Eurex Clearing introduced the production release of C7 version 7.0.1. The simulation environment started on 1 February 2021 and continues to be available. An overview of the functional and technical changes and additional supportive information is available on this website.
New features, changes and improvements:
Simulation start: 01 February 2021
Production start: 26 April 2021
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Messaging Interfaces Connectivity
If your AMQP back office library is already compatible, your system will be able to handle the changes without any implementation on your side.
Yes, changes only apply to Broadcast messages.
Compression is an optional service that will be launch outside of the C7 Release 7.0.1. However, the technical implementation on C7 side is included as part of this release with functional testing to be announced separately.
No, if your Trading Member (and consequently the Clearing Member) doesn’t sign up for compression, the new trade type won’t affect you, and you won’t see the new trade type in your FIXML feed or reports.
Release Items/Participants Requirements
The following items refer to FIXML Settlement Prices in broadcast messages published by C7. In addition, a new trade type value is being introduced in order to support Compression trades.
Feature/Enhancement | Details | Action Item |
Settlement Price Corrections | A settlement price update/correction will always trigger a message with @UpdtAct(279) set to 0=New and a new SendingTime(52) @Snt. | For preparation, clients need to check if their AMQP back office library is compatible with the C7 changes and make the necessary adjustments if required. |
Removal of final settlement price message for futures | Use daily settlement price message instead. | For preparation, clients need to check if their AMQP back office library is compatible with the C7 changes and make the necessary adjustments if required. |
Introduction of expiration date to daily settlement prices | MaturityDate @MatDt(541) will be added to regular contracts in settlement price messages. | For preparation, clients need to check if their AMQP back office library is compatible with the C7 changes and make the necessary adjustments if required. |
Alignment of SenderCompID | C7 will replace the current value inSenderCompID @SID(49) “CCP” by the actual clearing house of the product “ECAG” or “ECC”. | For preparation, clients need to check if their AMQP back office library is compatible with the C7 changes and make the necessary adjustments if required. |
Introduction of new Trade Type | Trade Type @TrdType(828) will add new value 1008 to support compression trades. | Clearing Members who signed up for Compression need to be able to support the new value in their FIXML feed and reports. |
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Contacts
Eurex Frankfurt AG
Customer Technical Support / Technical Helpdesk
Service times from Monday 01:00 – Friday 22:00 CET
(no service on Saturday and Sunday)
T +49-69-211-VIP / +49-69-211-1 08 88 (all)
Eurex Frankfurt AG
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