OnixS Eurex ETI Handler C++ library 9.25.0
Users' manual and 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 Message Handler's Message FIX Message
User Logon UserLoginRequest UserRequest
User Logon Response UserLoginResponse UserResponse
User Logout UserLogoutRequest UserRequest
User Logout Response UserLogoutResponse UserResponse
Subscribe SubscribeRequest ApplicationMessageRequest
Subscribe Response SubscribeResponse ApplicationMessageRequestAck
Unsubscribe UnsubscribeRequest ApplicationMessageRequest
Unsubscribe Response UnsubscribeResponse ApplicationMessageRequestAck
Retransmit RetransmitRequest ApplicationMessageRequest
Retransmit Response RetransmitResponse ApplicationMessageRequestAck
Retransmit (Order/Quote Event) RetransmitMEMessageRequest ApplicationMessageRequest
Retransmit Response (Order/Quote Event) RetransmitMEMessageResponse ApplicationMessageRequestAck
Reject Reject Reject
Session List Inquire InquireSessionListRequest SessionDetailsListRequest
Session List Inquire Response InquireSessionListResponse SessionDetailsListResponse
Trade Enrichment List Inquire InquireEnrichmentRuleIdListRequest TradeEnrichmentListRequest
Trade Enrichment List Response InquireEnrichmentRuleIdListResponse TradeEnrichmentListReport
User List Inquire InquireUserRequest PartyDetailListRequest
User List Inquire Response InquireUserResponse PartyDetailListReport

Strategy Creation

ETI Message Handler's Message FIX Message
Create Strategy AddComplexInstrumentRequest SecurityDefinitionRequest
Create Strategy Response AddComplexInstrumentResponse SecurityDefinition

Order Handling

ETI Message Handler's Message FIX Message
New Order Single NewOrderSingleRequest NewOrderSingle
New Order Single (short layout) NewOrderSingleShortRequest NewOrderSingle
New Order Multi Leg NewOrderComplexRequest NewOrderMultileg
New Order Response (Standard Order) NewOrderResponse ExecutionReport
New Order Response (Lean Order) NewOrderNRResponse ExecutionReport
Immediate Execution Response OrderExecResponse ExecutionReport
Book Order Execution OrderExecNotification ExecutionReport
Replace Order Single ModifyOrderSingleRequest OrderCancelReplaceRequest
Replace Order Single (short layout) ModifyOrderSingleShortRequest OrderCancelReplaceRequest
Replace Order Multi Leg ModifyOrderComplexRequest MultilegOrderCancelReplace
Replace Order Response (Standard Order) ModifyOrderResponse ExecutionReport
Replace Order Response (Lean Order) ModifyOrderNRResponse ExecutionReport
Cancel Order Single DeleteOrderSingleRequest OrderCancelRequest
Cancel Order Multi Leg DeleteOrderComplexRequest OrderCancelRequest
Cancel Order Response (Standard Order) DeleteOrderResponse ExecutionReport
Cancel Order Response (Lean Order) DeleteOrderNRResponse ExecutionReport
Cancel Order Notification DeleteOrderBroadcast ExecutionReport
Order Mass Cancellation Request DeleteAllOrderRequest OrderMassActionRequest
Order Mass Cancellation Response DeleteAllOrderResponse OrderMassActionReport
Order Mass Cancellation Response No Hits DeleteAllOrderNRResponse OrderMassActionReport
Order Mass Cancellation Notification DeleteAllOrderBroadcast OrderMassActionReport
Extended Order Information OrderExecReportBroadcast ExecutionReport

Quote and Cross Request

ETI Message Handler's Message FIX Message
Quote Request RFQRequest QuoteRequest
Quote Request Response RFQResponse RequestAcknowledge
Cross Request CrossRequest CrossRequest
Cross Request Response CrossRequestResponse RequestAcknowledge

Quote Handling

ETI Message Handler's Message FIX Message
Mass Quote MassQuoteRequest MassQuote
Mass Quote Response MassQuoteResponse MassQuoteAcknowledgement
Quote Execution Notification QuoteExecutionReport QuoteExecutionReport
Quote Mass Cancellation Request DeleteAllQuoteRequest OrderMassActionRequest
Quote Mass Cancellation Response DeleteAllQuoteResponse OrderMassActionReport
Quote Mass Cancellation Notification DeleteAllQuoteBroadcast OrderMassActionReport
Quote Activation Request QuoteActivationRequest OrderMassActionRequest
Quote Activation Response QuoteActivationResponse OrderMassActionReport
Quote Activation Notification QuoteActivationNotification OrderMassActionReport
Inquire Market Maker Parameters InquireMMParameterRequest MMParameterRequest
Inquire Market Maker Parameters Response InquireMMParameterResponse MMParameterResponse
Market Maker Parameter Definition MMParameterDefinitionRequest MMParameterDefinitionRequest
Market Maker Parameter Definition Response MMParameterDefinitionResponse RequestAcknowledge

TES Trading

ETI Message Handler's Message FIX Message
TES Broadcast TESBroadcast TradeCaptureReport
Delete TES Trade Broadcast TESDeleteBroadcast TradeCaptureReport
Approve TES Trade Broadcast TESApproveBroadcast TradeCaptureReport
TES Execution Broadcast TESExecutionBroadcast TradeCaptureReport
TES Response TESResponse TradeCaptureReportAck
TES Trade Broadcast TESTradeBroadcast TradeCaptureReport
TES Trade Upload Broadcast TESUploadBroadcast TradeCaptureReport
TES Status Broadcast TESTradingSessionStatusBroadcast TradeCaptureReport

Other

ETI Message Handler's Message FIX Message
Trade Notification TradeBroadcast TradeCaptureReport
Trade Notification Status TMTradingSessionStatusBroadcast TradingSessionStatus
Service Availability ServiceAvailabilityBroadcast UserNotification
News NewsBroadcast News
Entitlement Notification PartyEntitlementsUpdateReport PartyEntitlementsUpdateReport
Risk Notification RiskNotificationBroadcast PartyRiskLimitsUpdateReport
Trading Session Event TradingSessionStatusBroadcast TradingSessionStatus
Mass Cancellation Event DeleteAllOrderQuoteEventBroadcast OrderMassActionReport
Gap Fill BroadcastErrorNotification ApplicationMessageReport
Legal Notification LegalNotificationBroadcast UserNotification