With T7 Release 12.1 following enhancements will be introduced:
Simulation start: 25 March 2024
Production start: 13 May 2024
Enhanced Trading Interface
FIX LF
T7 Release 12.1 FIX LF Interface - FIX LF Manual, Version 2
Published 11 Mar 2024 - The document provides information on the T7 FIX LF interface for both the Cash and Derivatives Markets and contains a description of the connectivity, concepts and messages used by FIX LF.
T7 Release 12.1 FIX LF Interface - Derivatives Message Reference, Version 2
Published 11 Mar 2024 - The purpose of this document is to provide all message formats for the derivatives markets part of the FIX LF interface.
T7 Release 12.1 FIX LF Interface - Cash Message Reference, Version 2
Published 11 Mar 2024 - The purpose of this document is to provide all message formats for the cash markets part of the FIX LF interface.
T7 Release 12.1 FIX LF XSD XML representation and layouts, Version 2
Published 11 Mar 2024 - 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.
Circulars
Newsflashes
Release Items/Participants Requirements
Feature/Enhancement | Details | Action Item |
Introduction of non-standard Options Volatility Strategies | Eurex will introduce non-standard Options Volatility Strategies (NOVS) that will enable Trading Participants to create and trade non-standard options strategies with a futures underlying leg to achieve delta-neutrality of such complex instruments.
| Trading Members need to adapt to these changes and perform sufficient testing. |
Introduction of market-wide Self-Match Prevention | A new market-wide SMP functionality will be launched with T7 Release 12.1, and will be offered optionally and in parallel with the existing SMP Type A functionality for orders and quotes. | Trading Members intending to use this functionality should perform sufficient testing. |
Volatility interruption enhancements | Eurex will enhance its volatility interruption processing by introducing a new static volatility interruption for selected products. The new static volatility interruptions will be based on static price ranges around reference prices defined by the exchange. A volatility interruption will be triggered if the allowed static price deviation is exceeded. The execution of the incoming order will be prevented and the affected instrument or all instruments of the affected product will be automatically moved from continuous trading to a volatility auction, identical as today. Reference prices for determining the static volatility interruption will remain static over the trading day and only be updated intraday via certain market situation, such as a volatility auction. | Trading Members need to adapt to these changes and perform sufficient testing. |
Contacts
Eurex Frankfurt AG
Release Competence Center
Service times from Monday 09:00 – Friday 18:00 CET
(no service on Saturday and Sunday)
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Market Status ⓘ
XEUR
The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.
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