Eurex T7 Trading Session based on B2BITS technology is a comprehensive connectivity solution for trading on 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 new trading architecture in 2012 Eurex Exchange introduced the Enhanced Trading Interface (ETI) designed for participants who require the highest throughput and the lowest latency for their transactions. Eurex T7 Trading Session supports full trading functionality including the High Frequency (HF), Low Frequency (LF) and Back Office session types.

It offers easy to use C++ API for application integration.

 B2BITS Eurex T7 Engine

Features

Feature Description
Trading interfaces Connects and maintains connection to the Eurex Enhanced Trading Interface via TCP
Trading data

Provides the client access to all functionality of the trading interface:

  • Order handling
  • Quote handling
  • Execution reports
  • Order drop copy
  • Trade capture
  • Market news
  • Quote requests
  • Cross requests
  • Strategy creation
  • Risk control
  • Session list
  • User list
  • Enrichment rules
Gateway arbitration Automatically switches between the primary and secondary session gateways
Reconnection Automatically reconnects in the case of a connection loss or Eurex ETI failover
Persistence Automatically persists message sequence numbers and identifiers on disk
Recovery Automatically recovers missed messages in the case of a late join or intraday reconnection via the Eurex ETI retransmission mechanism
Throttling Optionally throttles messages according to the ETI session throttle limits
FIX semantics All application messages follow FIX 5.0 SP2 semantics 
Interface Flexible API to setup a session, send messages and receive messages via a call-back interface
Configuration Configurable via a configuration file and / or API calls
Certification Tested against Eurex T7 release 2.5 and 1.3 in the dedicated Simulation Environment
Packaging

Delivered as part of FIXAntenna engine with:

  • Compiled binaries
  • Programmer's Guide with code exmples
  • Set of "Quick Start" samples
  • Handy installer
Supported platforms

Supported OS:

  • Windows
  • Linux
  • Solaris

Supported compilers:

  • GCC 3.4.X, 4.0.X
  • MS Visual Studio 2005/2008/2010

Eurex T7 Trading Session is now available in a 30-day trial version.

Software escrow is available on demand.

Documentation

Eurex T7 Engine Programmer’s Guide