This document specifies the interaction mechanisms, message formats, and data definitions for trading gateway interfaces on the Shanghai Stock Exchange's…
This specification describes the interface protocol between the Shanghai Stock Exchange (SSE) Trading Gateway and market participant systems. It defines the interaction mechanisms, message structures, and data content used for exchanging trading data.
The document covers session management including login, logout, heartbeat, and test requests. It details application messages such as new order submission, order cancellation, execution reports, and platform status updates. The specification also includes appendices on checksum calculation, error codes, and data dictionaries. This manual is written in Chinese.
This specification applies only to the various business types provided by the new bond platform of the Shanghai Stock Exchange.