Eurex Exchange introduced T7 Release 9.0 in November 2020. An overview of the release content relevant for Trading Participants is available on this website.
Simulation start: 14 September 2020
Production start: 23 November 2020
Eurex Enhanced Trading Interface
FIX Gateway
FIX LF Interface
Publication date: 02 Mar 2021
This document contains all message formats for the derivatives markets part of the T7 FIX LF interface.
The versions of the documents provided are applicable to the software version which will be available in the simulation environment from 4 March and in production from 8 March.
T7 FIX LF Interface - Cash Message Reference v.090.006.015
Publication date: 16 Feb 2021
This document contains all message formats for the cash markets part of the T7 FIX LF interface.
The versions of the documents provided are applicable to the software version which will be available in the simulation environment from 4 March and in production from 8 March.
T7 FIX LF QuickFix Engine Dictionary and Message Reference v.090.006.015
Publication date: 02 Mar 2021
This document contains all message formats for the cash markets part of the T7 FIX LF interface.
The package contains the QuickFix Engine dictionaries (FIXLF44_Derivatives.xml, FIXLF44_Cash.xml) and message reference files including message and field descriptions (FIXLF_DerivativesExt.xml, FIXLF_CashExt.xml) for the T7 FIX LF interface per market place type.
Eurex Trader and Admin GUI
Circulars
Newsflashes
Release Items/ Participants Requirement
Feature/Enhancement | Participant requirement | Action Item |
Standardized TED spreads | The standardized TED spreads based on the fixed-income Schatz future (FGBS) and the two-year bundle of the Euribor future (FEU3) consisting of eight consecutive maturities covering a time frame of two years. | n/a |
Basis Trading for Eurex EnLight | This functionality which will allow a negotiation workflow for outright futures trading, will reduce the underlying delta risk of the responder as the negotiation is only around the basis between the underlying and the future. | n/a |
Electronic processing of off-book reversals | The Eurex Trade Entry Service (TES) workflow will include also reversal processing. The TES workflow will cover electronic reversal requests of TES trades allowing Initiator to trigger trade reversal. This reversal will be available for almost all TES types (except basket TES trades, EBBs and Compression TES trades) | Check new process as described in the T7 Release 9.0 Release Notes |
Customer Handling Instruction field (FIX tag 1031) | Eurex will offer its Trading Participants the possibility to tag orders or TES trades submitted with Trading Capacity A according to the valid values defined by FIA using the FIX tag 1031. In case tag 1031 is left blank, an exchange default value will be applied. | Check the valid values as specified in in the T7 Release 9.0 system documentation |
Functional validation of trading capacity | Eurex will introduce a new validation for the usage of trading capacity Agency: The validation will verify whether the usage of this trading capacity is compliant with the Client Service Authorization of the trading participant. | Customer need to check their set-up, as check the new rules as specified in the T7 Release 9.0 system documentation |
New T7 FIX LF Gateway | Eurex will start to integrate the FIX gateway closer to the T7 architecture. This new customer interface, using the FIX 4.4 Protocol, will be offered in parallel to the existing FIX interface. A replacement will only take place after a transition period. Eurex will first introduce the new T7 FIX LF Gateways for back-office sessions in Q1 2021. | More information and action items to follow via Eurex Circular 012/21. |
In case of any questions or your require further information, please contact us at client.services@eurex.com.
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Market Status ⓘ
XEUR
The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.
An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.