Key facts
- Manuals
- 1
- Languages
- ZH
- Last added
- 2026-09-29
Featured 上海证券交易所 manuals
Shanghai Stock Exchange LDDS System Stock Options Market Data Interface Manual
The document provides developers and data vendors with detailed instructions on how to receive stock options market data from the Shanghai Stock Exchange LDDS system. It defines the static and real‑time data files, their formats, and the messaging protocol used for delivery.
Key sections cover system access requirements, data definitions (including file names and update schedules), message specifications, and the FAST compression protocol. The specification also explains the market‑status field and how to interpret the various tag values in the data stream. This manual is written in Chinese.
Covers: Document Change Log · Introduction · System Access · Data Definition · Message Description · FAST Protocol
Latest 上海证券交易所 manuals
Shanghai Stock Exchange LDDS System Stock Options Market Data Interface Manual
Application Note 10 pages · 207 KB · ZHThis manual describes the data format and access method for stock options market data in the Shanghai Stock Exchange LDDS system.
Which document do I need?
Application Note
How to use the product for one specific task, with worked examples.
Questions answered in 上海证券交易所 manuals
How often is real‑time option market data refreshed?
During the call‑auction period the data is refreshed every 15 seconds, and during continuous trading it is refreshed twice per second.
From: Shanghai Stock Exchange LDDS System Stock Options Market Data Interface Manual
What is the name of the real‑time option data file?
The real‑time option data is provided in the file named mktdt03.txt.
From: Shanghai Stock Exchange LDDS System Stock Options Market Data Interface Manual