Message Identification

FIX Semantics

All application messages between the participant and the Eurex EDCI follow FIX V5.0 SP2 semantics including all officially approved extension packs.

EDCI and FIX messages have different names. To identify the name of an EDCI message, please see the tables below.

Sequence Numbers

Each outbound request sent by the participant must carry a MsgSeqNum (tag 34):

• Per-session, monotonically increasing: starts at 1 with the Session Logon message and increments with every subsequent request sent to the gateway.
• Outbound messages are handler-managed: EDCI is an order drop-copy feed — the only participant-originated messages are Session Logon, Heartbeat, and Session Logout, and all three are sent internally by the handler. To observe the MsgSeqNum assigned to an outbound message, implement OnixS::Eurex::DropCopy::ConnectionListener::onMessageSending.

Correlating Requests and Rejections

For session-level rejection (OnixS::Eurex::DropCopy::TemplateId::Reject), the gateway echoes back the MsgSeqNum of the rejected request in the response header. Access it via reject.responseHeader.msgSeqNum and match it against the msgSeqNum delivered to ConnectionListener::onMessageSending:

// using namespace OnixS::Eurex::DropCopy;
 
class MySessionListener : public SessionListener
{
    void onReject(const Reject& reject, const MessageInfo& info) override
    {
        // reject.responseHeader.msgSeqNum echoes back the MsgSeqNum of the
        // rejected request — compare against the value delivered earlier to
        // ConnectionListener::onMessageSending
        uint32_t rejectedSeq = reject.responseHeader.msgSeqNum;
        (void)rejectedSeq;
    }
};

Ordering Guarantees

Broadcast messages within a single market partition are delivered in order. Messages across different market partitions (PartitionID in RBCHeader) are independent streams with no cross-partition ordering guarantees (EDCI Manual §4.4).

Message Fragmentation

Large EDCI messages may be fragmented across multiple transport packets. The LastFragment field in the RBCHeader embedded in every broadcast message indicates whether the current delivery is the final fragment:

LastFragment	Meaning
OnixS::Eurex::DropCopy::LastFragment::LastMessage	This is the final (or only) fragment
OnixS::Eurex::DropCopy::LastFragment::NotLastMessage	Additional fragments follow

The SDK reassembles fragments transparently. Listener callbacks are invoked once, with the fully reassembled message object. Applications do not need to buffer or stitch fragments manually.

Session Layer

EDCI Message	Handler's Message	Template ID (28500)	FIX Message	MsgType (35)
Session Logon	OnixS::Eurex::DropCopy::Logon (via Handler::connect)	10000	Logon	A
Session Logon Response	OnixS::Eurex::DropCopy::LogonResponse	10001	Logon	A
Session Logout	sent via Handler::disconnect or Handler::disconnectAsync	10002	Logout	5
Session Logout Response	OnixS::Eurex::DropCopy::SessionListener::onLogoutResponse	10003	Logout	5
Reject	OnixS::Eurex::DropCopy::Reject	10010	Reject	3
Heartbeat (client-sent)	sent internally by the Handler	10011	Heartbeat	0
Session Logout Notification	OnixS::Eurex::DropCopy::SessionListener::onForcedLogoutNotification	10012	Logout	5
Heartbeat Notification (server-sent)	OnixS::Eurex::DropCopy::HeartbeatNotification	10023	Heartbeat	0
Session List Notification	OnixS::Eurex::DropCopy::SessionListNotification	10036	SessionDetailsListResponse	U6
Partition List Notification	OnixS::Eurex::DropCopy::PartitionListNotification	10037	PartitionListReport	U10

Order Handling

EDCI Message	Handler's Message	Template ID (28500)	FIX Message	MsgType (35)
Extended Order Information	OnixS::Eurex::DropCopy::OrderExecReportBroadcast	10901	ExecutionReport	8
Order (Mass) Cancellation Notification	OnixS::Eurex::DropCopy::DeleteOrderBroadcast	10902	OrderMassActionReport	BZ
Trading Session Event	OnixS::Eurex::DropCopy::SessionStatusBroadcast	10903	TradingSessionStatus	h