New versions of FIX drop copy, FIX Client Connector and FIX adapter interfaces 3.27.
For new FIX drop copy, FIX Client Connector and FIX adapter interfaces the following innovations were implemented:
- Translation of parameters from the “Current parameters” table in the “SecurityDefinition” message:
- Short name of security;
- Full name of security;
- Minimum possible price;
- Maximum possible price;
- Price step value;
Besides, the FIX adapter interface has the following implementations:
- In interaction between the FIX adapter interface and Algorithmic trading module now it is possible to specify the limited order price while forwarding a new TWAP-order.
- As for the FIX adapter interface integration with Bloomberg IOI Network system, there is support for sending the best Indications of Interest (IOIs).
- Indication of number in lots or pieces while sending CancelReject messages.
- There is an additional capacity to identify instruments by their