New program interfaces FIX adapter, FIX Client Connector and FIX drop copy — version 3.48

ARQA Technologies released new versions of FIX adapter, FIX Client Connector and FIX drop copy program interfaces.

The major novelty of the latest version of interfaces is support of fractional instrument units. This applies to orders that are forwarded, replaced or cancelled (FIX adapter and FIX Client Connector), to execution reports, request and delivery of level1 and level2 quotes (all interfaces). This feature is particularly relevant for instruments of ‘investment unit’ type.

The latest version of the interfaces keeps the full record of client’s daily operations despite rerouting of FIX client’s interface connection and reset of FIX message counter. This makes available the information on orders (FIX adapter and FIX Client Connector) or transactions (FIX drop copy) that might have changed in the period when a client had no FIX connection.

Reports on order execution and trades from Eurex now include products’ ISIN code.

In cases when a FIX client uses non-standard protocol tags while forwarding or replacing orders, FIX adapter will transmit the tags’ values in reports on client operations.

In order to support new functionality of ARQA OMS, FIX adapter and FIX drop copy started including a number of additional parameters in OMS order execution reports, such as settlement currency, average execution price in the currency of settlement and trade volume in the currency of settlement.