Eurex trading interface
Eurex Trading Interface* connects the QUIK broker system to futures and options trading at Eurex (European Exchange).
- Access to reference data of the Eurex RDI (Reference Data Interface),
- Transmission of Level I and Level II quotes, ‘Time and Sales’ data of the Eurex EMDI (Enhanced Market Data Interface),
- Forwarding/cancellation of orders and transmission of information on trades.
Connection to the Eurex trading system is established both for market data and transactions:
- Data connection is made via the UDP multicast network protocol and allows transmitting data from Eurex RDI and Eurex EMDI to QUIK in FIX/FAST messages.
- Transaction connection is used to send/cancel orders and transmit transaction data. The connection is established through TCP and FIX network protocols.
Types of supported orders
- MARKET — immediately, at the best price,
- LIMIT — when the price is available,
- Closing auction only — orders can be submitted throughout the day but they are activated only at the closing auction,
- Good-till-date (GTD) — orders with a specified expiration date,
- Good-till-canceled (GTC) — orders valid until they are cancelled,
- Immediate or Cancel (IOC) — orders with a condition ‘cancel the rest’,
- Book or Cancel — a ‘passive’ order which goes to the Level2Quotes table only if it is not executed immediately (fully or partly),
- Persistent — an order that ‘survives’ exchange failures; it is saved on a hard disk of the trading system and restored after a failure,
- Non-Persistent — an order that ‘does not survive’ exchange failures; in case of an exchange failure the order is cancelled.
Hardware and Software Requirements
Processor Intel Xeon Gold 5118 or better,
2 GB RAM,
20 GB available hard disk space.
OS Windows Server 2008/2012/2016 (x64).
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