10 Feb 2022

Eurex

FIX Gateway 4.4 trading sessions: Extension of the support in the T7 simulation and production environment

Eurex Circular 012/22 FIX Gateway 4.4 trading sessions: Extension of the support in the T7 simulation and production environment

1.  Introduction

As previously announced in Eurex circular 081/21, Eurex will decommission the support of the legacy FIX Gateway 4.4 trading sessions prior to the introduction of T7 Release 10.1, which will be launched in the simulation environment on 2 May 2022 and in the production environment on 27 June 2022.

Following the request from market participants and to support participants in their migration activities, Eurex will extend the availability of FIX Gateway 4.4 trading sessions in the

  • simulation environment from 31 March 2022 until the close of business on 21 April 2022 and in the
  • production environment from 29 April 2022 until the close of business on 10 June 2022.

The legacy FIX Gateway interface will no longer be available from this point onwards.

Learn now more about the FIX Gateway Migration on our dedicated initiative page under the following link: Support > Initiatives & Releases > Project Readiness > FIX Gateway Migration. System documentation, circulars, timeline and much more information are available there for you.

2.  Required action

Participants using trading sessions via the existing Eurex FIX Gateway interface should be aware that support for these sessions will no longer be provided with T7 Release 10.1. From this point onwards, there will be no further possibility to use these trading sessions. Existing applications must be adapted to use the FIX LF interface at the earliest possible opportunity. Eurex strongly recommends that those participants who are still using FIX Gateway 4.4 trading sessions to

  • immediately order new FIX LF trading sessions (Simulation and Production) and
  • take the necessary steps to be ready for an in-time migration.

3.  Details 

Frequently Asked Questions

The FIX LF trading sessions were originally introduced with T7 Release 10.0 in Q4/2021. Since the introduction of the FIX LF interface, several questions have been frequently asked. The answers to these questions are provided below either to support participants with their outstanding migration activities or to provide additional information.

What is the current version number of the FIX LF interface?

  • The current simulation and production version of the FIX LF interface is “10.0”. As of 2 May 2022 in simulation and 27 June 2022 in production, the version will be “10.1”.

Why does the out-sequence number not start with 1?

  • The FIX LF (out) sequence number is reset during the time where the T7 system is restarted after the end of each business day. Whenever a FIX LF gateway becomes the active one either by (re-)starting the primary one or in case of a failover to the backup one, the out-sequence number will be increased by a large configurable offset. Therefore, the out-sequence number will never start with 1.

Why does the trade capture report not always provide a value for ClOrdID?

  • For orders submitted via the FIX LF interface, the trade capture report always provides a value for ClOrdID. Trade capture reports related to orders submitted via ETI, T7 Trader GUI or FIX Gateway will not provide a value for ClOrdID.

Is it possible to delete and modify orders entered via different T7 sessions?

  • The FIX LF interface only supports the deletion of orders entered via a different T7 session (e.g., ETI, T7 Trader GUI or FIX Gateway). The modification of orders entered via the existing FIX Gateway interface is not supported by the FIX LF interface.

Will Eurex provide order-specific order deletion scenarios to coincide with the decommissioning of the FIX Gateway trading sessions? 

  • No, Eurex is not planning to offer any specific order deletion scenarios. T7 will automatically delete orders submitted via the FIX Gateway interface either when the related FIX GW session is deleted by the participant via the Member Section, or when the FIX Gateway interface is decommissioned. Support of the legacy FIX Gateway interface will end on 21 April 2022 in simulation and on 10 June 2022 in production.
  • In both scenarios mentioned above, participants will not receive any order deletion messages via the FIX Gateway, as the respective FIX Sessions will no longer exist. Deleted orders can also be found in the TE540 Daily Order Maintenance report. For those participants requiring process deletion messages, Eurex recommends that participants delete the orders themselves well before the decommissioning of the FIX Gateway. Orders can be deleted either via the FIX Gateway or the FIX LF interface. 

Are there changes for the creation of the TVTIC?

  • Yes. Within the FSE T7 rules, the logic for the Security (20) has changed. For FIX LF the SecutityID (Tag 48) is relevant (instead of the former SecurityAltID (Tag 455) for the FIX Gateway).

Further information

Recipients:

All Trading Participants of Eurex Deutschland and Vendors

Target groups:

Front Office/Trading, IT/System Administration 

Contact:

Technical Key Account Manager via your VIP number or cts@deutsche-boerse.com

Related circular:

Eurex circular 081/21

Web:

Support > Initiatives & Releases > Project Readiness > FIX Gateway Migration

Authorized by:

Randolf Roth


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