New version of the FIX Program Interface
A new version of FIX Program Interface was released – 3.13.0.
The main modifications in version 3.13.0 are:
- GTD orders at FORTS are supported as well as receiving theoretical option price with the help of MarketDataRequest message.
- Transmission of order and trade time correct within milliseconds is supported. Time of orders and trades from the main and currency sections of Moscow Exchange will be rounded up from microseconds to milliseconds.
- Client transactions blocking was added to the configuration of trade reporting settings as well as control of FIX session identifiers uniqueness.
- Integration with Bloomberg Fixed Income FIX Interface is supported.
- Work with version of FxConvertor 1.1.0 and version of OMS module 2.3.0 is supported.
- Number of imperfections of the previous versions was revised.