Eurex Gateway

7.18.28.0

Released: Feb 02, 2018 File Size: 0
Package Contents:
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Important Notes

Eurex Gateway 7.18.28 is released to support the Eurex migration to Partition Specific (PS) gateways for High Frequency order sessions.

Why Should I Upgrade?

Eurex Gateway 7.18.28 is released to support the Eurex migration to Partition Specific (PS) gateways for High Frequency order sessions.

Deutsche Borse began the migration to PS gateways using a phased approach on January 22. Additional details from the exchange may be found in Eurex Circular 130/17.

The exchange migration timeline is as follows:
  • January 22: The first PS gateway will be enabled for Eurex partition 4 (hosting FGBM and FDXM) in parallel to the existing high-frequency gateways.
  • February 12: Access to partition 4 via high-frequency gateways will be disabled.
  • February 19: A PS gateway will be enabled for Eurex partition 9 (hosting options) in parallel to the existing high-frequency gateways.
  • February 26: Access to partition 9 via high-frequency gateways will be disabled.
  • March 5: PS gateway-only access will be enabled for all other Eurex partitions. PS gateways are the only low-latency access to all partitions from this point forward.

    Please note that a high-frequency (HF) session will only have the ability to connect to a single partition. Customers who wish to use HF sessions to trade products across multiple partitions will need to request additional HF sessions from Eurex.

    Customers that wish to continue to use High Frequency Sessions must upgrade their Eurex Gateways and configure their HF sessions accordingly based on the schedule listed above.

    Additional information from Eurex on product-to-partition-mapping is available for download from the exchange website in the Eurex Product Specifications file.

    There is no impact to Low Frequency (LF) sessions.

System Requirements

Eurex Gateway 7.18.28 is released to support the Eurex migration to Partition Specific (PS) gateways for High Frequency order sessions.

Deutsche Borse began the migration to PS gateways using a phased approach on January 22. Additional details from the exchange may be found in Eurex Circular 130/17.

The exchange migration timeline is as follows:
  • January 22: The first PS gateway will be enabled for Eurex partition 4 (hosting FGBM and FDXM) in parallel to the existing high-frequency gateways.
  • February 12: Access to partition 4 via high-frequency gateways will be disabled.
  • February 19: A PS gateway will be enabled for Eurex partition 9 (hosting options) in parallel to the existing high-frequency gateways.
  • February 26: Access to partition 9 via high-frequency gateways will be disabled.
  • March 5: PS gateway-only access will be enabled for all other Eurex partitions. PS gateways are the only low-latency access to all partitions from this point forward.

    Please note that a high-frequency (HF) session will only have the ability to connect to a single partition. Customers who wish to use HF sessions to trade products across multiple partitions will need to request additional HF sessions from Eurex.

    Customers that wish to continue to use High Frequency Sessions must upgrade their Eurex Gateways and configure their HF sessions accordingly based on the schedule listed above.

    Additional information from Eurex on product-to-partition-mapping is available for download from the exchange website in the Eurex Product Specifications file.

    There is no impact to Low Frequency (LF) sessions.

Installation Notes

To support the configuration of High Frequency (HF) sessions for Partition Specific (PS) gateways, customers must enable and configure the ?PartitionId=? parameter with the appropriate partition for the products they intend to trade using that session. For example, the following session is configured for Partition 4, which hosts the FGBM and FDXM products:

[OrderServerSession_1]
Member=xxxx
BusinessUnit=xxxx
SessionId=xxxx
SessionPassword=xxxx
NetworkInterfaceFeed1=xxxx
NetworkInterfaceFeed2=xxxx
ConnectionGw1=xxxx
ConnectionGw2=xxxx
Port=xxxx
LogSendReceive=0
AlgoRange=xxxx
#If this is an HF session, it can be configured to support partition-specific order routing.
#Uncomment the following line and set a positive integer value representing a Eurex partition number.
PartitionId=4

Enhancements

  1. Order Server
    1. Implemented support for Eurex High Frequency partition specific gateway functionality (Ref 234553)

Fixes

 

Known Issues