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Jan 05, 2015

Eurex

Report changes for TE540 and TE550

As previously announced in Eurex circular 172/14, Eurex Exchange introduced changes relating to the flagging of algorithmically generated orders together with T7 Release 2.5 on 24 November 2014. In summary, the flagging field for algorithms was extended from 4 bytes to 8 bytes. In addition, the field “regulatoryId” was renamed to “complianceId”, and the field "regulatoryInfo" was renamed to “complianceInfo” reflecting the corresponding FIX naming convention.

The reports TE540 “Daily Order Maintenance” and TE550 “Open Order Detail” currently do not reflect these changes and will now also be amended as follows:

  • TE540: The field “regulatoryId” will be extended from numeric 10 to numeric 20 and renamed to “complianceId” and the field "regulatoryInfo" will be renamed to “complianceInfo”
  • TE550: The field "regulatoryInfo" will be renamed to “complianceInfo”

In order to provide all Trading Participants with sufficient time for testing, the introduction of these changes will become effective in simulation from business day 19 January 2015 and in production from business day 16 February 2015.

The amended Eurex XML Reports - Reference Manual will be available for download in a simulation version and a production version as of the above-mentioned dates on the Eurex website www.eurexchange.com under:

Technology > Eurex Exchange's T7 > System documentation > Release 2.5 > Eurex Reports

If you have any questions or require further information, please contact your Technical Key Account Manager using your VIP number or via e-mail to: cts@deutsche-boerse.com.

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