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Connecting to the Eurex Clearing Interface

Tasks

This topic provides the steps necessary to create a FIXML Account and SSL certificates required for connecting to the Eurex FIXML Clearing interface. FIXML messages are transported to/from the FIXML Listener service on the GMEX Gateway via AMQP (Advanced Message Queuing Protocol) over a secure connection. The FIXML Listener is also described in this topic. Refer to FIXML Listener.

The connection to the FIXML Clearing API interface is encrypted using the Secure Sockets Layer (SSL) protocol, so gateway and FIXML Clearing Interface server authentication with certificates is required. To enable this connection, complete the following tasks:

  1. Create a FIXML account ID. Refer to Creating a FIXML Account ID
  2. Generate a self-signed SSL certificate based on the FIXML account ID and export it to public and private key files. Refer to Creating SSL Certificates.
  3. Create your account and upload your public key to Eurex. Refer to Uploading Certificates.
  4. Verify that the FIXML public keys from Eurex have been installed in the correct location on the GMEX Gateway. Refer to Saving the Certificates on the GMEX Gateway.
  5. Save your private key in the same location as the Eurex public key on the GMEX Gateway. Refer to Saving the Certificates on the GMEX Gateway.
  6. Configure the FIXML Session on the GMEX Gateway. Refer to Configuring the FIXML Session.

Creating a FIXML Account ID

Before creating and uploading FIXML session certificates, you must log in to the Eurex Member https://member.eurexchange.com/irj/portalsection and create a FIXML Account ID. You will need this account ID when generating your self-signed certificate and configuring the gateway.

The following guidelines apply to all account IDs created for connecting to the Clearing Interface:

  • Account names (IDs) can be no more than 22 characters and only uppercase letters are allowed.
  • Characters 1 through 5 are the Member ID of the Eurex member.
  • Character 6 is always an underscore (_) separating the Member ID from the rest of the account name.
  • Characters 7 through 11 identify the vendor, service provider, or the member who developed the trading application. For TT, this value is TTGXV.
  • Characters 12 and 13 identify whether the application is a front, middle, or back office application. For TT, this value is FO (Front Office).
  • Character 14 identifies the trade adjustment processing. For TT, this value is B (Automated / Manual).
  • Character 15 identifies the give-up and take-up processing. For TT, this value is B (Automated / Manual).
  • Characters 16 through 22 identify the member's application name or a combination of application name and location. For TT, these characters are optional and may contain up to 7 alphanumeric characters (no special characters allowed). For a member running multiple GMEX Gateways, the application names must be different to differentiate account IDs and avoid using the same account IDs on different gateways.

Examples of valid FIXML Account IDs:

Example a TT account ID that connects to the exchange via the GMEX Gateway application.

TTGXV_TTGXVFOBBGW1

Example a customer account ID for member “ABCFR” that connects to the exchange via a GMEX Gateway.

ABCFR_TTGXVFOBBGW1

When creating a FIXML Account ID, refer to: http://www.eurexclearing.com/blob/846486/50ac9d9aa9a1a4727fec5349bd82357e/data/eurex_clearing_messaging_connectivity_A_v140.pdf

Follow the guidelines in Section 3.4, “Accounts”.

Eurex documents are available in the Eurex member section of the exchange’s website: https://member.eurexchange.com/irj/portal

FIXML Listener

The GMEX Gateway uses the FIXML Listener service to support the approval of trades as required by GMEX. This FIXML-based service provides a connection from the gateway to the Eurex FIXML Clearing API interface in the Eurex network for trade approval and clearing purposes.

FIXML messages are transported to/from the FIXML Listener via AMQP (Advanced Message Queuing Protocol) over a secure connection. The FIXML Listener connection to the FIXML Clearing API interface is encrypted using the Secure Sockets Layer (SSL) protocol, so gateway and FIXML server authentication with certificates is required.

Connection to the AMQP Broker is established through a standard TCP/IP socket; the AMQP broker is listening on a specific port for incoming connections. The FIXML connection requires the FIXML Listener to authenticate the server certificate of the Eurex AMQP broker before the SSL session can be established.

Configuring ttchron.ini: FIXML Listener

FIXML Listener service start and stop times are configured in the [win32-svc-<EXCHANGE_FLAVOR>FIXMLListener] section of ttchron.ini.

To change the schedule (if needed) for approving trades on the gateway, open <root drive>:ttconfigttchron.ini in a text editor (e.g., Notepad).

Example ttchron.ini section for the FIXML Listener service

[win32-svc-FIXMLListener]## TO DO: Configure the following as appropriate...schedule=MTWRF@6:00-17:00tags=GMEX

Starting FIXML Listener

The FIXML Listener goes active on start-up of the GMEX Gateway and connects to the FIXML Clearing API interface. Upon successful connection, the FIXML Listener connects to the AMQP broker.

The FIXML Listener is started as a service similar to other TT Gateway services (e.g., Order Server). The run times are controlled by enabing the service in thchron.ini. Refer to Configuring ttchron.ini: FIXML Listener.

At start-up, the FIXML Listener downloads Trade Capture reports for all Members (i.e., FIXML sessions) configured on the GMEX Gateway.

Note

In order to use the FIXML Listener, there must be at least one active FIXML session configured on the gateway.