Self-Match Prevention – Selected Mandatory Usage
As of 01 April Eurex Exchange Participants are required to mark specific algorithmically generated orders and quotes with a SMP ID. For the regulatory basis for this, please refer to Article 8 of Commission Delegated Regulation (EU) 2017/590 and Article 9 of Commission Delegated Regulation (EU) 2017/590.
Production start: 01 April 2021
System Documentation
- T7 Release 9.0 Functional Reference (section 7.6.1 Self-Match Prevention – SMP type A)
Publication date: 12 Oct 2020
This document provides a detailed insight into the functional concepts of the T7 trading architecture. - T7 Release 9.0 Enhanced Trading Interface (section 4.7.5)
Publication date: 13 Nov 2020
The document provides information relating to the T7 Enhanced Trading Interface (ETI) and contains a detailed description of the concepts and the messages used by the interface for both the Cash and Derivatives Markets. - T7 Enhanced Trading Interface - Derivatives Message Reference
Publication date: 10 Nov 2020
This document provides a reference to all message formats for the Enhanced Trading Interface derivatives markets.
Circulars
Items/Participation requirements
Items | Change | Action | |
SMP ID |
| Clients need to ensure to flag described orders using SMP ID. |
In all other application scenarios, the usage of the T7 SMP functionality remains voluntary.
Matching principles
In case of any questions or your require further information, please contact us at client.services@eurex.com.
