New version of the SunGard Global Network program interface 6.0
The 6.0 version of the SunGard Global Network program interface supports new execution modes of LSE auctions:
- Closing Price Crossing Session (CPX) — a short trading period that follows a closing auction and has changing start time and execution at closing auction prices only;
- Good for next scheduled auction (GFS) — an order is executed only at the next scheduled auction. Unfilled order balance is transferred to next scheduled auctions up to the closing auction.
Now, for derivative market instruments the following parameters are translated to the table of the current trades in the QUIK interface:
- Option type
- Option margining
- Future type
It became possible to filter instruments by the ISIN-code that allows making a separate QUIK class of instruments by the ISIN-code or by its prefix.When the interface is used in conjunction with FIX order router the expanded list of order statuses is translated to the “Expanded status” field. For some execution brokers an attribute of short position opening may be specified in the order. A command was implemented that cleans up storages at the Interface start.