OnixS Eurex ETI Handler C++ library  9.10.1
API documentation
Message Identification

FIX Semantics

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

Unfortunately, ETI and FIX messages have different names. To identify name of ETI message please see tables below.

Session Layer

ETI Message Handler's Message Template ID (28500) FIX Message MsgType (35)
User Logon OnixS::Eurex::Trading::UserLoginRequest 10018 UserRequest BE
User Logon Response OnixS::Eurex::Trading::UserLoginResponse 10019 UserResponse BF
User Logout OnixS::Eurex::Trading::UserLogoutRequest 10029 UserRequest BE
User Logout Response OnixS::Eurex::Trading::UserLogoutResponse 10024 UserResponse BF
Subscribe OnixS::Eurex::Trading::SubscribeRequest 10025 ApplicationMessageRequest BW
Subscribe Response OnixS::Eurex::Trading::SubscribeResponse 10005 ApplicationMessageRequestAck BX
Unsubscribe OnixS::Eurex::Trading::UnsubscribeRequest 10006 ApplicationMessageRequest BW
Unsubscribe Response OnixS::Eurex::Trading::UnsubscribeResponse 10007 ApplicationMessageRequestAck BX
Retransmit OnixS::Eurex::Trading::RetransmitRequest 10008 ApplicationMessageRequest BW
Retransmit Response OnixS::Eurex::Trading::RetransmitResponse 10009 ApplicationMessageRequestAck BX
Retransmit (Order/Quote Event) OnixS::Eurex::Trading::RetransmitMEMessageRequest 10026 ApplicationMessageRequest BW
Retransmit Response (Order/Quote Event) OnixS::Eurex::Trading::RetransmitMEMessageResponse 10027 ApplicationMessageRequestAck BX
Reject OnixS::Eurex::Trading::Reject 10010 Reject 3
Session List Inquire OnixS::Eurex::Trading::InquireSessionListRequest 10035 SessionDetailsListRequest U5
Session List Inquire Response OnixS::Eurex::Trading::InquireSessionListResponse 10036 SessionDetailsListResponse U6
Trade Enrichment List Inquire OnixS::Eurex::Trading::InquireEnrichmentRuleIdListRequest 10040 TradeEnrichmentListRequest U7
Trade Enrichment List Response OnixS::Eurex::Trading::InquireEnrichmentRuleIdListResponse 10041 TradeEnrichmentListReport U9
User List Inquire OnixS::Eurex::Trading::InquireUserRequest 10038 PartyDetailListRequest CF
User List Inquire Response OnixS::Eurex::Trading::InquireUserResponse 10039 PartyDetailListReport CG

Strategy Creation

ETI Message Handler's Message Template ID (28500) FIX Message MsgType (35)
Create Strategy OnixS::Eurex::Trading::AddComplexInstrumentRequest 10301 SecurityDefinitionRequest c
Create Strategy Response OnixS::Eurex::Trading::AddComplexInstrumentResponse 10302 SecurityDefinition d

Order Handling

ETI Message Handler's Message Template ID (28500) FIX Message MsgType (35)
New Order Single OnixS::Eurex::Trading::NewOrderSingleRequest 10100 NewOrderSingle D
New Order Single (short layout) OnixS::Eurex::Trading::NewOrderSingleShortRequest 10125 NewOrderSingle D
New Order Multi Leg OnixS::Eurex::Trading::NewOrderComplexRequest 10113 NewOrderMultileg AB
New Order Response (Standard Order) OnixS::Eurex::Trading::NewOrderResponse 10101 ExecutionReport 8
New Order Response (Lean Order) OnixS::Eurex::Trading::NewOrderNRResponse 10102 ExecutionReport 8
Immediate Execution Response OnixS::Eurex::Trading::OrderExecResponse 10103 ExecutionReport 8
Book Order Execution OnixS::Eurex::Trading::OrderExecNotification 10104 ExecutionReport 8
Replace Order Single OnixS::Eurex::Trading::ModifyOrderSingleRequest 10106 OrderCancelReplaceRequest G
Replace Order Single (short layout) OnixS::Eurex::Trading::ModifyOrderSingleShortRequest 10126 OrderCancelReplaceRequest G
Replace Order Multi Leg OnixS::Eurex::Trading::ModifyOrderComplexRequest 10114 MultilegOrderCancelReplace AC
Replace Order Response (Standard Order) OnixS::Eurex::Trading::ModifyOrderResponse 10107 ExecutionReport 8
Replace Order Response (Lean Order) OnixS::Eurex::Trading::ModifyOrderNRResponse 10108 ExecutionReport 8
Cancel Order Single OnixS::Eurex::Trading::DeleteOrderSingleRequest 10109 OrderCancelRequest F
Cancel Order Multi Leg OnixS::Eurex::Trading::DeleteOrderComplexRequest 10123 OrderCancelRequest F
Cancel Order Response (Standard Order) OnixS::Eurex::Trading::DeleteOrderResponse 10110 ExecutionReport 8
Cancel Order Response (Lean Order) OnixS::Eurex::Trading::DeleteOrderNRResponse 10111 ExecutionReport 8
Cancel Order Notification OnixS::Eurex::Trading::DeleteOrderBroadcast 10112 ExecutionReport 8
Order Mass Cancellation Request OnixS::Eurex::Trading::DeleteAllOrderRequest 10120 OrderMassActionRequest CA
Order Mass Cancellation Response OnixS::Eurex::Trading::DeleteAllOrderResponse 10121 OrderMassActionReport BZ
Order Mass Cancellation Response No Hits OnixS::Eurex::Trading::DeleteAllOrderNRResponse 10124 OrderMassActionReport BZ
Order Mass Cancellation Notification OnixS::Eurex::Trading::DeleteAllOrderBroadcast 10122 OrderMassActionReport BZ
Extended Order Information OnixS::Eurex::Trading::OrderExecReportBroadcast 10117 ExecutionReport 8

Quote and Cross Request

ETI Message Handler's Message Template ID (28500) FIX Message MsgType (35)
Quote Request OnixS::Eurex::Trading::RFQRequest 10401 QuoteRequest R
Quote Request Response OnixS::Eurex::Trading::RFQResponse 10402 RequestAcknowledge U1
Cross Request OnixS::Eurex::Trading::CrossRequest 10118 CrossRequest U16
Cross Request Response OnixS::Eurex::Trading::CrossRequestResponse 10119 RequestAcknowledge U1

Quote Handling

ETI Message Handler's Message Template ID (28500) FIX Message MsgType (35)
Mass Quote OnixS::Eurex::Trading::MassQuoteRequest 10405 MassQuote i
Mass Quote Response OnixS::Eurex::Trading::MassQuoteResponse 10406 MassQuoteAcknowledgement b
Quote Execution Notification OnixS::Eurex::Trading::QuoteExecutionReport 10407 QuoteExecutionReport U8
Quote Mass Cancellation Request OnixS::Eurex::Trading::DeleteAllQuoteRequest 10408 OrderMassActionRequest CA
Quote Mass Cancellation Response OnixS::Eurex::Trading::DeleteAllQuoteResponse 10409 OrderMassActionReport BZ
Quote Mass Cancellation Notification OnixS::Eurex::Trading::DeleteAllQuoteBroadcast 10410 OrderMassActionReport BZ
Quote Activation Request OnixS::Eurex::Trading::QuoteActivationRequest 10403 OrderMassActionRequest CA
Quote Activation Response OnixS::Eurex::Trading::QuoteActivationResponse 10404 OrderMassActionReport BZ
Quote Activation Notification OnixS::Eurex::Trading::QuoteActivationNotification 10411 OrderMassActionReport BZ
Inquire Market Maker Parameters OnixS::Eurex::Trading::InquireMMParameterRequest 10305 MMParameterRequest U17
Inquire Market Maker Parameters Response OnixS::Eurex::Trading::InquireMMParameterResponse 10306 MMParameterResponse U18
Market Maker Parameter Definition OnixS::Eurex::Trading::MMParameterDefinitionRequest 10303 MMParameterDefinitionRequest U14
Market Maker Parameter Definition Response OnixS::Eurex::Trading::MMParameterDefinitionResponse 10304 RequestAcknowledge U1

TES Trading

ETI Message Handler's Message Template ID (28500) FIX Message MsgType (35)
TES Broadcast OnixS::Eurex::Trading::TESBroadcast 10604 TradeCaptureReport AE
Delete TES Trade Broadcast OnixS::Eurex::Trading::TESDeleteBroadcast 10606 TradeCaptureReport AE
Approve TES Trade Broadcast OnixS::Eurex::Trading::TESApproveBroadcast 10607 TradeCaptureReport AE
TES Execution Broadcast OnixS::Eurex::Trading::TESExecutionBroadcast 10610 TradeCaptureReport AE
TES Response OnixS::Eurex::Trading::TESResponse 10611 TradeCaptureReportAck AR
TES Trade Broadcast OnixS::Eurex::Trading::TESTradeBroadcast 10614 TradeCaptureReport AE
TES Trade Upload Broadcast OnixS::Eurex::Trading::TESUploadBroadcast 10613 TradeCaptureReport AE
TES Status Broadcast OnixS::Eurex::Trading::TESTradingSessionStatusBroadcast 10615 TradeCaptureReport AE

Other

ETI Message Handler's Message Template ID (28500) FIX Message MsgType (35)
Trade Notification OnixS::Eurex::Trading::TradeBroadcast 10500 TradeCaptureReport AE
Trade Notification Status OnixS::Eurex::Trading::TMTradingSessionStatusBroadcast 10501 TradingSessionStatus h
Service Availability OnixS::Eurex::Trading::ServiceAvailabilityBroadcast 10030 UserNotification CB
News OnixS::Eurex::Trading::NewsBroadcast 10031 News B
Entitlement Notification OnixS::Eurex::Trading::PartyEntitlementsUpdateReport 10034 PartyEntitlementsUpdateReport CZ
Risk Notification OnixS::Eurex::Trading::RiskNotificationBroadcast 10033 PartyRiskLimitsUpdateReport CR
Trading Session Event OnixS::Eurex::Trading::TradingSessionStatusBroadcast 10307 TradingSessionStatus h
Mass Cancellation Event OnixS::Eurex::Trading::DeleteAllOrderQuoteEventBroadcast 10308 OrderMassActionReport BZ
Gap Fill OnixS::Eurex::Trading::BroadcastErrorNotification 10032 ApplicationMessageReport BY
Legal Notification OnixS::Eurex::Trading::LegalNotificationBroadcast 10037 UserNotification CB