New version of FIX adapter program interface — 3.32

6 december 2016

ARQA Technologies released a 3.32 version of FIX adapter program interface.

Starting from this version instruments may be identified by SEDOL, ISIN, RIC, ISO codes and their short name in addition to the previous identification by the instrument code in QUIK.

In the new version, market data requested by messages Market Data Incremental/Full Refresh would transmit current trades with additional parameters ‘Linked currency’ and ‘Volume in cash’.

Execution Report has been expanded to include:

  • execution date for instrument;
  • order volume;
  • time when such messages as ‘Rejected’ are generated;
  • for OMS orders — average cross rate of execution, average weighted execution price in settlement currency, currency of exchange execution and execution price in various currencies. Securities in OMS orders are now displayed in units only.

When FIX connection is initiated by the program interface it is possible to encrypt SSL traffic.

The functionality of currency pair operations now includes quote requests for direction, data and settlement date. The request may now include a trading account. The reciprocal message (the quote) now specifies the quote status (actual or indicative), spot price and forward bid / sell points.

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