Eurex Gateway

7.18.29.0

Released: Feb 09, 2018 File Size: 0
Package Contents:
No notes available.

Important Notes

Eurex Gateway 7.18.29 is released to support the Eurex migration to Partition Specific (PS) gateways for High Frequency order sessions.

Why Should I Upgrade?

Eurex Gateway 7.18.29 is released to support the Eurex migration to Partition Specific (PS) gateways for High Frequency order sessions.

There is no impact to Low Frequency (LF) 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.

  • System Requirements

    Eurex Gateway 7.18.29 is released to support the Eurex migration to Partition Specific (PS) gateways for High Frequency order sessions.

    There is no impact to Low Frequency (LF) 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.

  • Installation Notes

    NOTE: For customers running price farm environments, both Price Server and Order Server must be upgraded when moving to 7.18.29.

    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

    Note that customers who wish to trade products across partitions will need to configure additional HF sessions under the same membership in order to continue routing orders for those products via HF sessions.

    Enhancements

    Fixes

    1. Order Server
      1. Resolved an issue where the Order Server would reject lean orders if only a Low Frequency (LF) session was configured (Ref 234714)

    Known Issues