Improving Matcher Performance

Eurex Release 13.0 includes measures aimed at further reducing the processing time of non-persistent orders and quotes. Further reductions in processing times will in particular reduce the processing times in high load situations. Customers will receive order and quote response messages more quickly, which in turn speeds up further trading activities.

Consistent Order ID throughout the Eurex® System

After the new release, an order or quote will keep its system order ID over the course of its lifecycle. The new consistency in the order ID makes it significantly easier for members to track their orders and quotes.

Prior to Eurex Release 13.0, a modified order or quote received a new system order ID if the matching priority of the order or quote changed.

Changes to VALUES API Broadcasts

Several broadcasts will be changed in Eurex Release 13.0 in order to enhance performance.

Please note that the All Single Leg/Double Leg StrategyOrder Confirmation and Quote Confirmation broadcast will still exist but will not send out broadcasts for those cases described here:

• No All Single Leg/Double Leg StrategyOrder Confirmation broadcast for non-persistent orders entered via the Enhanced Transaction Solution will be provided.
• No Quote Confirmation broadcast will be sent for Mass Quote requests (Enter and Delete) even if the field suppQuoConfInd is set to EXCH_CONST_NO.