The EurexPF gateway conforms to the Eurex New Socket Datafeed, which transmits prices for the existing order book depth in a real-time, non-netted price feed. Eurex’ previous feed sent prices in a pulsed format. The new real-time continuous data stream provides a significantly faster price delivery that can yield a speed advantage for traders, Trading Technologies (TT) claims.
The new EurexPF gateway supports all futures and options products available via Eurex’ non-netted data feed. These products include interest rate futures and options, equity index futures and options, and single stock futures.
The EurexPF gateway can connect to TT’s X_Trader order-entry software. It can also connect through TT’s X_Trader API and FIX Adapter to third-party, proprietary and black-box trading applications.
