Onix Solutions Eurex T7 EDCI Drop Copy Handler is a C++ library that provides access to the Eurex T7 Enhanced Drop Copy Interface (Eurex EDCI) service. The Eurex EDCI is a service for both trading participants and clearing members providing real-time order information: trading participants receive a comprehensive view of all order activities impacting the order book, including lean orders; clearing members can monitor the order book activity of their non-clearing members (NCMs). The Eurex EDCI API allows third parties to develop their own applications that use the Eurex system.
Below are the key features of the Eurex EDCI Drop Copy Handler for C++:
- Pre-tested - thus saving 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 v5.0 SP2 application level messaging semantics with the EDCI proprietary session level protocol
- Management of the EDCI session-oriented interface over a TLS-secured TCP/IP connection.
- Automated reconnect.
- Supports Eurex Drop Copy back-office sessions for real-time order activity of all orders of a session, including lean orders.
- Easy-to-use and flexible API - designed for rapid integration within trading strategy architectures, with a common API style for multi-venue implementations.
- Flexible logging - 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.
Getting Started section will guide through the most significant parts of the Handler's architecture.
Advanced Programming provides information about sophisticated development tasks and techniques available in the Handler.
Connectivity Troubleshooting provides information about diagnose and solve typical issues that could appear during the initial connectivity attempts.
- Note
- It's highly recommended to read the "Eurex Enhanced Drop Copy Interface
Manual" document before reading this Guide to get familiar with core aspects of Eurex EDCI service. It's also highly recommended to review the source code of the sample project which comes as part of library's distributive package alongside reading this Guide.
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Eurex T7 EDCI Drop Copy Handler supports Enhanced Drop Copy Interface Derivatives Message Reference Release 14.1.
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