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Currently, the FIXML Interface does not differentiate between messages resulting from Clearing Members’ own transactions and between messages resulting from the transactions of affiliated Non-Clearing Members. Eurex Clearing has decided to modify the AMQP queue setup for Clearing Members in such a way, that this differentiation will be made in the future. Additionally, Eurex Clearing will add another queue for all Members containing all Public Broadcast Messages.
The change of the queue setup will become effective in simulation after the simulation batch on June 14, 2012 and in production on July 6, 2012. Details of the changes to the AMQP queues are shown in this circular. Request and response queues will remain unchanged. For further details, please refer to Volume 2 of the Eurex Clearing FIXML documentation which is available in the Member Section on the Eurex website www.eurexchange.com under the following path: Current Eurex Releases > Eurex 14.0 > Interfaces > Eurex Clearing FIXML Interface