T7 Release 11.0
With T7 Release 11.0 Eurex introduced the following functional enhancements:
- Pre-Trade Risk Limits enhancements for options
- Eurex Total Return Futures for French Government Bonds
- Publication of Herfindahl-Hirschman Index via Market Data
- Monday and Wednesday Weekly Option Contracts
- Tag 1031 “custOrderHandlingInst” Usage Adaptions
- Introduction of non-recoverable Eurex EnLight Quotes
- Off-book trades via T7-EOBI
- Message Encryption for ETI Low Frequency Gateways
Please note that T7 Release 11.0 will not provide backwards compatibility for ETI or FIX.
Simulation start: 12 September 2022
Production start: 21 November 2022
System Documentation
- T7 Release 11.0 - Final Functional Technical Release Notes Eurex v.1.1
Published 23 Sep 2022 - The release notes for T7 give an overview of the functional and technical enhancements and changes to be introduced. - T7 Release 11.0- Functional Reference v.11.0.1
Published 29 Aug 2022 - This document provides a detailed insight into the functional concepts of the T7 trading architecture. - T7 Release 11.0 - Function and Interface Overview v.11.0.1
Published 29 Aug 2022 - The document provides an overview of T7. It describes the major functional and system features, and provides a high level description of the interface landscape. - T7 Cross System Traceability v.11.0-1.0
Published 29 Aug 2022 - This document contains detailed information on order, quote and trade traceability across trading and clearing systems focusing on the markets XEUR (Eurex Frankfurt) and XETR (Xetra Frankfurt).
Enhanced Trading Interface
- T7 Release 11.0 - Enhanced Trading Interface (ETI) - Manual v.1.2
Published 07 Nov 2022 - 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 v.11.0-D0003
Published 07 Nov 2022 - This document provides a reference to all message formats for the Enhanced Trading Interface derivatives markets. - T7 Enhanced Trading Interface - Cash Message Reference v.11.0-C0003
Published 07 Nov 2022 - This document provides a reference to all message formats for the Enhanced Trading Interface cash markets. - T7 Release 11.0 Enhanced Trading Interface - XSD XML representation and layouts v.1.2
Published 07 Nov 2022 - The package contains the XML representation and the schema files for the Enhanced Trading Interface (ETI) for both the Cash and Derivatives Markets. (Please
FIX LF
T7 Release 11.0 - FIX LF Manual v.1.2
Published 07 Nov 2022 - The document provides information on the T7 FIX LF interface for both the Cash and Derivatives Markets and contains a description of the conncectivity, concepts and messages used by FIX LF.T7 FIX LF Interface - Derivatives Message Reference v.11.0-D0003
Published 07 Nov 2022 - The purpose of this document is to provide all message formats for the derivatives markets part of the FIX LF interface.T7 FIX LF Interface - Cash Message Reference v.11.0-C0003
Published 07 Nov 2022 - The purpose of this document is to provide all message formats for the cash markets part of the FIX LF interface.T7 Release 11.0 - FIX LF QuickFix Engine Dictionary and Message Reference v.1.2
Published 07 Nov 2022 - 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 marketplace type.
- T7 EMDI_MDI_RDI_Manual_v.11.0.3
Published 17 Nov 2022 - The document provides information relating to the market and reference data interfaces (EMDI, MDI, RDI and RDF) and contains a detailed description of the concepts and messages used by the interfaces. - T7 EMDI_MDI_RDI_XML_Representation_v.11.0.3
Published 17 Nov 2022 - The package contains the XML FAST template files (FAST 1.1 and 1.2) and FIXML schema files for the T7 market and reference data interfaces (EMDI, MDI and RDI). - T7 Enhanced Order Book Interface Manual v.11.0.2
Published 07 Nov 2022 - The document provides information relating to the T7 Enhanced Order Book Interface (EOBI) and contains a detailed description of the concepts and messages used by the interfaces. - T7 Enhanced Order Book Interface - XML Representation v.11.0.2
Published 07 Nov 2022 - The package contains the XML representation and the schema files for the T7 Enhanced Order Book Interface (EOBI). - Extended Market Data Service Trade Prices, Settlement Prices and Open Interest Data Manual v.11.02
Published 07 Nov 2022 - The document provides information relating to the market and reference data interfaces (EMDI, MDI, RDI and RDF) and contains a detailed description of the concepts and messages used by the interfaces. - Extended Market Data Service - XML FAST Templates - FIXML schema files v.11.02
Published 07 Nov 2022 - The package contains the XML FAST template files (FAST 1.1 and 1.2) and FIXML schema files for the T7 market and reference data interfaces (EMDI, MDI and RDI). - Extended Market Data Service - Underlying Ticker - Manual v.11.01
Published 07 Nov 2022 - This document provides the information about the Underlying Ticker service for T7. - Extended Market Data Service - Underlying Ticker Service - XML FAST Templates v.11.01
Published 07 Nov 2022 - This document provides the XML FAST templates for the Underlying Ticker service for T7.
- T7 Derivatives Markets - T7 Trader, Admin and Clearer GUI v.11.0.5
Published 07 Nov 2022 - This document provides information on the T7 Derivatives Markets GUI solutions, the Trader-, Admin- and Clearer GUI for T7. All views and functions of the T7 Derivatives Markets GUIs are described. - T7 Cash Markets - T7 Trader, Admin and Clearer GUI v.11.0.4
Published 14 Nov 2022 - This document provides information on the T7 Cash Markets GUI solutions, the Trader-, Admin- and Clearer GUI for T7. All views and functions of the T7 Cash Markets GUIs are described. - T7 Trader GUI, Admin GUI and Clearer GUI - Installation Manual v.11.0.0
Published 29 Aug 2022 - This document provides information on Deutsche Börse's T7 GUI solutions, the T7 Trader GUI, T7 Admin GUI and T7 Clearer GUI from a technical point of view. The document explains how to establish connection to Deutsche Börse's T7 with the GUI solutions. - T7 Derivatives Market Eurex - Participant and User Maintenance Manual v.1.0
Published 29 Aug 2022 - This manual is intended to assist service administrators who are responsible for maintaining participant and user related data in T7. - T7 Cash Markets - Xetra and Börse Frankfurt: Participant and User Maintenance Manual v.1.0
Published 29 Aug 2022 - This manual is intended to assist service administrators who are responsible for maintaining participant and user related data in T7. - T7 Derivatives Markets Gui Whats New v.11.0.3
Publication date: 14 Nov 2022 - This document provides compact information of the new GUI related features for the release. - T7 Cash Markets Gui Whats New v.11.0.1
Publication date: 7 Nov 2022 - This document provides compact information of the new GUI related features for the release.
- T7 Disaster Recovery Concept 2023 - Interface Configuration Details v.1.1
Published 15 May 2023 - This document provides an overview of Deutsche Börse’s disaster recovery concept for the T7 trading system. It contains the required technical background information as well as functional features and limitations to enable participants to continue trading in a DR situation. - N7_-_Network_Access_Guide.v.2.2.4
Published 20 Feb 2023 - This document provides details on the network access options for T7 and Eurex Clearing's interfaces. It includes detailed technical background information, such as router equipment information and port numbers for the configuration of firewalls. - T7 Market Data Report Derivatives 2023-02-13
Published 23 Feb 2023 - This file contains for one specific date (Frankfurt time) the number of packets per multicast address and port combination enhanced with the stream and market information. Please note that the number of packets varies per day and the “From” and “To” columns contain the first and last minute where data was received on that day for the respective combination. - T7 Market Data Report Cash 2023-02-13
Published 23 Feb 2023 - This file contains for one specific date (Frankfurt time) the number of packets per multicast address and port combination enhanced with the stream and market information. Please note that the number of packets varies per day and the “From” and “To” columns contain the first and last minute where data was received on that day for the respective combination.
- T7 XML Report Reference Manual v.110.3.3
Published 07 Nov 2022 - This document describes all reports based on T7 trading data for both the cash and derivatives markets. - T7 XML Report Manual Modification Notes v.110.3.3
Published 07 Nov 2022 - This document provides an overview of the enhancements and changes to the T7 XML Reports as compared to the previous version. - T7 Reports - XML Schema Files v.110.3.3
Published 07 Nov 2022 - This package contains the reports xsd files for T7 cash markets and derivatives markets reports. - Common Report & Upload Engine User Guide - version August 2022
Published 29 Aug 2022 - The Common Upload Engine (CUE) allows admitted participants of the DBAG Group the upload of participant data to dedicated services provided by DBAG Group. The purpose of this document is to provide an overview on how to obtain access to the CUE.
- T7 Release 11.0 - Participant Simulation Guide v.1.0
Published 29 Aug 2022 - This document describes the timeline, new and changed features as well as the simulation focus days for this T7 release. Please use this document to plan and prepare your T7 Release simulation participation. - Known Limitations for T7 Release 11.0 Simulation v.1.1
Published 28 Sep 2022 - This document lists the current known limitations for the T7 Release simulation.
- Known Limitations for T7 Release 11.0 Production v.1.0
Published 17 Nov 2022 - At the moment we do not list any Known Limitations for T7 Release 10.0 production. - T7 Release 11.0 - Incident Handling Guide v.5.3
Published 29 Aug 2022 - This document provides a detailed description of the reaction of Deutsche Börse's T7 trading system to technical incidents and provides best practices for handling them. In addition the document provides references to the respective focus days in the T7 simulation environment which are intended to simulate such incidents.
- T7 Release 11.0 - Focus call
Publication date: 19 Sep 2022 - T7 Release 11.0 Presentation - Derivatives Market
Publication date: 05 Sep 2022
Circulars
Circulars
- Eurex Circular 105/22 T7 Release 11.0: Important information for production start
- Eurex Circular 085/22 T7 connectivity options: Implementation of additional options to strengthen the protection of critical information infrastructure
- Eurex Circular 034/22 Announcement of T7 Release 11.0
Newsflashes
- Eurex Exchange Readiness Newsflash | REMINDER: T7 Release 11.0 - Readiness Statement available
- Eurex Exchange Readiness Newsflash | T7 Release 11.0 - Mandatory implementation of the FIA Execution Source Code (tag 1031) for Agent orders
- Eurex Exchange Readiness Newsflash | T7 Release 11.0 - Readiness Statement available
Readiness Statement
We kindly ask all Trading Participants to submit the Readiness Statement for T7 Release 11.0 by Friday, 11 November 2022 latest.
For your convenience a online submission process has been published. The online Readiness Statement is here available: Readiness Statement. Please enter your dedicated Eurex PIN in the online questionnaire. The PIN for your company has been sent to the Central Coordinator.
Readiness Videos
Release Items/Participants Requirements
Feature/Enhancement | Details | Action Item |
Pre-Trade Risk Limits Enhancements for Options | Eurex will offer an enhanced calculation for the Pre-Trade Risk Limit (PTRL) consumption for Options. A different aggregation logic will be performed as compared to Futures products to address the position effect of orders and quotes entered and executed for Options products. This logic will follow the implementation already applied for the Market Maker Protection Delta Statistics Definitions. | Trading Members are requested to get familiar with the new logic. |
Monday and Wednesday Weekly Options Contracts | Necessary steps are taken to introduce integrated Monday and Wednesday Weekly Options contracts supplementing the already existing Friday Weekly Options contracts introduced by the Next Generation ETD Contracts initiative. | Trading Members are requested to get familiar with the new logic. |
Tag 1031 “custOrderHandlingIns” Usage Adaptions | The ETI/FIX LF Tag 1031 “custOrderHandlingInst” will become mandatory for all agency trading. Order entries and modifications without a submitted “custOrderHandlingInst” when the Trading Capacity Agency is used will be rejected. | Trading Members and Vendors need to prepare for this changes and perform sufficient testing. |
Whitepaper - Eurex Herfindahl-Hirschman Index for EOBI
Eurex becomes the first exchange providing a real-time data feed on the concentration of the passive side of trades and a pre-determined number of price levels within the order book.
Eurex Initiatives Lifecycle
From the announcement till the rollout, all phases of the Eurex initiatives outlined on one page! Get an overview here and find other useful resources.
Contacts
Eurex Frankfurt AG
Release Competence Center
Service times from Monday 09:00 – Friday 18:00 CET
(no service on Saturday and Sunday)
Are you looking for information on a previous initiative? We have stored information about our previous initiatives in our Archive for you!
