EUREX Exchange Direct Access

EPAM provides comprehensive connectivity solutions for direct access to Eurex Exchange, FIX/FAST high- and low-bandwidth market data interfaces (EMDI/MDI), Reference Data Interface (RDI), ETI (Enhanced Trading Interface) and FIX Interface fully supporting all the functionality of Eurex T7 new trading architecture


Eurex _Market Access

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EUREX T7 Market Data Adaptor fully supports all new market data interfaces including the high-bandwidth Enhanced Market Data Interface (EMDI) and the low-bandwidth Market Data Interface (MDI).

  • Maintains connections to the Eurex Market Data Interfaces via UDP (Reference Data Interface (RDI), Enhanced Market Data Interface (EMDI, un-netted data), Market Data Interface (MDI, netted data), Extended Market Data Service (EMDS))
  • Provides the user with all the types of market data (Product definitions, Instrument definitions, Feed IPs and ports, Product statuses, Instrument statuses, Order book snapshots, Order book updates, Trades, Statistics, Quote requests, Cross requests, Settlement prices, Open interest, OTC trades, Ticker data )
  • Hides FAST details from the user, automatically applies FAST decoding
  • Provides flexible C++ API to receive product and instrument definitions, subscribe to products, receive market data via call-back interfaces.
  • Provides ability to detect and recover lost messages via snapshot automatically
  • Allows configuring parameters via configuration file and/or API calls, adjust FIX dictionaries and FAST templates

Eurex T7 Trading Session is a connectivity solution for trading on Eurex Exchange, supporting full trading functionality including the High Frequency (HF), Low Frequency (LF) and Back Office session types.

  • Connects and maintains connection to the  Eurex Enhanced Trading Interface via TCP
  • Provides the client access to all functionality of the trading interface, High Frequency (HF), Low Frequency (LF) and Back Office session types
  • Configurable via a configuration file and / or API calls
  • Provides ability to recover missed messages in the case of a late join or intraday reconnection via the Eurex ETI retransmission mechanism
  • Follows FIX 5.0 SP2 semantics
  • Supports message throttling according to the ETI session throttle limits
  • Provides flexible API to setup a session, send messages and receive messages via a call-back interface

FIX Antenna® library is point-to-point service, designed and preconfigured to fully support Eurex FIX Interface and intended for participants who require a standard FIX connection to Eurex Exchange.

  • Connects and maintains connection to the Eurex FIX Gateway via TCP
  • Supports trading functions of Eurex T7 Trading Architecture
  • Provides the access to Trading Session data ( order management, strategy creation, request for quote and cross request) and Back-office Session data (trade confirmation, drop copy)
  • Enables participants to subscribe to private trading data in broadcast form
  • FIX 4.4 standard compliance
  • Provides a failover mechanism via the alternative connection

All solutions described above are equipped with rich UI simplifying configuration and maintenance of chosen solution, as well as allowing monitoring session statuses and parameters in real-time.

The deployment of this solution will provide the following benefits:

  • Pre-certified with EUREX Exchange
  • Quick start and benchmark samples assuring prompt familiarizing with the software
  • Re-use of a proven and certified technology with direct market access
  • Reduced time to market and cost of implementation & operation
  • Lower technical risk for support and maintenance
  • 24x7 support provided worldwide
  • Availability of having solution customized to end-user specifics and requirements
  • Availability of "on-demand" software escrow