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Money market futures/options and ETF futures/options: Change of the partition ID and/or multicast addresses with effect from 13 July 2020

Release date: 29 Apr 2020 | Eurex Exchange

027/2020 Money market futures/options and ETF futures/options: Change of the partition ID and/or multicast addresses with effect from 13 July 2020

Eurex Circular 027/20

1.  Introduction

Eurex Exchange are planning to make configuration changes for a total of 40 products to optimise performance and consolidate the access to the respective market data. For the affected products, Eurex Exchange will either re-assign the partition IDs or the multicast addresses for the dissemination of market data via EOBI. The following products with their current partition IDs are affected by the changes:

Money market futures
(Partition 8)
Money market options
(Partition 8)
ETF futures
(Partition 8)
ETF options
(Partition 8)

FEO1

OEM1

EUNF

4BRZ -> IPRP -> MIDD

FEU3

 

OEM2

 

EXSF

 

CSPX -> IQQY -> ODTL

FLIC

 

OEM3

 

XMTF

 

EEMB -> ISF   -> OEAC

FSO3

 

OEM4

   

EHYU -> ISLN -> OEMB

  

OEU3

   

ELQD -> IUES -> OHYG

      

EUN2 -> IUFS -> OHYU

      

EXS1 -> IUHC -> OQDE

      

EXSA -> IUIT   -> XMT

      

EXX1 -> IUUS

      

IDEM -> IWDA

The existing port numbers will remain unchanged and the product reference data will be modified accordingly to reflect the new partition IDs and multicast addresses.

Production start: The redistribution of the affected products to the new partitions and the reconfiguration of the multicast groups will become effective in the production environment as of 13 July 2020.

2.  Required action

Moving products from one partition to another may lead to a scenario where GTC/GTD orders entered and owned by one high-frequency session come to reside on two different partitions. As a high-frequency session login is always partition-specific (via a partition-specific gateway), the respective owning session needs to login to the new partition to manage orders for products which have been moved. To manage orders for products which have not been moved, the owning session needs to login to the old partition.

Participants must ensure that they have the appropriate market data service to be able to receive the EOBI Market Data for options products.

3.  Details

The following tables provide an overview of the products which will in some way be affected, the partitions to which the products will be transferred and, where applicable, the new multicast addresses on which the market data will be disseminated. 

Partition overview

Product IDPartition ID (old)Partition ID (new)

Money market futures

8

6

Money market options * 

8

 

8

ETF futures

 

8

 

6

ETF options * 

8

 

8

* The partition ID remains unchanged and EOBI multicast addresses only are affected.

EMDI multicast address overview

Product IDSnapshot (A)Snapshot (B)Incremental (A)Incremental (B)
Money market futures *

224.0.50.12

224.0.50.140 

224.0.50.13

224.0.50.141

Money market options *  

224.0.50.12

 224.0.50.140  

224.0.50.13

 

224.0.50.141

ETF futures * 

224.0.50.24

 

224.0.50.152

 

224.0.50.25

 

224.0.50.153

ETF options * 

224.0.50.24

 

224.0.50.152

 

224.0.50.25

 

224.0.50.153

* All EMDI multicast addresses will remain unchanged.

IMPORTANT INFORMATION: 

Although there will be no changes to the EMDI multicast addresses themselves following the move of the affected products to their new target partitions, the situation will arise whereby two partitions, i.e. 6 and 8, each with their unique SenderCompID (49), will contribute to the same multicast address. For more information on the optimal processing of desired products in T7 EMDI, please refer to Chapter 10.3.3 of the T7 Market and Reference Data Interfaces Manual available on the Eurex website www.eurexchange.com under:

EOBI multicast address overview

Product IDSnapshot (A)Snapshot (B)Incremental (A)Incremental (B)
Money market futures *

224.0.114.40

224.0.114.72

224.0.114.41

224.0.114.73

Money market options  

224.0.29.130

 

224.0.30.130

 

224.0.29.131

 

224.0.30.131

ETF futures * 

224.0.114.152

 

224.0.114.168

 

224.0.114.153

 

224.0.114.169

ETF options  

224.0.29.158

 

224.0.30.158

 

224.0.29.159

 

224.0.30.159

*  These EOBI multicast addresses will remain unchanged.

IMPORTANT INFORMATION:

Following the change of the EOBI multicast addresses for the money market options and ETF options, participants must ensure that they have one of the following market data services, originally introduced in Q3/2018, in order to be able to receive the EOBI Market Data for these products.

  • Co-Location 2.0 Mkt. Data Eurex EOBI (Futures + Options)
  • Co-Location 2.0 Mkt. Data Eurex EMDI & EOBI (Futures + Options)

For more information regarding the Market Data services, please refer to Eurex Circular 047/18.

The reference data containing all the respective changes will be provided following the start of the T7 trading system for the business day Monday, 13 July 2020.
 

Further Information

Recipients:

All Trading Participants of Eurex Deutschland and vendors

Target groups:

Front Office/Trading, Middle + Backoffice, IT/System Administration, Auditing/Security Coordination

Contact:

Technical Key Account Manager via your VIP number or cts@deutsche-boerse.com

Related circular:

Eurex circular 047/18

Web:

www.eurexchange.com

Authorised by:

Wolfgang Eholzer


 

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