Eurex
1. Introduction
As previously described in the T7 8.0 Release Notes, preparatory software changes were made together with T7 Release 8.0 in November 2019 to remove the possibility that Low Frequency (LF) gateway requests may overtake Partition Specific (PS) gateway requests during high load scenarios.
In addition to these preparatory software changes, network infrastructure changes in the T7 production environment have also recently been made to ensure that the latency impact on requests sent via LF sessions is as small as possible.
The routing of all requests entered via LF gateway through the corresponding PS gateway will be activated in the T7 production environment in three steps:
| Activation date in T7 production | Market (MIC) | Partition | ||
| 20 January 2020 | XEUR | Partition 4 | ||
| 03 February 2020 | XEUR | Partitions 1, 2, 3, 5, 6, 7, 8, 9, 10 | ||
| 24 February 2020 | XETR | Partitions 50 to 59 |
2. Required action
No specific action from Trading Participants is required; however, participants using LF gateways should be aware that the incident handling for LF gateways will change due to the routing through PS gateways and verify the functionality of their applications accordingly.
The description, identification and best practices for handling the scenario whereby a LF Gateway loses connection to a PS gateway can be found in Chapter 3.3 of the Incident Handling Guide which is located on the Eurex website www.eurexchange.com under the following link:
Technology > T7 Trading architecture > System documentation > Release 8.0 > Production
Prior to the activation of the changes in production, the PS Gateway failover focus day for both markets will be provided on 6 January, 13 January and 29 January 2020 in the T7 simulation environment for testing purposes.
3. Details
As previously announced via Implementation News, to facilitate testing of the new routing functionality, the routing of the LF gateway requests via the corresponding PS gateway is already active in the T7 simulation environment for the derivatives partition #1 and the cash partition #30.
For more details regarding the implication of the topology changes for LF gateways, please refer to chapter 6.15 “Topology Changes of Low Frequency Gateways” of the final release notes which can be found on the Eurex website under the link:
Aspects of latency changes will be covered in an update of the “Insights into trading system dynamics” presentation which will be made soon after the routing changes have been implemented. The presentation is also available on the Eurex website.
Further information
| Recipients: | All Trading Participants of Eurex Deutschland and Vendors |
| Target groups: | Front Office/Trading, Middle + Backoffice, IT/System Administration, Auditing/Security Coordination |
| Contact: | Technical Key Account Manager via your VIP number or cts@deutsche-boerse.com |
| Web: | www.eurexchange.com |
| Authorized by: | Randolf Roth |
Market Status ⓘ
XEUR
The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.
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