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NUR IN ENGLISCH VERFÜGBAR: Cross-partition Inter Product Spreads (IPS) and change of the partition ID and/or multicast addresses for the FBTP, FBTS and FGBX products

Erscheinungsdatum: 10. Jan 2020 | Eurex Exchange

002/2020 NUR IN ENGLISCH VERFÜGBAR: Cross-partition Inter Product Spreads (IPS) and change of the partition ID and/or multicast addresses for the FBTP, FBTS and FGBX products

Eurex Circular 002/20

1.    Introduction

In June 2019, Eurex made some configuration changes for the fixed income futures products FBTP, FBTS and FGBX to facilitate the introduction of the IPLX (FGBL-FGBX), IPPL (FBTP-FGBL) and IPS2 (FGBS-FBTS) Inter Product Spreads (IPS). During the implementation of these changes, the partition IDs for the products FBTP and FGBX were changed and in addition, the multicast addresses for the dissemination of the market data via the EOBI and EMDI interfaces were reassigned.

As previously announced in the T7 Release 8.0 Release Notes, following the introduction of T7 Release 8.0, the T7 trading platform now supports IPS strategies with leg products located on different partitions (“cross-partition IPS”). For performance optimisation reasons, the configuration changes made to the abovementioned fixed income futures in June 2019 will now be reverted. Eurex Exchange will again re-assign the partition IDs and/or the multicast addresses for the dissemination of market data for FBTS, FBTP and FGBX.

The reconfiguration of the affected products to the new partitions, the changes to the multicast groups and the conversions of the IPS strategies to cross-partition IPS will become effective in the production environment from 3 February 2020 onwards.

2.    Action required

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.

3.    Details

The following tables provide an overview of the products, the partitions to which the products will be transferred and the new multicast addresses which will be used for the dissemination of the market data for the respective interface.

Partition

Product ID

Partition (old)

Partition (new)

FBTP

2

3

FBTS

6

6

FGBX

2

6

The partition ID for FBTS will remain unchanged, but as the product will be reassigned to a different capacity group on the same partition, the multicast addresses for market data will change.

EMDI Multicast Addresses

Product ID

Snapshot (A)

Snapshot (B)

Incremental (A)

Incremental (B)

FBTP

224.0.29.12

224.0.30.12

224.0.29.13

224.0.30.13

FBTS

224.0.50.6

224.0.50.134

224.0.50.7

224.0.50.135

FGBX

224.0.50.6

224.0.50.134

224.0.50.7

224.0.50.135

EOBI Multicast Addresses

Product ID

Snapshot (A)

Snapshot (B)

Incremental (A)

Incremental (B)

FBTP

224.0.114.146

224.0.114.162

224.0.114.147

224.0.114.163

FBTS

224.0.114.32

224.0.114.64

224.0.114.33

224.0.114.65

FGBX

224.0.114.32

224.0.114.64

224.0.114.33

224.0.114.65

The reference data containing all the respective changes will be provided following the start of the T7 trading system for the business day Monday, 3 February 2020.


Further information

Recipients:All Trading Participants of Eurex Deutschland and Vendors
Target groups:Front Office/Trading, Middle + Backoffice, IT/System Administration, Auditing/Security Coordination
Contact:Technical Key Account Manager via your VIP number or cts@deutsche-boerse.com
Web: www.eurexchange.com
Authorised by:Randolf Roth
 

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