New version of FIX Client Connector program interface — 3.32
ARQA Technologies released a 3.32 version of FIX Client Connector program interface.
In the new version, market data requested by messages Market Data Incremental/Full Refresh transmits 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;
- order status (active/passive).
The new version also supports the functionality of collateral transfer between the derivatives and FX markets of Moscow Exchange with the help of ‘Risk management’ transaction.