OnixS C++ Eurex ETI Handler  7.1.0
API documentation
Programming Guide

Introduction

OnixS Eurex T7 ETI Trading Handler is a C++ library that provides an access to the Eurex T7 Enhanced Trading Interface (Eurex ETI) service. The Eurex ETI is a system that provides the necessary functionality to effectively trade and post markets with Eurex trading systems and provides users with the basic information suitable for formulating trading decisions. The Eurex ETI API allows third parties to develop their own applications that use the Eurex system.

Below are the key features of the Eurex ETI Trading 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 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
  • 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, with a common API style for multi-venue implementations.
  • 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.

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 Trading Interface Manual" document before reading this Guide to get familiar with core aspects of Eurex ETI 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.
Eurex T7 ETI Trading Handler supports Enhanced Trading Interface Derivatives Message Reference Release 7.0.

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