They have 2 different electronic connections based on your latency/throughput requirements. One is more expensive than the other (http://www.eurexchange.com/exchange-en/technology/connecting...). If I remember correctly, the HFT version also requires more onerous legal hurdles as well.
Personally, I view this as a good thing. Why wouldn't we want segmentation in exchange technology?
All exchanges are obliged to contribute to the SIP, which offers a market-wide view of quotes (prices) and historical trades. However, because the SIP must aggregate data feeds from all exchanges and then republish this information, it's possible to "predict the future" if you subscribe to the direct exchanges feeds (which are more-or-less what they send to the SIP) and avoid the added latency of a hop via the SIP's aggregator and redistribution.
These direct exchange feeds are expensive, and getting more so (ie. NYSE UltraBook is $11,000/month for the data, plus port fees, plus connectivity). The argument is that this segments the customers such that unfair advantage is available to those who can afford to subscribe to the direct feeds.
More recently (last two? years) it's been possible to get a microwave transmission of the data, rather than fiber, which is both lower-latency and more expensive again.
Dark pools OTOH tend to have all sorts of gimmicks with respect to whose orders are allowed to match against other orders and under what circumstances. E.g. if I connect to a bank-run dark pool, I may be able to opt out of matching against principal flow from any of the bank's prop desks. The matching rules should be described in a dark pool's "form ATS" which some dark pools publish (and some don't).