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Test scenario in T7 Simulation for Mass Instrument State Change messages in EOBI

08 Oct 2019

Test scenario in T7 Simulation for Mass Instrument State Change messages in EOBI

(Cash & Derivatives)

With T7 8.0 a new message “Mass Instrument State Change” will be sent in the T7 Enhanced Order Book Interface (EOBI).
A similar message exists in MDI and EMDI already for a while.

To give developers a chance to process this new message in EOBI Simulation, Eurex and Xetra will create a scenario which generates such message on Wednesday October 9th at 15:00 CEST.

Xetra Simulation: DAX_ETF with 12 securities will switch into Fast Market with a number of securities being set to suspend beforehand.

Eurex Simulation: BMWB (OPT ON BMW AG -ST-BASKET) with 135 instruments will switch into Fast Market with a number of instruments being set to suspend beforehand.

Eurex Simulation: BMWF (FUT ON BMW AG) with 21 instruments will switch into Fast Market with a number of instruments being set to suspend beforehand.

This will generate Mass Instrument State Change messages in EBOI with the suspended instruments in the exception list.
In case of BMWB the number of instruments on the exception list will be long enough to trigger the paging mechanism.

This scenario will be repeated several times in T7 8.0 Simulation with announcements via Implementation News.

 

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