2.7
MiFID II requirement changes in Kodiak OMS
Kodiak OMS will support the new MiFID II changes to Order Entry and Trade Reports
Client Orders
New Order Entry Fields are implemented in the Client order entry window.
Client Identification Code: When a client order is sent to the market, a short code corresponding to the client attached to the Client Order sent to the exchange.
Investment decision within firm: An autocomplete box, with all users in the firm Kodiak OMS Users database, is available in the client order entry window, a short code corresponding to the user is sent to the exchange.
Execution decision within firm:An autocomplete box, with all users in the firm Kodiak OMS Users database, is available in the client order entry window, a short code corresponding to the user is sent to the exchange.
Market Orders
New Order Entry Fields are implemented in the Market order entry window.
Client Identification Code: An autocomplete box, with all customers in the Kodiak OMS Customers database, is available in the Market order entry window, a short code corresponding to the customer is sent to the exchange.
Investment decision within firm: An autocomplete box, with all users in the firm Kodiak OMS Users database, is available in the Market order entry window, a short code corresponding to the user is sent to the exchange.
Execution decision within firm:An autocomplete box, with all users in the firm Kodiak OMS Users database, is available in the Market order entry window, a short code corresponding to the user is sent to the exchange.
Attaching a Market Order to a Client Order
When attaching a Market order with a Client identification code mapped to a client to a new Client Order, the client will be automatically filled in the Client field in the Client order window.
Allocations
When Allocating a Market order with a Client identification code mapped to a client, the client will be automatically filled in the Client field in the allocation window.
Trade Reports
The new MiFID II FIX 5.0 On-Exchange Trade Report protocol has been implemented with Service Bureau setup (On-behalf-of rights).
More information on the new Order entry fields can be found here.
Service and database changes can be found here.
2.6
Client Orders
Fixed context menu items for Client Order Search and Order Search
Fixed side of Client Order Report
Calculate when pegged and no price in Client Orders. OMS-3020
Fixed issue where nordic at mid did not disable same controls in order instruction as in order OMS-3046
Market Orders
Added the ability to input price outside tick size in Market Orders when they are Manual
Trade Reports
Fixed issue with trade reports where an counterparty and issuer get reversed when accepting a trade report and cancelling.
Must enter either exchange member or internal when creating trade report OMS-3001
Fixed issue where object reference exception occurs in Trade report clear operation. OMS-2979
Allocations
Added Allocation Quantity to Allocation input which simplifies splitting allocations.
Added ability to allocate from search.
Fixed: Hook up events and finding for Cancel Allocation from search OMS-3108
Fixed issue where allocation quantity is greater error message does not disappear when fixed. OMS-2964
Off Exchange Orders
Added a checkbox to the OrderEntry settings so the user can disable sending emails for off exchange orders. OMS-3069
Changed text in settings from Disable off exchange emails to Send Email unchecked in off exchange orders. Fixed issue where you simply cannot send email from off exchange unless the setting is unchecked. Now it is just unchecked. OMS-3069
Forward Contracts
Added ability to create forward contract in Off Exchange Trade.
Disabled Is Paid In Cash with forward contracts. KODIAKDER-582
Fixed: default Expiry Date for Forward Contracts
Market Data
Support for using Kodiak OMS with market data subscriptions other than full market by order.
ConnectionMonitor now doesn't complain if there are no market data connections available. Made the setter of the MarketDataEvents in the SubscriptionManager interface public. Added to the constructor of the subscriptionmanager a boolean field indicating whether it has market data or not. Changed the exchange to not listen to the queue when there are no market data connections. Created a new Market. OMS-3059
Watch List
Added Mid Price and Mid Price Yield to Watch List
Trade Ticker
Do not show Trade Type for trades which do not include the value in incomming messages. They were being defaulted to "Standard Trade" OMS-3121
Settings
Added a property indicating whether the market data source supports market by order or not.
Added lmd username to the general settings control
UI Tweaks
Fixed ui for bond calculator OMS-3037
Removed scrollbar in print view OMS-2972
Removed 2 dividers in context menu OMS-2978
Fixed issue where context menu items were not working and shortcut key was being intercepted. OMS-3118
Fixed showing of trade ticker and market depth from market order search. OMS-3009
Fixed the width of the General settings control
2.5.4.0
Fixed issue where SequenceNumber was not being set in OrderConverter which lead to possible ordering issues in market depth because sequence number was used in ordering process.
Fixed potential issue where marketdata was not being refreshed correctly when connection is reconnected.
2.5.1.4
Updated to newest Kodi.Apis dlls
2.5.1.3
Added style in Market Depth to show orders as Bold when they are at best auction price
KOD-1547 Fixes issue where market orders cannot be immediately allocated when they have client orders.
Fixed issue where Trades were not being processed some of the time.
2.5.1.2
Fixed TradeTypeConverter to display the correct Trade Type in Trade Ticker.
2.5.1.1
Fixed potential null reference exceptions in Auction Manager
2.5.0.10
Fixed Portfolio selection
Fixed issue where order instruction id was not being added correctly