OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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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 MessageHandler's MessageTemplate ID (28500)FIX MessageMsgType (35)
User LogonOnixS::Eurex::Trading::UserLoginRequest10018UserRequestBE
User Logon ResponseOnixS::Eurex::Trading::UserLoginResponse10019UserResponseBF
User LogoutOnixS::Eurex::Trading::UserLogoutRequest10029UserRequestBE
User Logout ResponseOnixS::Eurex::Trading::UserLogoutResponse10024UserResponseBF
SubscribeOnixS::Eurex::Trading::SubscribeRequest10025ApplicationMessageRequestBW
Subscribe ResponseOnixS::Eurex::Trading::SubscribeResponse10005ApplicationMessageRequestAckBX
UnsubscribeOnixS::Eurex::Trading::UnsubscribeRequest10006ApplicationMessageRequestBW
Unsubscribe ResponseOnixS::Eurex::Trading::UnsubscribeResponse10007ApplicationMessageRequestAckBX
RetransmitOnixS::Eurex::Trading::RetransmitRequest10008ApplicationMessageRequestBW
Retransmit ResponseOnixS::Eurex::Trading::RetransmitResponse10009ApplicationMessageRequestAckBX
Retransmit (Order/Quote Event)OnixS::Eurex::Trading::RetransmitMEMessageRequest10026ApplicationMessageRequestBW
Retransmit Response (Order/Quote Event)OnixS::Eurex::Trading::RetransmitMEMessageResponse10027ApplicationMessageRequestAckBX
RejectOnixS::Eurex::Trading::Reject10010Reject3
Session List InquireOnixS::Eurex::Trading::InquireSessionListRequest10035SessionDetailsListRequestU5
Session List Inquire ResponseOnixS::Eurex::Trading::InquireSessionListResponse10036SessionDetailsListResponseU6
Trade Enrichment List InquireOnixS::Eurex::Trading::InquireEnrichmentRuleIdListRequest10040TradeEnrichmentListRequestU7
Trade Enrichment List ResponseOnixS::Eurex::Trading::InquireEnrichmentRuleIdListResponse10041TradeEnrichmentListReportU9
User List InquireOnixS::Eurex::Trading::InquireUserRequest10038PartyDetailListRequestCF
User List Inquire ResponseOnixS::Eurex::Trading::InquireUserResponse10039PartyDetailListReportCG

Strategy Creation

ETI MessageHandler's MessageTemplate ID (28500)FIX MessageMsgType (35)
Create StrategyOnixS::Eurex::Trading::AddComplexInstrumentRequest10301SecurityDefinitionRequestc
Create Strategy ResponseOnixS::Eurex::Trading::AddComplexInstrumentResponse10302SecurityDefinitiond

Order Handling

ETI MessageHandler's MessageTemplate ID (28500)FIX MessageMsgType (35)
New Order SingleOnixS::Eurex::Trading::NewOrderSingleRequest10100NewOrderSingleD
New Order Single (short layout)OnixS::Eurex::Trading::NewOrderSingleShortRequest10125NewOrderSingleD
New Order Multi LegOnixS::Eurex::Trading::NewOrderComplexRequest10113NewOrderMultilegAB
New Order Response (Standard Order)OnixS::Eurex::Trading::NewOrderResponse10101ExecutionReport8
New Order Response (Lean Order)OnixS::Eurex::Trading::NewOrderNRResponse10102ExecutionReport8
Immediate Execution ResponseOnixS::Eurex::Trading::OrderExecResponse10103ExecutionReport8
Book Order ExecutionOnixS::Eurex::Trading::OrderExecNotification10104ExecutionReport8
Replace Order SingleOnixS::Eurex::Trading::ModifyOrderSingleRequest10106OrderCancelReplaceRequestG
Replace Order Single (short layout)OnixS::Eurex::Trading::ModifyOrderSingleShortRequest10126OrderCancelReplaceRequestG
Replace Order Multi LegOnixS::Eurex::Trading::ModifyOrderComplexRequest10114MultilegOrderCancelReplaceAC
Replace Order Response (Standard Order)OnixS::Eurex::Trading::ModifyOrderResponse10107ExecutionReport8
Replace Order Response (Lean Order)OnixS::Eurex::Trading::ModifyOrderNRResponse10108ExecutionReport8
Cancel Order SingleOnixS::Eurex::Trading::DeleteOrderSingleRequest10109OrderCancelRequestF
Cancel Order Multi LegOnixS::Eurex::Trading::DeleteOrderComplexRequest10123OrderCancelRequestF
Cancel Order Response (Standard Order)OnixS::Eurex::Trading::DeleteOrderResponse10110ExecutionReport8
Cancel Order Response (Lean Order)OnixS::Eurex::Trading::DeleteOrderNRResponse10111ExecutionReport8
Cancel Order NotificationOnixS::Eurex::Trading::DeleteOrderBroadcast10112ExecutionReport8
Order Mass Cancellation RequestOnixS::Eurex::Trading::DeleteAllOrderRequest10120OrderMassActionRequestCA
Order Mass Cancellation ResponseOnixS::Eurex::Trading::DeleteAllOrderResponse10121OrderMassActionReportBZ
Order Mass Cancellation Response No HitsOnixS::Eurex::Trading::DeleteAllOrderNRResponse10124OrderMassActionReportBZ
Order Mass Cancellation NotificationOnixS::Eurex::Trading::DeleteAllOrderBroadcast10122OrderMassActionReportBZ
Extended Order InformationOnixS::Eurex::Trading::OrderExecReportBroadcast10117ExecutionReport8

Quote and Cross Request

ETI MessageHandler's MessageTemplate ID (28500)FIX MessageMsgType (35)
Quote RequestOnixS::Eurex::Trading::RFQRequest10401QuoteRequestR
Quote Request ResponseOnixS::Eurex::Trading::RFQResponse10402RequestAcknowledgeU1
Cross RequestOnixS::Eurex::Trading::CrossRequest10118CrossRequestU16
Cross Request ResponseOnixS::Eurex::Trading::CrossRequestResponse10119RequestAcknowledgeU1

Quote Handling

ETI MessageHandler's MessageTemplate ID (28500)FIX MessageMsgType (35)
Mass QuoteOnixS::Eurex::Trading::MassQuoteRequest10405MassQuotei
Mass Quote ResponseOnixS::Eurex::Trading::MassQuoteResponse10406MassQuoteAcknowledgementb
Quote Execution NotificationOnixS::Eurex::Trading::QuoteExecutionReport10407QuoteExecutionReportU8
Quote Mass Cancellation RequestOnixS::Eurex::Trading::DeleteAllQuoteRequest10408OrderMassActionRequestCA
Quote Mass Cancellation ResponseOnixS::Eurex::Trading::DeleteAllQuoteResponse10409OrderMassActionReportBZ
Quote Mass Cancellation NotificationOnixS::Eurex::Trading::DeleteAllQuoteBroadcast10410OrderMassActionReportBZ
Quote Activation RequestOnixS::Eurex::Trading::QuoteActivationRequest10403OrderMassActionRequestCA
Quote Activation ResponseOnixS::Eurex::Trading::QuoteActivationResponse10404OrderMassActionReportBZ
Quote Activation NotificationOnixS::Eurex::Trading::QuoteActivationNotification10411OrderMassActionReportBZ
Inquire Market Maker ParametersOnixS::Eurex::Trading::InquireMMParameterRequest10305MMParameterRequestU17
Inquire Market Maker Parameters ResponseOnixS::Eurex::Trading::InquireMMParameterResponse10306MMParameterResponseU18
Market Maker Parameter DefinitionOnixS::Eurex::Trading::MMParameterDefinitionRequest10303MMParameterDefinitionRequestU14
Market Maker Parameter Definition ResponseOnixS::Eurex::Trading::MMParameterDefinitionResponse10304RequestAcknowledgeU1

TES Trading

ETI MessageHandler's MessageTemplate ID (28500)FIX MessageMsgType (35)
TES BroadcastOnixS::Eurex::Trading::TESBroadcast10604TradeCaptureReportAE
Delete TES Trade BroadcastOnixS::Eurex::Trading::TESDeleteBroadcast10606TradeCaptureReportAE
Approve TES Trade BroadcastOnixS::Eurex::Trading::TESApproveBroadcast10607TradeCaptureReportAE
TES Execution BroadcastOnixS::Eurex::Trading::TESExecutionBroadcast10610TradeCaptureReportAE
TES ResponseOnixS::Eurex::Trading::TESResponse10611TradeCaptureReportAckAR
TES Trade BroadcastOnixS::Eurex::Trading::TESTradeBroadcast10614TradeCaptureReportAE
TES Trade Upload BroadcastOnixS::Eurex::Trading::TESUploadBroadcast10613TradeCaptureReportAE
TES Status BroadcastOnixS::Eurex::Trading::TESTradingSessionStatusBroadcast10615TradeCaptureReportAE

Other

ETI MessageHandler's MessageTemplate ID (28500)FIX MessageMsgType (35)
Trade NotificationOnixS::Eurex::Trading::TradeBroadcast10500TradeCaptureReportAE
Trade Notification StatusOnixS::Eurex::Trading::TMTradingSessionStatusBroadcast10501TradingSessionStatush
Service AvailabilityOnixS::Eurex::Trading::ServiceAvailabilityBroadcast10030UserNotificationCB
NewsOnixS::Eurex::Trading::NewsBroadcast10031NewsB
Entitlement NotificationOnixS::Eurex::Trading::PartyEntitlementsUpdateReport10034PartyEntitlementsUpdateReportCZ
Risk NotificationOnixS::Eurex::Trading::RiskNotificationBroadcast10033PartyRiskLimitsUpdateReportCR
Trading Session EventOnixS::Eurex::Trading::TradingSessionStatusBroadcast10307TradingSessionStatush
Mass Cancellation EventOnixS::Eurex::Trading::DeleteAllOrderQuoteEventBroadcast10308OrderMassActionReportBZ
Gap FillOnixS::Eurex::Trading::BroadcastErrorNotification10032ApplicationMessageReportBY
Legal NotificationOnixS::Eurex::Trading::LegalNotificationBroadcast10037UserNotificationCB