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Initial Configuration

Time and Time Zone

Set the machine that hosts the Eurex Gateway to run in CET (GMT+01:00) Frankfurt Time zone and time. You must turn-on the Automatically adjust clock for daylight saving changes setting. For procedures on setting the time and time zone on your Windows server, refer to the TT Gateway Architecture SAM Version 7.X.

Member, Group, and Trader ID Format

Each TTORD trader must be mapped to a direct trader’s account. If a TTORD trader submits a trade with a different account, the Eurex Gateway rejects the transaction. When mapping proxy traders to a direct exchange trader’s account, you must use the following conventions:

  • Member: a five-digit variable defined by the exchange.
  • Group: a three-digit variable defined by the exchange.
  • Trader: a three-digit variable defined by the exchange.

Order and Site Order Keys

Order Keys and Site Order Keys (sometimes referred as the TT Order Key) are different keys used by the TT Gateway for different purposes. When sending orders to the exchange, the Eurex Gateway concatenates both keys and inserts the composite key into the same FFT field.

Eurex Gateways use the following default Site Order Key (SOK) range: 030000-03ZZZZ. For details on configuring the Site Order Key range, refer to the TT Gateways Architecture SAM Version 7.X.

Membership Types

When configuring the Price Server on the Eurex Gateway, users must consider the following membership types:

  • Non-US Memberships: To support subscribing to all Eurex products, non-US based members must split product subscriptions between two separate Eurex Gateways that are not a part of a failover pair:
    • One Eurex Gateway subscribed to Equity Options only
    • One Eurex Gateway subscribed to all other Eurex Products
  • US-based Memberships: Can only trade CFTC-approved products.

Due to these considerations, network configurations and product subscriptions differ based on each membership type.

For a description of the proper network configuration, refer to .

Exchange Architecture Throttle

To protect the exchange from an Enhanced Trading Interface (ETI) network failure due to excessive messaging volume, Eurex supports an Exchange Architecture Throttle to manage the amount of messages (e.g., order submissions, change order requests, initial product download requests, etc.) received by low-frequency (LF) and high-frequency (HF) ETI sessions.

The maximum transaction rate for a single ETI HF session is 150 transactions per second (TPS). For ETI LF and HF light sessions, the limit is 50 TPS. When the number of transactions exceeds the limit, the exchange rejects all subsequent non-order-related messages (e.g., order inquiries on start-up) until the rate falls below the exchange limit (no queueing), and sends a message to the X_TRADER® Audit Trail and the Order Server log:

Example Throttle reject message in Order Server logfile

24.06.2010 13:38:56.354 | EUREX-VOrderServer/PROD | 1704 | INFO | 10082200 | Order | Rejected: Rejected by throttle. | sts:8207 D B O Normal OS 10 Eurex-V FUT FSTX 0311 0.0 2428.0 L X: 0 W: 10 username TTGXVTST001 A1 GTD 00:00:00.000 No. 9173150805643 sndr 172.17.17.182 exchange_order_id 392355957 sok: 0900PN052

If the TPS rate exceeds three-times the exchange rate (e.g., 3 x 150), the exchange will disconnect the session.

Note

The exchange can change the value of the throttle at any time. The setting is at their discretion. Refer to the Eurex exchange http://www.eurexchange.com/index.htmlwebsite for the latest information regarding the throttle limit.