New versions of FIX adapter and FIX drop copy interfaces
For the FIX adapter the following innovations were implemented:
- Control of the settlement date specified in the forwarded order
The match of the specified settlement date with the instrument settlement date is checked when an order is placed or replaced. If the dates do not match, the order is cancelled.
- Optimized logic of order replacement
For work acceleration a new algorithm has been realized, which makes it possible to forward a new order before the cancellation of the replaced order is confirmed.
- Price translation of an OTC-trade in the currency of an OMS-order
Reporting on OTC-trades for the OMS Manager Module is supplemented with price translation in the currency of the OMS-order specified by a trader.
The updated version of the FIX drop copy interface has new functionality for translation of the return amount after paying a REPO margin.
Also, both FIX adapter and FIX drop copy program interfaces have implemented the technology to process messages containing Cyrillic symbols (translation of exchange diagnostics from Russian into English).