You can connect to the EEX (European Energy Exchange) exchange via Enhanced Trading Interface (ETI) sessions, which support derivatives order routing, and OTC sessions for OTC trade reporting via the Eurex T7 trading system.
Login to the Eurex member section at Deutsche Börse Group portal and do the following:
Once submitted, the pop-up window provides the session ID and password. Note: Write those down immediately or take a screen shot, as this is the only time this information is available on the portal.
TT Onboarding will approve the session. After approval, the session is ready for order routing.
EEX settings are configured per session. The exchange supports the following types of sessions for routing EEX derivatives orders and OTC trades via the Eurex T7 trading system:
When orders are routed to the exchange, the TT platform sets the “lean order” attribute for ETI sessions. This attribute is a way to improve throughput and reduce latency for high-frequency trading. The exchange processes a lean order without persisting order event messages or broadcasting the messages to all listening ETI sessions.
Derivatives OTC — A session that connects to the Eurex FIXML interface via SSL certificates for trading OTC (e.g., block trades) on EEX derivatives products via the Eurex T7 trading system.
Note: Sessions dependent on newly uploaded certificates in the Setup app will only be available after the start of the next trading session.
Persistent orders get written to the exchange database and saved during an exchange outage. These orders have the longest round trip time, but are the most reliable. Persistent orders always remain working after a session disconnect, session logout, or exchange outage. GTC and GTDate orders are always persistent.
Non-persistent orders have a shorter round-trip time and do not get written to the exchange database. Eurex deletes all non-persistent orders in the event of a session disconnect regardless of the reason: exchange host failure, network outage, exchange event, etc.