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Activation of the Low Frequency (LF) Gateway topology changes in the T7 production environment

Release date: 20 Dec 2019 | Eurex Exchange

125/2019 Activation of the Low Frequency (LF) Gateway topology changes in the T7 production environment

Eurex Circular 125/19

1.    Introduction

As previously described in the T7 8.0 Release Notes, preparatory software changes were made together with T7 Release 8.0 in November 2019 to remove the possibility that Low Frequency (LF) gateway requests may overtake Partition Specific (PS) gateway requests during high load scenarios.

In addition to these preparatory software changes, network infrastructure changes in the T7 production environment have also recently been made to ensure that the latency impact on requests sent via LF sessions is as small as possible.

The routing of all requests entered via LF gateway through the corresponding PS gateway will be activated in the T7 production environment in three steps:

Activation date in T7 production Market (MIC) Partition
20 January 2020 XEUR Partition 4
03 February 2020 XEUR Partitions 1, 2, 3, 5, 6, 7, 8, 9, 10
24 February 2020 XETR Partitions 50 to 59

2.    Required action

No specific action from Trading Participants is required; however, participants using LF gateways should be aware that the incident handling for LF gateways will change due to the routing through PS gateways and verify the functionality of their applications accordingly. 

The description, identification and best practices for handling the scenario whereby a LF Gateway loses connection to a PS gateway can be found in Chapter 3.3 of the Incident Handling Guide which is located on the Eurex website under the following link: 

Prior to the activation of the changes in production, the PS Gateway failover focus day for both markets will be provided on 6 January, 13 January and 29 January 2020 in the T7 simulation environment for testing purposes.

3.    Details

As previously announced via Implementation News, to facilitate testing of the new routing functionality, the routing of the LF gateway requests via the corresponding PS gateway is already active in the T7 simulation environment for the derivatives partition #1 and the cash partition #30. 

For more details regarding the implication of the topology changes for LF gateways, please refer to chapter 6.15 “Topology Changes of Low Frequency Gateways” of the final release notes which can be found on the Eurex website under the link:

Aspects of latency changes will be covered in an update of the “Insights into trading system dynamics” presentation which will be made soon after the routing changes have been implemented. The presentation is also available on the Eurex website.

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
Authorized by:Randolf Roth

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