Main features

  • Pre-tested – thus saving time and money in integration testing.
  • Ultra low latency (single digit microseconds), high through-put, and low CPU load – designed for high-frequency and the fastest market data implementation.
  • Supported – service level guarantee that the implementations are production strength, and will support current and future enhancements.
  • Supports the Eurex FIX 5.0 SP2 semantics using FIX/FAST encoded multicast data streams with snapshot/incremental updates.
  • Complete access to the venue data model.
  • Book management, synchronisation and recovery – more than just a market data decoder.
  • Supports un-netted full book management with Order book depth (via EMDI) and individual orders (via EOBI).
  • Supports netted statistical high/low and volume trade information (via MDI).
  • Individual subscription model allowing the selection of product groups – off loads the book management tasks to a specialised implementation.
  • Trade volume reporting that includes reporting of single, double leg and strategy trades for on-exchange as well as OTC transactions.
  • Easy-to-use and flexible API – designed for rapid integration within trading strategy architectures, with a common API style for multi-venue implementations.
  • pcap replay support: Support for Deutsche Börse Data Shop Historical Data and custom pcap data for backtesting
  • Low latency optimisations: configurable threading models, spinning for hot cache, Solarflare ef_vi support
  • Flexible logging – ability to analyse and diagnose issues and activity quickly.
  • Includes fast-start source code reference implementations with client and latency benchmarking samples – designed for rapid familiarisation and to get up and running quickly.
  • Flexible licensing terms and service level based support.
  • Source Code Escrow.
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Further information

Eurex T7 Enhanced Market Data Interface (EMDI) Handler

Provides access to the un-netted feed that disseminates every order book change up to the configured depth and all on-exchange trades.

Eurex T7 Market Data Interface (MDI) Handler

Provides statistical high/low and volume trade information (daily high/low price and total traded quantity) and last trade information.

Eurex T7 Enhanced Order Book Interface (EOBI) Handler

Provides access to the entire order book without any depth limitation (e.g. side, price, priority timestamp and displayed quantity of each order and quote, trade price and traded quantity for each trade).

Eurex T7 Reference Data Interface (RDI ) Handler

Provides access to reference data.

eurex-emdi-eobi-rdi-handle

 

Eurex T7 EMDI/MDI/EOBI/RDI Market Data Handler SDK

Includes

The OnixS directConnect: Eurex T7 EMDI/MDI/EOBI/RDI Market Data Handler SDK includes:

  • Handler library
  • Documentation
  • Sample projects (Getting Started, Advanced, Benchmark, Backtesting, etc.)