Release 1.2.26
added error codes
- FIX
Logon
: Added non-standardCancelOnDisconnectfield
(9001
) - FIX
MarketData
: added non-standard field 100087 (24h volume for the symbol) for order book data - FIX New Order - Single and Order Cancel/Replace returns: in case of immediate executions - there were added Fills into Execution Report: 1362 = number of fills; 1363 = symbol#trade sequence number, this way it is unique; 1364 = fill price, 1365 = fill quantity :