Self-Match Prevention – Selected Mandatory Usage
As of 01 April Eurex Exchange Participants are required to mark specific algorithmically generated orders and quotes with a SMP ID. For the regulatory basis for this, please refer to Article 8 of Commission Delegated Regulation (EU) 2017/590 and Article 9 of Commission Delegated Regulation (EU) 2017/590.
Production start: 01 April 2021
System Documentation
- T7 Release 9.0 Functional Reference (section 7.6.1 Self-Match Prevention – SMP type A)
Publication date: 12 Oct 2020
This document provides a detailed insight into the functional concepts of the T7 trading architecture. - T7 Release 9.0 Enhanced Trading Interface (section 4.7.5)
Publication date: 13 Nov 2020
The document provides information relating to the T7 Enhanced Trading Interface (ETI) and contains a detailed description of the concepts and the messages used by the interface for both the Cash and Derivatives Markets. - T7 Enhanced Trading Interface - Derivatives Message Reference
Publication date: 10 Nov 2020
This document provides a reference to all message formats for the Enhanced Trading Interface derivatives markets.
Circulars
Items/Participation requirements
Items | Change | Action | |
SMP ID |
| Clients need to ensure to flag described orders using SMP ID. |
In all other application scenarios, the usage of the T7 SMP functionality remains voluntary.
Matching principles
Interested in the matching principles? Here you can find our how T7 treats orders and quotes.
In case of any questions or your require further information, please contact us at client.services@eurex.com.
