New versions of FIX adapter program interface — 3.45, FIX Client Connector and FIX drop copy program interfaces — 3.44

23 january 2018

ARQA Technologies released new versions of FIX adapter, FIX Client Connector, FIX drop copy program interfaces.

The main changes in the released versions of Interfaces relate to support of MiFID II regulation requirements:

  • new parameters identifying users as ‘Client’, ‘Investment decision maker’ and ‘Executing trader’ (for FIX adapter and FIX client connector) are transmitted at order forwarding/replacing and in execution reports,
  • ‘Liquidity indicator’, ‘Capacity’, ‘Exchange ID’ and other parameters are transmitted in execution reports.

Exchange numbers of orders are also transmitted in execution reports of all interfaces.

Whenever an order is modified, the resulting modified order may be put forward via FIX adapter interface only after resources earlier blocked by the QUIK server for such original order have been released.

The FIX drop copy interface has changed its operation reporting logic. If all parts of address orders of negotiated and REPO types are executed within a day, they are reported in chronological order.

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