New version of FIX Client Connector program interface — 3.32

6 december 2016

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.

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