24.01.2019 15:06

Additional field values in Securities and FX markets FAST UDP Multicast market data

Dear users of FAST UDP Multicast market data on Securities and FX markets,
 
Please note the following additions to the list of possible values of fields in the Instrument block:
 

·  Product[460] - for unknown types of securities 460=12 (Other) will be sent.

·  CFICode[461] - for unknown types of securities the XXXXXX value will be sent, and for internal ETF's - EUXXX.

·  SecurityType[167] - new 'MF' value for internal ETF's. For unknown types of securities the same one-letter code as in ASTS Bridge interfaces will be sent.
 
This update will be installed in production together with the upcoming trading and clearing systems release which is scheduled for 4 March 2019.
 
There are no changes in FAST templates.
 

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