Overview

Eurex Clearing FIXML Interface

The Eurex Clearing FIXML Interface provides Eurex Clearing Members with a highly flexible, standards compliant and cost-effective way to use Eurex Clearing services. Based on this interface, Members are allowed to choose and deploy their own operating systems and access interfaces.

Eurex Clearing FpML Interface

The Eurex Clearing FpML Interface provides EurexOTC Members with a highly flexible, standards compliant and cost-effective way to use EurexOTC Clear services. Based on this interface, Members are allowed to choose and deploy their own operating systems and access interfaces.

Eurex Clearing Margin Calculator Interface

The Eurex Clearing Margin Calculator Interface provides EurexOTC Members with a highly flexible, standards compliant and cost-effective way to use the EurexOTC Clear Margin Calculator service. Based on this interface, Members are allowed to choose and deploy their own operating systems and access interfaces.

AMQP

The Advanced Message Queuing Protocol (AMQP) constitutes the preferred transport layer for delivering messages. AMQP is an open standard with a specific focus on the financial services industry which can be used royalty free. Members can choose the platform and programming language for their client applications. More information is available at the AMQP homepage:

FIXML

Application layer messages on the Eurex Clearing FIXML Interface are based upon and compliant to the widely used FIX standard. FIXML is the XML vocabulary for creating Financial Information eXchange (FIX) protocol messages based on XML.

The Futures Industry Association (FIA)/Futures and Options Association (FOA) initiative for standardized post-trade processing has chosen FIX as the standard communication protocol. More information can be found here:

The specification of FIX 5.0 SP2 is provided here:

To learn more about supported FIX/FIXML messages, please refer to “Volume 1: Overview” and volumes 3-5 which are available for download in the public section of the Eurex Clearing website.

FpML

Application layer messages on the Eurex Clearing FpML Interface are based upon and compliant to the widely used FpML standard. FpML – Financial products Markup Language – is the industry standard for complex financial products which is based on XML.

The specification for FpML 5.0 is provided here:

To learn more about supported XML/FpML messages, please refer to “Volume 1: Overview” and “Volume 3: Trade Notification & Take-up Confirmation”, and “Volume 3-A: Post Trade Events” which is available for download in the Member Section of the Eurex Clearing website.