Eurex

Eurex

Adding a Eurex connection

To add a Eurex connection:

  1. Click Connections in the left navigation panel.
  2. Click +New Connection
  3. Configure the settings in the General Settings section:

    • Connection enabled: Check this setting to activate the connection. Uncheck to deactivate the connection.
    • Name: This is a required field for creating a connection.
    • Exchange: Select Eurex. Only one exchange is allowed per connection.
    • Select one of the following connection types in the Type field:

      • low-frequency (LF) — A low-frequency (LF) ETI session for routing Eurex derivatives orders via the Eurex T7 trading system.
      • high-frequency (HF) — A high-frequency (HF) ETI session for routing Eurex derivatives orders via the Eurex T7 trading system.
      • OTC — A session that connects to the Eurex FIXML interface via SSL certificates for submitting OTC (e.g., block trades) on EEX derivatives products via the Eurex T7 trading system.
  4. Configure the settings in the Additional Settings section.

  5. The settings displayed in Additional Settings are based on the type of session you select in the General Settings section.

    If you select a Low Frequency or High Frequency connection type, configure the following:

    • Session ID — Sets the exchange-provided ETI session ID for connecting to the exchange. The exchange provides sessions IDs for low-frequency, low frequency (full), high-frequency, and high-frequency light sessions.
    • Session Password — Sets the exchange-provided ETI session ID password for connecting to the exchange.
    • Connection Gateway 1 — Sets the exchange-provided IP Address of a connection gateway that dynamically provides IP Addresses to an application gateway. Users connect to the exchange via an application gateway.
    • Connection Gateway 2 — Sets the exchange-provided IP Address of the second connection gateway to connect to per session. Both connection gateway settings are required to support exchange-failover for ETI.
    • Default User ID — (Optional) Sets the default UserId for the session. The UserId is provided by the exchange and used for the connection unless overridden by the user-level (Trader Id) setting in User Setup. This value is routed to the exchange as Tag 50.

      Note: If you do not configure a UserId for the session, then each user assigned to the connection must have a Trader ID assigned — individual trader IDs are also mapped to Tag 50. Eurex requires Tag 50 on all order actions.

    • Default Password — (Optional) Sets the default password for the session. The password is provided by the exchange and used for the connection unless overridden by the user-level (Trader Id)setting in User Setup.
    • Max Order Rate — (Optional) Sets the maximum number of orders per second that a user can enter per connection. This limit cannot exceed the exchange-defined order rate maximum.

    If you select a Derivatives - OTC connection type, configure an OTC Trading User ID for the user of this connection, and configure the following settings:

    • Account ID — Sets the FIXML account registered at the exchange and required for connecting to the FIXML interface for sending OTC orders.

      Before creating and uploading FIXML OTC Router certificates, you must create a FIXML Account ID. You will need this account ID when generating your self-signed certificate and configuring the connection.

      To create a FIXML account ID, refer to Creating FIXML Account IDs and SSL Certificates for Eurex. You can also refer to the guidelines in Section 4.1 of the "Eurex Clearing FIXML Interface Specification Volume 2: Connectivity”.

      The Account ID is a required setting and can be up to 25 characters.

    • Client Certificate — Click Choose file to upload the private key file containing the SSL certificate for the member’s account ID. This is a required in order to authenticate the connection to the FIXML interface via SSL.

      Note: The FIXML account ID that was used to generate the SSL certificate in the private key file must be the same FIXML account ID configured in User Setup and registered on the Exchange website.

      To generate the SSL certificate and register it on the Exchange website, refer to Creating FIXML Account IDs and SSL Certificates for Eurex.

      The Client Certificate is a required setting.

      Note: OTC sessions dependent on newly uploaded certificates in the Setup app will only be available after the start of the next trading session.

    • Certificate Password — Sets the password used for accessing the SSL certificate in the private key file.

      Note: Configure this setting with the same password that you created when exporting the SSL certificate to the private key file.

      To export the SSL certificate to the private key file, refer to Creating FIXML Account IDs and SSL Certificates for Eurex.

      The Certificate Password is a required setting and can be up to 32 characters.

    • Max Order Rate — (Optional) Sets the maximum number of orders per second that a user can enter per connection. This limit cannot exceed the exchange-defined order rate maximum.
  6. Click Create.

    You can review the connection settings in the Settings tab.

  7. Click the Accounts tab to assign an existing account to the connection. Multiple accounts can be added to a single connection.

    Note: The connection will not become active until at least one account is assigned.

  8. Click Save Changes.