As of 22 November 2021, Eurex will introduce an identification obligation for Eurex Exchange traders when submitting an order via Order Routing System (ORS).
Please note: The usage of an ORS by internal employees/trading assistants of the ORS provider who are not admitted as Eurex Exchange traders is not allowed according to §19(1) of the German Exchange Act.
Simulation start: already available
Production start: 22 November 2021
Enhanced Trading Interface
Please note: In the Quote Execution Notification with T7 Release 10.0, the value of QuoteEventType (28539) has changed from 3 (Removed Quote Side) to 6 (Quote Quantity Removed) for Quote Deletion due to Passive Liquidity Protection and Pending Cancellation Executed.
T7 Release 10.0 - FIX LF Manual v.1.2
Published 4 Nov 2021 - 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.10.0-D0002
Published 4 Nov 2021 - 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.10.0-C0002
Published 4 Nov 2021 - The purpose of this document is to provide all message formats for the cash markets part of the FIX LF interface.
T7 FIX LF QuickFix Engine Dictionary and Message Reference v.1.2
Published 4 Nov 2021 - 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.
ORS Trader flagging obligation
When an ORS is used by an admitted Exchange Trader, their own Member ID-Trader ID combination (e.g., ABCFRTRD001) must be submitted to the trading system of Eurex Deutschland via tag 2404 ‘ComplianceText’.
Use cases for which identification obligation applies:
|All ORS providers and users must comply with the amended exchange rules and the associated identification obligation that will become effective for Exchange Participants as of 22 November 2021.|
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