DB scripts were updated to filter out trade duplicates. Duplicate checking should be done by checking the uniqueness of the values of the TradeDate (75), OrdStatus (39), ExecID (17), Symbol (55), Side (54), and ExecType (150) columns.
- FIX dictionary was updated according to ICE Trade Captur Capture 4.16.1 specification.
- Support of all Allocation Report (35=AS) messages was added:
- The Data Model was adjusted to store all the data coming in Allocation Report (35=AS) messages.
- Message processing by SaveAllocationReport stored procedure was implemented.