Eurex
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 8) | ETF options (Partition 8) | |||
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.
IMPORTANT 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.
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.
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 |
Related circular: | Eurex circular 047/18 |
Web: | www.eurexchange.com |
Authorised by: | Wolfgang Eholzer |
Market Status ⓘ
XEUR
The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
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