Shanghai Stock Exchange Trading Gateway STEP Interface Specification V1.121

About this manual

This document is a technical specification (Version 1.121) for the Shanghai Stock Exchange's Trading Gateway (TDGW). It defines the interaction mechanisms, message formats, definitions, and data content used for exchanging trading data between the TDGW and market participant systems via the STEP protocol.

The specification covers session management (login, logout, heartbeat), order submission and reporting mechanisms, subscription services, and detailed message definitions. It includes specific rules for business types such as fund transfer/withdrawal and inquiry transactions available on the internet trading platform. This manual is written in Chinese.

What's inside

• System Introduction
• Interaction Mechanisms
• Session Management
• Order Submission and Reporting
• Subscription Mechanism
• Message Definitions
• Platform Status Messages

Frequently asked questions

What is the purpose of this specification?

This document describes the interaction mechanisms, message formats, and data content used for trading data exchange between the Shanghai Stock Exchange trading gateway and market participant systems via the STEP protocol.

When are quote trading orders accepted?

Quote trading orders are accepted between 13:00 and 15:00.