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Eurex Clearing
The AMQP software used on Eurex Clearing’s FpML, TradeEntry API and Margin Calculator Interfaces will get a new upgrade (Red Hat MRG Messaging 3.2). EurexOTC Clear Clearing Members and ISVs using the interface should test their applications during simulation and consider upgrading the AMQP libraries used in their software to the latest available version. Clearing Members using the WebSphere MQ connectivity are not affected by this change.
After the upgrade, Eurex Clearing AMQP brokers will support local transactions and idle timeout/heartbeat when using the AMQP 1.0 protocol. Additionally, the AMQP broker will enforce a limit of 10 simultaneous connections per account.
The upgraded software will be available in the simulation environment as of start of business on 23 January 2017; in the production environment as of start of business on 6 February 2017.
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
All OTC technical documents (Volume 3) are available for download in the Member Section of the Eurex Clearing website under the following link:
Technology > EurexOTC Clear > Interest Rate Swaps > OTC Release 7.0 > Eurex Clearing FpML Interfaces