New version of FIX adapter and FIX drop copy 3.43
ARQA Technologies released a new version of program interfaces FIX adapter and FIX drop copy — 3.43.
The new interfaces transmit order and trade times with microsecond precision in accordance with MiFIR / MiFID II regulations.
ОТС trade reporting to LSE supported changes in Trade Capture Report and Trade Capture Report Ack:
- an attribute was added to a trade report containing a questionable price to prevent the trading system from rejecting it (Price Reject),
- a new application form was introduced for cancellation of trades concluded in previous days (Late Cancellation).
Execution Report now transmits identificators of orders that have not passed controls of the QUIK server or the trading system and have been rejected.