New version of FIX Program interface – 3.16.0

18 april 2013

A new FIX Program interface – version 3.16.0 has been launched.

The list of improvements and changes in the new version:

  1. It is possible to use a new type of stop orders – ‘take profit’.
  2. Reporting trades carried in the REPO with CCP (the Central Counterparty) mode is now available. Now one ExecutionReport message with the aggregated information about a trade is sent on three system exchange trades.
  3. Working with the FX Converter module (version 1.2.0), using SMTP-authorization for sending alerts by email as well as coding passwords (from the QuikFIX file) were supported.
  4. It is possible to set restrictions of permissible values of tag #64 for NewOrderSingle and OrderCancelReplaceRequest messages.
  5. At the level of XML-scheme an ability to set rules for deviations of NewOrderSingle and OrderCancelReplaceRequest messages (with the set values of random tags) was supported. Also for all elements of XML-scheme, where the unconditional checks on equality are done, an ability to specify a type of checking was added.
  6. The mistake not to replace algo-order ‘Iciberg’ with the switched setting [General].DisableOrderReopen was revised.

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