Eurex Gateway

7.18.0.12

Released: Nov 16, 2016 File Size: 0
Package Contents:
No notes available.

Important Notes

Eurex Gateway 7.18.0 provides support for the Eurex T7 API 4.0 release that will be launched to production on November 21, 2016.

Customers must upgrade to Eurex 7.18.0 after the close on Friday, November 18, and prior to the start of production trading on Monday, November 21.

Why Should I Upgrade?

On November 21st, Eurex will upgrade its T7 API to Release 4.0, which introduces a number of functional and technical enhancements. For full details of the release, refer to the Eurex T7 4.0 Documentation website.

With the T7 4.0 upgrade, Eurex has migrated Trade Entry Services from the FIXML interface to ETI, including support for OTC order entry. TES users active on the Eurex system will be migrated to T7 by the exchange. For additional information on the migration of users and permissioning for TES on ETI, please see Section 2.1 of the Eurex T7 4.0 Release Notes.

With the migration to T7, the complete User ID of the counterparty (11 digits, e.g. ABCFR TRD 001) is required when submitting an OTC trade. Previously, the Member ID and Subgroup of the user was supported (8 digits, e.g. ABCFR TRD).

In conjunction with the Eurex 7.18.0 GW, traders who utilize Eurex OTC orders are required to upgrade to X_TRADER? 7.17.69. Note that this release is backward compatible with existing OTC order entry via FIXML, therefore customers may upgrade X_TRADERĀ® prior to November 19th if desired. The Eurex T7 upgrade requires the entire 11 character MGT (member group trader) to be entered in the Counterparty field of the Wholesale window.

In addition, Trade IDs are no longer guaranteed to be unique across the exchange, only for a given product. Therefore, when Inquiring on an order via the Order Book, the format ?product:trade ID? must be used. For example: FGBM:12345

System Requirements

On November 21st, Eurex will upgrade its T7 API to Release 4.0, which introduces a number of functional and technical enhancements. For full details of the release, refer to the Eurex T7 4.0 Documentation website.

With the T7 4.0 upgrade, Eurex has migrated Trade Entry Services from the FIXML interface to ETI, including support for OTC order entry. TES users active on the Eurex system will be migrated to T7 by the exchange. For additional information on the migration of users and permissioning for TES on ETI, please see Section 2.1 of the Eurex T7 4.0 Release Notes.

With the migration to T7, the complete User ID of the counterparty (11 digits, e.g. ABCFR TRD 001) is required when submitting an OTC trade. Previously, the Member ID and Subgroup of the user was supported (8 digits, e.g. ABCFR TRD).

In conjunction with the Eurex 7.18.0 GW, traders who utilize Eurex OTC orders are required to upgrade to X_TRADER? 7.17.69. Note that this release is backward compatible with existing OTC order entry via FIXML, therefore customers may upgrade X_TRADERĀ® prior to November 19th if desired. The Eurex T7 upgrade requires the entire 11 character MGT (member group trader) to be entered in the Counterparty field of the Wholesale window.

In addition, Trade IDs are no longer guaranteed to be unique across the exchange, only for a given product. Therefore, when Inquiring on an order via the Order Book, the format ?product:trade ID? must be used. For example: FGBM:12345

Installation Notes

With the T7 4.0 upgrade, Eurex has migrated Trade Entry Services from the FIXML interface to ETI, including support for OTC order entry.

TT recommends that customers remove sections related to FIXML from their gateway configurations as follows:

Remove from the eurexhostinfo.cfg:
[FIXML_ORDER_ROUTER]
router_port=xxxxx
fixml_broker_gw=ecag-fixml-prod1.deutsche-boerse.com
fixml_broker_port=xxxxx
broker_certificate_file=e:\tt\config\ecag-fixml-prod1.deutsche-boerse.com.crt

[FIXML-SESSION-1]
member=xxxxx
fixml_account_id=xxxxx
client_certificate_file=e:\tt\config\xxxxx
client_certificate_password=xxxxx

Remove from TTChron.ini:
[win32-svc-EurexOTCRouter]
##TO DO: Configure as appropriate for this market and the server time zone.
run_days=12345
start_time=7:20
end_time=22:47
days_in_cycle=1
holidays=holidays-DE1
tags=Eurex-B

Multicast Changes
Note that EEX products have been moved to separate multicasts, and as a result a new section [RDI_STATIC_DATA_EEX] has been introduced in the Multicast.cfg file. No further action is needed for subscription to EEX products.

Enhancements

Fixes

Known Issues