Release 1.2.26

added error codes

  • FIX Logon: Added non-standard CancelOnDisconnectfield(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 :

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