if the connection to the QUIK server is not established/lost. In this case, the client gets a message with the reason for a break in session.
• The interfaces support the “*” mask for the listing of available classes. This improvement allows setting a single value as the “*” mask, which means that all classes received by the FIX interface by permissions are available for transactions.

Additional innovations of updated versions:

FIX adapter program interface:

During registration of NDM orders, it is now possible to specify values of ‘Settlement currency’ and ‘Compensation’ parameters.

FIX Drop Copy program interface:

For multi-day orders, it is possible to save UID and other non-restorable parameters in the history storage. This feature allows the users to correctly consider the filtering by UID in terms of reporting in the next days.

FIX Client Connector program interface:

• The interface uses one Security Definition message when receiving data on all instruments. 
• Execution Reports on full or partial execution are extended with ‘Cross rate’ and ‘Cross rate side’ parameters.
• An initial snapshot can be sent in the incremental market data subscription (Market Data Incremental Refresh).
• It has become possible to register negotiated orders by volume (‘Enter negotiated deal order by value’ transaction), available in PSAU/PSSU classes on the Moscow Exchange Securities market.
• There is a new mode of multileg execution reporting. If the mode is activated, the Execution Report message contains all parameters of a parent trade while data on trades’ near and far ‘legs’ is transmitted within the ‘LegExecGrp’ group.
• Upon the next Security Definition Request, ‘Instrument short name’, ‘Instrument full name’, and ‘Registration number’ parameters are updated for instruments with values which can be changed within the trading session.
• It is now possible to subscribe to certain position types.