With T7 Release 10.1, Eurex provides enhancements for the Transaction Size Limit functionality and include the introduction of Clearer TSLs and Simplified Variance Futures.
Simulation start: 02 May 2022
Production start: 27 June 2022
Enhanced Trading Interface
T7 Release 10.1 - FIX LF Manual v.1.2
Published 13 Jun 2022 - The document provides information on the T7 FIX LF interface for both the Cash and Derivatives Markets and contains a description of the conncectivity, concepts and messages used by FIX LF.
T7: FIX LF Interface - Derivatives Message Reference v.10.1-D0002 (production version)
Published 13 Jun 2022 - The purpose of this document is to provide all message formats for the derivatives markets part of the FIX LF interface. This document carries the identifier D0002, which is necessary for T7 Release 10.1 due to backwards compatibility with Release 10.0.
T7: FIX LF Interface - Cash Message Reference v.10.1-C0002 (production version)
Published 13 Jun 2022 - The purpose of this document is to provide all message formats for the cash markets part of the FIX LF interface. This document carries the identifier D0002, which is necessary for T7 Release 10.1 due to backwards compatibility with Release 10.0.
T7 Release 10.1 - FIX LF QuickFix Engine Dictionary and Message Reference v.1.2
Published 13 Jun 2022 - The package contains the QuickFix Engine dictionaries (FIXLF44_Derivatives.xml, FIXLF44_Cash.xml) and message reference files including message and field descriptions (FIXLF_DerivativesExt.xml, FIXLF_CashExt.xml) for the T7 FIX LF interface per marketplace type.
We kindly ask all Trading Participants to submit the Readiness Statement for T7 Release 10.1 by Friday, 17 June 2022 latest.
Please note, that all Trading Participants are required to provide the Readiness Statement. The online Readiness Statement for T7 Release 10.1 is here available: Readiness Statement. Please enter your dedicated Eurex PIN in the online questionnaire. The PIN for your company has been sent to the Central Coordinator.
Release Items/Participants Requirements
Transaction Size Limit (TSL) enhancements including the introduction of Clearer TSLs
Trading Members will be able to configure and maintain the TSLs in a more standardized and regulated manner. Clearing Members will also be able to configure and maintain the TSLs for their Non-Clearing Members in T7.
Trading Members are requested to get familiar with the new logic. Find more information on our dedicated TSL initiative page.
Simplified Variance Futures
Variance Futures will provide a single set of trade notifications per trade immediately at the event of the trade, including the final trade price in clearing notation. Preliminary trades will be no longer allowed.
All Trading Members to prepare for the change and perform sufficient testing.
Eurex Frankfurt AG | worldwide
Customer Technical Support / Technical Helpdesk
Service times from Monday 01:00 – Friday 22:00 CET
(no service on Saturday and Sunday)
T +49-69-211-VIP / +49-69-211-1 08 88 (all)
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