Skip to content

hft-exchange-knowledge

View on GitHub Homepage

Information

Property Value
Language Python
Stars 0
Forks 0
Watchers 0
Open Issues 1
License Other
Created 2026-02-09
Last Updated 2026-05-19
Last Push 2026-04-19
Contributors 1
Default Branch master
Visibility private

Datasets

This repository includes 24 dataset(s):

Dataset Format Size

| e2-additions-inventory.json | .json | 68.05 KB |

| e3-conformance.json | .json | 3.13 KB |

| e4-placement.json | .json | 6.18 KB |

| e5-source-policy.json | .json | 25.13 KB |

| e6-consistency.json | .json | 23.87 KB |

| e7-integration.json | .json | 2.94 KB |

| e7-pre-circulars.json | .json | 23.87 KB |

| e7-pre-crossrefs.json | .json | 7.47 KB |

| e7-pre-facts.json | .json | 20.49 KB |

| e7-pre-glossary.json | .json | 0.2 KB |

| e7-pre-links.json | .json | 67.96 KB |

| e8-added-prose-by-page.json | .json | 13.01 KB |

| e8-formulaic.json | .json | 8.34 KB |

| e9-aggregated-issues.json | .json | 21.37 KB |

| p2-formulaic-baseline.json | .json | 8.34 KB |

| facts_result.json | .json | 20.51 KB |

| links_result.json | .json | 192.25 KB |

| content-review-inventory.2026-04-14T07-21-52Z.json | .json | 81.73 KB |

| content-review-inventory.2026-04-14T07-21-59Z.json | .json | 81.73 KB |

| content-review-inventory.2026-04-14T10-19-15Z.json | .json | 51.84 KB |

| content-review-inventory.2026-04-14T10-20-30Z.json | .json | 42.32 KB |

| content-review-inventory.2026-04-14T10-21-34Z.json | .json | 42.32 KB |

| content-review-inventory.2026-04-14T10-21-43Z.json | .json | 21.19 KB |

| content-review-inventory.2026-04-14T10-23-41Z.json | .json | 27.43 KB |

Reproducibility

This repository includes reproducibility tools:

  • Python requirements.txt

Status

  • Issues: Enabled
  • Wiki: Enabled
  • Pages: Enabled

README

layout: default title: Home nav_order: 0 permalink: /

Deutsche Boerse HFT Exchange Knowledge Base

A comprehensive, open-source tutorial and reference for Deutsche Boerse Group's trading technology -- covering T7 architecture, trading interfaces (ETI, FIX), market data feeds (EOBI, EMDI, MDI, RDI), co-location, latency, market models, risk controls, and regulatory framework.

12 Chapters
89 Glossary Terms
6 Architecture Diagrams
4 Appendices
Start Learning
Begin with the Deutsche Boerse Group overview and work through 12 chapters sequentially.
Architecture Diagrams
Visual guides to T7 architecture, network topology, order flow, and market data distribution.
Quick Reference
Port numbers, URLs, contacts, thresholds, and cheat-sheet tables at a glance.
Glossary (89 Terms)
Definitions covering T7, ETI, EOBI, market models, risk controls, and regulatory concepts.

Who Is This For?

  • Quantitative traders evaluating Deutsche Boerse as a trading venue
  • Trading system developers building connectivity to Xetra or Eurex
  • Fintech professionals seeking to understand European exchange infrastructure
  • Students and researchers studying market microstructure

Source Policy

All content is sourced exclusively from publicly available Deutsche Boerse Group websites:

No proprietary, non-public, or third-party information is included.

Note on "HTP"

This tutorial covers what is commonly referred to as "high-throughput" trading at Deutsche Boerse. There is no specific protocol called "HTP" in Deutsche Boerse's documentation. The actual high-throughput trading stack consists of:

  • ETI (Enhanced Trading Interface) -- native binary protocol for low-latency order entry
  • EOBI (Enhanced Order Book Interface) -- lowest-latency full-depth market data feed
  • EMDI (Enhanced Market Data Interface) -- aggregated depth-of-book market data

These interfaces are covered comprehensively in Chapters 4, 5, and 8.

License

This work is licensed under Creative Commons Attribution-ShareAlike 4.0 International (CC BY-SA 4.0). See LICENSE for details.

Contributing

See CONTRIBUTING.md for guidelines. All contributions must cite official Deutsche Boerse Group sources.