EUREX T7 Market Data Adaptor

Eurex T7 Market Data Adaptor based on B2BITS technology is a comprehensive connectivity solution for market data of Eurex Exchange, one of the world's leading derivative markets, as well as to other exchanges powered by the same Deutsche Boerse technology.

With the launch of T7 trading architecture in 2012 Eurex Exchange introduced a family of next generation FIX/FAST compliant market data interfaces. 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).

Eurex T7 Market Data Adaptor offers easy for use and integration C++ API, is tested against Eurex T7 release 2.5 and 1.3 in the dedicated Simulation Environment

 

Eurex _Market Data
 

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Feature Description
Market data interfaces
Connects and 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)
Recovery Automatically detects and recovers lost messages via snapshot messages
Feeds arbitration Automatically arbitrates between feeds A and B to reduce probability of message loss (live-live concept)
FAST decoding Automatically applies FAST decoding, hides FAST details from the client
Order book management Automatically builds and updates order books from market data snapshot and incremental messages
High-level interface Flexible API to receive product and instrument definitions, market data events and order book updates via call-back interfaces
Low-level interface Flexible API to receive market data FIX messages via call-back interfaces
High performance The lowest latency among all available software solutions on the market
Configuration Configurable via a configuration file and/or API calls. Adjustable FIX dictionaries and FAST templates

Provides the client with all types of market data:

  • Product definitions
  • Instrument definitions
  • Feed IPs and ports
  • Product states
  • Instrument states
  • Order book snapshots
  • Order book updates
  • Trades
  • Trade statistics
  • Quote requests
  • Cross requests
  • Settlement prices
  • Open interest
  • OTC trades
  • Ticker data

Delivered as part of FIXAntenna engine with:

  • Compiled binaries
  • Programmer's Guide with code examples
  • Set of "Quick Start" samples
  • Handy installer
Supported OS:
  • Windows
  • Linux
  • Solaris
Supported compilers:
  • GCC 3.4.X, 4.0.X
  • MS Visual Studio 2005/2008/2010

Eurex T7 Market Data Adaptor is now available in a 30-day trial version.

Software escrow is available on demand.