Shenzhen Stock Exchange New Generation Trading System Interface Specification Development Guide

About this manual

The Development Guide describes the interface specifications of the Shenzhen Stock Exchange's New Generation Trading System, offering developers comprehensive details on system architecture, message formats, session handling, and file exchange. It is intended for market participants and their IT suppliers when upgrading or building technical systems.

The document is organized into sections covering system architecture, interface structure, comparison with the previous version, detailed STEP and BINARY message examples, session rules, and related reference documents. It also includes practical examples of order processing, quotation handling, and market data channels. This manual is written in Chinese.

What's inside

• Preface
• System Architecture
• Interface Specification Structure
• Comparison with Previous Version
• New Interface Specification Details
• STEP Message Examples
• Binary Message Examples
• Session Management
• Related Documents

Specifications

Frequently asked questions

What is the maximum length for SenderCompID?

SenderCompID must not exceed 20 characters.

Which ports are used for real‑time and resend sessions of the market data gateway?

The real‑time port defaults to 9129 and the resend port defaults to 9130.

How should DefaultCstmApplVerID be formatted?

It follows the format “STEP version _ market code _ internal version”.

What is the purpose of the file gateway FxClient?

FxClient handles file exchange; the trading system sends files and participants submit files through it.