Enhanced Broadcast Solution

The following changes are made to the Enhanced Broadcast Solution interface.

Enhancement of the Version Information Message (Packet Header)

With Eurex Release 14.0 the packet header will be byte/vector-encoded and enhanced with the following fields making it far easier to track information and reduce programming efforts on the member side.

Important: Due to the changes in the Packet Header of the Enhanced Broadcast Solution all feed handlers must be modified to support the new format.

The enhancement promises a significant improvement over the current situation in which the length of the packet header is not currently fixed and thus applications are required to decode each packet header of Enhanced Broadcast Solution messages in order to verify completeness of data provided via source A and B and to detect duplicates. In addition, sequence numbers are currently generated per source ID, which means that all broadcast groups have to be subscribed to in order to ascertain packet loss.

New fields include:

• Template ID
  A fixed value to indicate that this is the packet header.
  
  
• Source ID
  Unlike the current implementation this field contains a sequentially incrementing value unique for each instance of a broadcasting process which will not fallback intraday.
  
  
• Packet sequence number
  Incremented for every message sent via the Enhanced Broadcast Solution. Applications can use this field combined with the source ID to determine whether the packet in question has already been received and hence discard duplicate packets quickly without having to first decode them.
  
  
• Dispatch time
  The time when the broadcasting process actually dispatches the message onto the network.
  
  
• Load indicator
  This field provides a measure of how heavily loaded a specific Eurex matching engine is. It contains the duration (in microseconds) from the time the "oldest" order/quote in a delta message in the given datagram has entered the Eurex matching engine to the dispatch time of the datagram.
  
  

Implementation of a Ticker Feed

We introduce a new stream for ticker data (external price feed) on a multicast basis. This introduction is necessary to use the new price feed. In addition, it is one step towards creating customized interfaces for different member types.