New versions of FIX drop copy, FIX Client Connector and FIX adapter 3.28 interfaces

13 january 2016

New versions of FIX drop copy, FIX Client Connector and FIX adapter interfaces acquired extended data translation functionality:

“voltoday” parameter (total number in all trades by an instrument) is translated in Market Data Incremental Refresh notifications:
par value, ACI and coupons’ parameters are translated in SecurityDefinition notifications for bonds;
basic asset and its class codes are translated in SecurityDefinition notifications for derivatives;
it is possible to request clients’ positions by a client’s code or a trading account.

In addition, FIX Drop Copy acquired an option for getting a refusal to execute the first part of REPO in the form of Execution Reports with “Cancelled by user” status. FIX adapter interface allows now to control acceptable client’s code in new orders.

As for trading functionality, in FIX adapter and FIX Client Connector interfaces a change was made that allows after reconnection to continue correct reporting of orders forwarded before breaking interface’s connection with the QUIK-server.

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