New FIX program interface versions released — FIX adapter 3.47.1 and FIX Client Connector 3.47.0
- If a trading system supports order registration time in response to order placement, order registration report to client will include the time registered by the trading system (used to be server time).
- OrderCapacity parameter will always be transmitted in execution reports even when trade information precedes information of order status change. In this case, the OrderCapacity parameter will coincide with the trade’s LastCapacity parameter.
- Market data transmitted via Market Data Incremental Refresh will contain additional information on current trading session status and exchange number of anonymous trade.
- The interfaces supported for QUIK server functionality of replicating orders that have not been filled as result of cross-operation. In such cases, the interface will process order replication and report to client on original and replicated order execution.
The FIX adapter acquired new options in XML-scheme command functionality facilitating flexible management of information flow via FIX. The sequence of execution commands now corresponds exactly to the sequence of tags in a scheme. As earlier implemented in version 4.3.0 of OMS Manager Module, there is broader scope of transmitted information on cross rates of OMS-order and OMS-trade. In line with MiFID II requirements, OTC-reporting at LSE supports two new parameters – Pre-trade transparency waiver and Post-trade deferral.