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Eurex Enhanced Trading Interface (ETI)

OnixS directConnect: Eurex T7 Enhanced Trading Interface [ETI] Handler provides the ultra-low latency direct trading access to the Eurex derivatives exchange trading platform.

Key Features:

  • Pre-tested – saves time and money in integration testing.
  • Supported – service level guarantee that the implementations are production strength, and will support current and future enhancements.
  • Ultra low latency, high through-put, and low CPU load – designed for high-frequency, lowest latency usage.
  • Supports the Eurex FIX 5.0 SP2 application level messaging semantics with the ETI proprietary session level protocol.
  • Management of the ETI session-oriented interface via a socket connection over TCP transport.
  • Automated gateway failover.
  • Automated reconnect.
  • Built-in throttling management.
  • Supports the new Eurex NTA concepts of ETI low frequency [LF] and high frequency [HF] sessions with Standard [persistent] and Lean [non-persistent] orders.
  • Includes API support for session layer support, Strategy Creation, Order Handling, Quote and Cross Request, Quote Handling, Trade Notification/Drop Copy, Notifications and Broadcasts.
  • Supports Eurex Drop Copy back-office sessions for complete order history of all standard orders of a session.
  • Easy-to-use and flexible API – designed for rapid integration within trading strategy architectures.
  • Flexible logging – ability to analyze and diagnose issues and activity quickly.
  • Included fast-start source code reference implementations with client and latency benchmarking samples – designed for rapid familiarization and to get users up and running rapidly.