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Jul 21, 2015

Eurex Clearing

Eurex Clearing FIXML Interface: Support for AMQP 1.0 messaging protocol

Following the upgrade of the AMQP brokers to Red Hat MRG Messaging 3.0 (announced with Eurex Clearing Circular 011/15), Eurex Clearing’s FIXML Interface will add support for AMQP 1.0 messaging protocol (ISO/IEC 19464). Clearing Members and Vendors can start using the new protocol in existing as well as newly developed applications. The details about the AMQP 1.0 implementation can be found in Volume E of the Eurex Clearing Messaging Interface Connectivity documentation. At the moment, AMQP 1.0 support will have several limitations, especially:

  • No support for transactions
  • No support for heartbeat
  • Messages cannot be filtered based on correlation ID

Further details and additional limitations are described in chapter 2 of the documentation Volume E.

The AMQP 0-10 protocol currently used by Members will continue to be supported in parallel. Existing applications using AMQP 0-10 will not be affected by the support for AMQP 1.0. Members using the WebSphere MQ connectivity are also not affected by this change.

The AMQP 1.0 protocol will be available in the simulation environment as of start of business on
12 August 2015 and in the production environment as of start of business on 12 October 2015.

Volumes A, B and E of the Eurex Clearing Messaging Interface Connectivity documentation have been updated accordingly and can be found on the Eurex Clearing website www.eurexclearing.com under the following link:

Technology > Eurex Clearing classic system > System documentation > Eurex Clearing Interfaces