New versions of Market Data interface of TREP RT system (Thomson Reuters) — 5.6.0 and 5.7.0 released
The updated Market Data interface of TREP RT system (Thomson Reuters) has the following improvements:
- The interface supports market data feed for future spreads from the CME market. To forward orders and execute trades for spreads on the CME market, integration with the FIX order router interface is required.
- An option was added to receive from the TREP RT system currency cross rates which can serve as a data source when using the Cross currency rates forming module on the QUIK server.
- There is a setting to deliver level1 quotes in the ‘delayed’ mode with a 15-minute delay in data transmission. Use of such quotes can reduce costs on market data in case when online delivery of quotes from the TREP RT system is not required.
- The functionality to transmit CFI instrument codes to the Quotes table acquired an option to set a reference between CFI and ISIN instrument codes.
- To provide resiliency after a fault on the trading system side, a functionality was added which allows limiting the time while awaiting data and resume the work with the instruments received by the interface at the current moment.