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Nur in Englisch: Money market futures/options and ETF futures/options: Change of the partition ID and/or multicast addresses with effect from 13 July 2020

Erscheinungsdatum: 29. Apr 2020 | Eurex Exchange

027/2020 Nur in Englisch: Money market futures/options and ETF futures/options: Change of the partition ID and/or multicast addresses with effect from 13 July 2020

Eurex-Rundschreiben 027/20 (nur in Englisch)

1.  Introduction

Eurex Exchange are planning to make configuration changes for a total of 40 products to optimise performance and consolidate the access to the respective market data. For the affected products, Eurex Exchange will either re-assign the partition IDs or the multicast addresses for the dissemination of market data via EOBI. The following products with their current partition IDs are affected by the changes:

Money market futures
(Partition 8)
 Money market options
(Partition 8)
 ETF futures
(Partition 6)
 ETF options
(Partition 6)
FEO1 OEM1 EUNF 4BRZ -> IPRP -> MIDD
FEU3 OEM2 EXSF CSPX -> IQQY -> ODTL
FLIC OEM3 XMTF EEMB -> ISF   -> OEAC
FSO3 OEM4   EHYU -> ISLN -> OEMB
  OEU3   ELQD -> IUES -> OHYG
      EUN2 -> IUFS -> OHYU
      EXS1 -> IUHC -> OQDE
      EXSA -> IUIT   -> XMT
      EXX1 -> IUUS
      IDEM -> IWDA

The existing port numbers will remain unchanged and the product reference data will be modified accordingly to reflect the new partition IDs and multicast addresses.

Production start: The redistribution of the affected products to the new partitions and the reconfiguration of the multicast groups will become effective in the production environment as of 13 July 2020.

2.  Required action

Moving products from one partition to another may lead to a scenario where GTC/GTD orders entered and owned by one high-frequency session come to reside on two different partitions. As a high-frequency session login is always partition-specific (via a partition-specific gateway), the respective owning session needs to login to the new partition to manage orders for products which have been moved. To manage orders for products which have not been moved, the owning session needs to login to the old partition.

Participants must ensure that they have the appropriate market data service to be able to receive the EOBI Market Data for options products.

3.  Details

The following tables provide an overview of the products which will in some way be affected, the partitions to which the products will be transferred and, where applicable, the new multicast addresses on which the market data will be disseminated. 

Partition overview

Product ID Partition ID (old) Partition ID (new)
Money market futures 8 6
Money market options * 8 8
ETF futures 8 6
ETF options * 8 8

* The partition ID remains unchanged and EOBI multicast addresses only are affected.

EMDI multicast address overview

Product ID Snapshot (A) Snapshot (B) Incremental (A) Incremental (B)
Money market futures * 224.0.50.12 224.0.50.140  224.0.50.13 224.0.50.141
Money market options *  224.0.50.12 224.0.50.140  224.0.50.13 224.0.50.141
ETF futures * 224.0.50.24 224.0.50.152 224.0.50.25 224.0.50.153
ETF options * 224.0.50.24 224.0.50.152 224.0.50.25 224.0.50.153

* All EMDI multicast addresses will remain unchanged.

MPORTANT INFORMATION: 

Although there will be no changes to the EMDI multicast addresses themselves following the move of the affected products to their new target partitions, the situation will arise whereby two partitions, i.e. 6 and 8, each with their unique SenderCompID (49), will contribute to the same multicast address. For more information on the optimal processing of desired products in T7 EMDI, please refer to Chapter 10.3.3 of the T7 Market and Reference Data Interfaces Manual available on the Eurex website www.eurexchange.com under:


EOBI multicast address overview

Product ID Snapshot (A) Snapshot (B) Incremental (A) Incremental (B)
Money market futures * 224.0.114.40 224.0.114.72 224.0.114.41 224.0.114.73
Money market options  224.0.29.130 224.0.30.130 224.0.29.131 224.0.30.131
ETF futures * 224.0.114.152 224.0.114.168 224.0.114.153 224.0.114.169
ETF options  224.0.29.158 224.0.30.158 224.0.29.159 224.0.30.159

*  These EOBI multicast addresses will remain unchanged.

IMPORTANT INFORMATION:

Following the change of the EOBI multicast addresses for the money market options and ETF options, participants must ensure that they have one of the following market data services, originally introduced in Q3/2018, in order to be able to receive the EOBI Market Data for these products.

  • Co-Location 2.0 Mkt. Data Eurex EOBI (Futures + Options)
  • Co-Location 2.0 Mkt. Data Eurex EMDI & EOBI (Futures + Options)

For more information regarding the Market Data services, please refer to Eurex Circular 047/18.

The reference data containing all the respective changes will be provided following the start of the T7 trading system for the business day Monday, 13 July 2020.


Weitere Informationen

Empfänger:Alle Handelsteilnehmer der Eurex Deutschland und Vendoren
Zielgruppen:Front Office/Handel, Middle + Backoffice, IT/System Administration, Revision/Security Coordination
Kontakt:Technical Key Account Manager über Ihre VIP-Nummer, oder per E-Mail an: cts@deutsche-boerse.com
Verweis auf Rundschreiben:Eurex-Rundschreiben 047/18
Web:www.eurexchange.com
Autorisiert von:Dr. Wolfgang Eholzer

 

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