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	biz.onixs.eurex.eti.handler.message.UserLoginRequest	UserRequest
User Logon Response	biz.onixs.eurex.eti.handler.message.UserLoginResponse	UserResponse
User Logout	biz.onixs.eurex.eti.handler.message.UserLogoutRequest	UserRequest
User Logout Response	biz.onixs.eurex.eti.handler.message.UserLogoutResponse	UserResponse
Subscribe	biz.onixs.eurex.eti.handler.message.SubscribeRequest	ApplicationMessageRequest
Subscribe Response	biz.onixs.eurex.eti.handler.message.SubscribeResponse	ApplicationMessageRequestAck
Unsubscribe	biz.onixs.eurex.eti.handler.message.UnsubscribeRequest	ApplicationMessageRequest
Unsubscribe Response	biz.onixs.eurex.eti.handler.message.UnsubscribeResponse	ApplicationMessageRequestAck
Retransmit	biz.onixs.eurex.eti.handler.message.RetransmitRequest	ApplicationMessageRequest
Retransmit Response	biz.onixs.eurex.eti.handler.message.RetransmitResponse	ApplicationMessageRequestAck
Retransmit (Order/Quote Event)	biz.onixs.eurex.eti.handler.message.RetransmitMEMessageRequest	ApplicationMessageRequest
Retransmit Response (Order/Quote Event)	biz.onixs.eurex.eti.handler.message.RetransmitMEMessageResponse	ApplicationMessageRequestAck
Reject	biz.onixs.eurex.eti.handler.message.Reject	Reject
Session List Inquire	biz.onixs.eurex.eti.handler.message.InquireSessionListRequest	SessionDetailsListRequest
Session List Inquire Response	biz.onixs.eurex.eti.handler.message.InquireSessionListResponse	SessionDetailsListResponse
Trade Enrichment List Inquire	biz.onixs.eurex.eti.handler.message.InquireEnrichmentRuleIdListRequest	TradeEnrichmentListRequest
Trade Enrichment List Response	biz.onixs.eurex.eti.handler.message.InquireEnrichmentRuleIdListResponse	TradeEnrichmentListReport
User List Inquire	biz.onixs.eurex.eti.handler.message.InquireUserRequest	PartyDetailListRequest
User List Inquire Response	biz.onixs.eurex.eti.handler.message.InquireUserResponse	PartyDetailListReport

Strategy Creation

ETI Message	Handler's Message	FIX Message
Create Strategy	biz.onixs.eurex.eti.handler.message.AddComplexInstrumentRequest	SecurityDefinitionRequest
Create Strategy Response	biz.onixs.eurex.eti.handler.message.AddComplexInstrumentResponse	SecurityDefinition

Order Handling

ETI Message	Handler's Message	FIX Message
New Order Single or Multi Leg	biz.onixs.eurex.eti.handler.message.NewOrderRequest	NewOrderSingle
New Order Single or Multi Leg (short layout)	biz.onixs.eurex.eti.handler.message.NewOrderShortRequest	NewOrderSingle
New Order Response (Standard Order)	biz.onixs.eurex.eti.handler.message.NewOrderResponse	ExecutionReport
New Order Response (Lean Order)	biz.onixs.eurex.eti.handler.message.NewOrderNRResponse	ExecutionReport
Immediate Execution Response	biz.onixs.eurex.eti.handler.message.OrderExecResponse	ExecutionReport
Book Order Execution	biz.onixs.eurex.eti.handler.message.OrderExecNotification	ExecutionReport
Replace Order Single or Multi Leg	biz.onixs.eurex.eti.handler.message.ModifyOrderRequest	OrderCancelReplaceRequest
Replace Order Single or Multi Leg (short layout)	biz.onixs.eurex.eti.handler.message.ModifyOrderShortRequest	OrderCancelReplaceRequest
Replace Order Response (Standard Order)	biz.onixs.eurex.eti.handler.message.ModifyOrderResponse	ExecutionReport
Replace Order Response (Lean Order)	biz.onixs.eurex.eti.handler.message.ModifyOrderNRResponse	ExecutionReport
Cancel Order Single or Multi Leg	biz.onixs.eurex.eti.handler.message.DeleteOrderRequest	OrderCancelRequest
Cancel Order Response (Standard Order)	biz.onixs.eurex.eti.handler.message.DeleteOrderResponse	ExecutionReport
Cancel Order Response (Lean Order)	biz.onixs.eurex.eti.handler.message.DeleteOrderNRResponse	ExecutionReport
Cancel Order Notification	biz.onixs.eurex.eti.handler.message.DeleteOrderBroadcast	ExecutionReport
Order Mass Cancellation Request	biz.onixs.eurex.eti.handler.message.DeleteAllOrderRequest	OrderMassActionRequest
Order Mass Cancellation Response	biz.onixs.eurex.eti.handler.message.DeleteAllOrderResponse	OrderMassActionReport
Order Mass Cancellation Response No Hits	biz.onixs.eurex.eti.handler.message.DeleteAllOrderNRResponse	OrderMassActionReport
Order Mass Cancellation Notification	biz.onixs.eurex.eti.handler.message.DeleteAllOrderBroadcast	OrderMassActionReport
Extended Order Information	biz.onixs.eurex.eti.handler.message.OrderExecReportBroadcast	ExecutionReport

Quote and Cross Request

ETI Message	Handler's Message	FIX Message
Quote Request	biz.onixs.eurex.eti.handler.message.RFQRequest	QuoteRequest
Quote Request Response	biz.onixs.eurex.eti.handler.message.RFQResponse	RequestAcknowledge
Cross Request	biz.onixs.eurex.eti.handler.message.CrossRequest	CrossRequest
Cross Request Response	biz.onixs.eurex.eti.handler.message.CrossRequestResponse	RequestAcknowledge

Quote Handling

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

TES Trading

ETI Message	Handler's Message	FIX Message
TES Broadcast	biz.onixs.eurex.eti.handler.message.TESBroadcast	TradeCaptureReport
Delete TES Trade Broadcast	biz.onixs.eurex.eti.handler.message.TESDeleteBroadcast	TradeCaptureReport
Approve TES Trade Broadcast	biz.onixs.eurex.eti.handler.message.TESApproveBroadcast	TradeCaptureReport
TES Execution Broadcast	biz.onixs.eurex.eti.handler.message.TESExecutionBroadcast	TradeCaptureReport
TES Response	biz.onixs.eurex.eti.handler.message.TESResponse	TradeCaptureReportAck
TES Trade Broadcast	biz.onixs.eurex.eti.handler.message.TESTradeBroadcast	TradeCaptureReport
TES Trade Upload Broadcast	biz.onixs.eurex.eti.handler.message.TESUploadBroadcast	TradeCaptureReport
TES Status Broadcast	biz.onixs.eurex.eti.handler.message.TESTradingSessionStatusBroadcast	TradeCaptureReport

Other

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