FXCM FIX Plugin Update

Adding support for FXCM tick data history in BrokerHistory2

For long look back periods, zorro_fxcm_fix_plugin_config.toml contains a new setting convert_tick_to_bar_history_request = true to map a tick data request into a 1 minute bar request, which allows downloading the history significantly faster.

v2.2.0

Major new release with FXCM FIX conformance test and test results

• More testing and improving market data subscription
• Adding tick data support for FXCM market data proxy server
• Various bug fixes

FXCM Market Data Proxy Server

Improving stability and performance

• Separating market data service from FIX plugin
• 64 bit version
• Adding real time market data into FXCM proxy server

v2.0.0

First release of FXCM FIX plugin. Known issues:

• Pulling FXCM market data sometimes hands during login to FXCM ForexConnect API
• BrokerSell2 must be improved for partially filled orders
• Handling of initial order status
• Add updates for PositionRequest
• Commission
• Complete creation of asset file and compute missing values, using real time data via ForexConnect

FXCM FIX Plugin Beta

Beta release of FXCM FIX Plugin

Open issues:

• Zorro calculates PNL of resting unfilled limit orders wrongly
• FXCM market data bridge sometimes hangs during login to ForexConnect API
• Missing order status and position updates
• More testing required

Bug fixing release

Fixing various bugs related to cancelling orders in the order matcher as well as in the Zorro plugin