Eurex Gateway

7.18.55.6

Released: Nov 14, 2019 File Size: 70587432
Package Contents:
No notes available.

Important Notes

Eurex Gateway 7.18.55 is released to support the Eurex T7 8.0 upgrade occurring on November 18.

Why Should I Upgrade?

Eurex Gateway 7.18.55 is released to support the Eurex T7 8.0 upgrade occurring on November 18. Customers must upgrade to this version after the close on Friday, November 15, and prior to the open on Monday, November 18. GTCs do not need to be cancelled.

With this release, Eurex has introduced support for the Direct Market Access, or DEA, flag which was introduced on many other European exchanges for MiFID II. From the exchange:

T7 will be enhanced to offer participants the ability to directly flag orders using the newly introduced field OrderOrigination (DEA) in the ETI and FIX interfaces. The flag will be optional and is only available for orders with Trading Capacity set to 'Customer (Agency)'. Note when flagging an order using the order entry/modification requests of the ETI and FIX order entry requests as DMA (i.e. OrderOrigination = 5) and the Trading Capacity of the order differs from 'Customer (Agency)', the order will be rejected.

In short, if DEA is set to True, then Trading Capacity must be set to AOTC, otherwise the order will be rejected by the exchange.

If no value is set for DEA, the default on the T7 system is set to 'No'.

System Requirements

Eurex Gateway 7.18.55 is released to support the Eurex T7 8.0 upgrade occurring on November 18. Customers must upgrade to this version after the close on Friday, November 15, and prior to the open on Monday, November 18. GTCs do not need to be cancelled.

With this release, Eurex has introduced support for the Direct Market Access, or DEA, flag which was introduced on many other European exchanges for MiFID II. From the exchange:

T7 will be enhanced to offer participants the ability to directly flag orders using the newly introduced field OrderOrigination (DEA) in the ETI and FIX interfaces. The flag will be optional and is only available for orders with Trading Capacity set to 'Customer (Agency)'. Note when flagging an order using the order entry/modification requests of the ETI and FIX order entry requests as DMA (i.e. OrderOrigination = 5) and the Trading Capacity of the order differs from 'Customer (Agency)', the order will be rejected.

In short, if DEA is set to True, then Trading Capacity must be set to AOTC, otherwise the order will be rejected by the exchange.

If no value is set for DEA, the default on the T7 system is set to 'No'.

Installation Notes

Customers should backup the existing multicastgroups.cfg file prior to the upgrade, and then replace the file after the upgrade has taken place.

Enhancements

  1. Order Server
    1. Added support for the new OrderOrigination (DEA) flag being introduced in T7 8.0 (Ref 237371)

  2. Price Server
    1. Added support for EMDI changes introduced with the new Eurex T7 8.0 API (Ref 237268)

Fixes

Known Issues