Enhanced Transaction Solution
This interface gives members faster, streamlined access to the Eurex® system for
high-frequency trading strategies, focusing on core trading activities like order
and quote entry as well as maintenance functionality.
The Enhanced Transaction Solution is a session-oriented interface, which means that a
session is the basic context of the interaction with the Eurex® system. A session is
initiated when an application connects and continues until the connection is interrupted.
Several trader subgroups may share a single session, but any session may only be used
once. A given member has a set number of sessions (at present a maximum of 50), depending
on its technical requirements. To best suit individual trading models and functional
requirements, these sessions can be ordered with two different transaction frequencies.
Overview: Available Trading Functionality
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Enter, modify, inquire and delete orders (persistent and non-persistent) and quotes for:
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Options (single leg)
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Futures (single leg and double)
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Futures time spreads
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Strategies
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Mass Quote entry function also for strategies
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Mass Delete all orders (persistent and non-persistent)1 and quotes
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Provision of order-/quote-related status data (i.e. execution)
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Bi-directional heartbeat at a session level
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Setting/inquiry of Market Maker protection limits
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Session logon/logoff
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Trader login/logout
1 By using so-called "order attributes", members can select whether
their orders will be backed up in the event of a system failure. They can choose between a
persistent order that will stay in the order book after a trading interruption whereas a
non-persistent order will be deleted automatically.
