New version of QuantHouse market data interface — 5.6.0
The released version of the Interface allows filtering instruments translated to the QUIK server by their ISIN-code.
The functionality of FIX intergration with execution brokers (when QuantHouse market data interface is used in conjunction with FIX order router) was supplemented with the following features:
- The optional FIX-tag of outgoing messages (e.g. new order) may be filled in according to a selected rule depending on a trading account;
- Execution reports with tag 150 marked as ‘F’ are supported;
- Messages containing recurring FIX-groups such as ‘Parties’ are translated according to interface settings.