ARQA Technologies released new versions of FIX order router and Bloomberg VCON drop copy program interfaces — 5.1

4 march 2020

The released versions of the FIX order router and Bloomberg VCON drop copy program interfaces have the following improvements:

  • it has become possible to filter FIX messages by a chosen tag’s condition (for example, to filter trades by the trader’s ID specified in the arbitrary tag),
  • a setting was added to manage the interfaces’ behavior depending on the tags’ values in FIX groups of multilevel nesting (for example, to specify the partner’s code in trades taking into account the tags’ values in nested FIX groups).

Besides that, the FIX order router program interface acquired options:

  • to route a new order to a specified FIX connection depending on the amount specified in the transaction. This allows automatic distribution of orders with various volumes to chosen FIX connections,
  • for orders with bonds, to specify in the amount tag not only a nominal volume but also the amount of bonds,
  • not to cancel GTD orders when they have the ‘Done for Day’ status but to keep their current state.

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