New program interfaces FIX adapter, FIX Client Connector and FIX drop copy — version 3.49
ARQA Technologies released new versions of FIX adapter, FIX Client Connector and FIX drop copy program interfaces.
The new interface versions have the following improvements:
- market data (level1 and level2) received via Market Data FIX messages now include the ‘Official current price’ parameter for the Quotes table,
- support is provided for automated control of possible changes in ISIN instrument codes and compilation of execution reports (Execution Report) including actual values of ISIN codes.
Besides that, FIX adapter and FIX drop copy interfaces support regular expressions in the functionality represented as an XML scheme which allows managing transmission of FIX notification tags. This makes it possible to set more complex conditions for checking FIX tag values and create more flexible replacement/compilation logic.