New version of QuantHouse market data interface — 5.6.0

6 july 2015

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.

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