Shanghai Stock Exchange Trading Gateway STEP Interface Specification V0.55

This document specifies the STEP protocol interface for data exchange between the Shanghai Stock Exchange trading gateway and market participant systems.

Brand: 上海证券交易所
Category: Other
Document type: Service Manual
Language: Chinese
Pages: 48
File format: PDF
File size: 1.5 MB
Published: 15 October, 2026
Updated: 15 October, 2026
MD5 checksum: ADF111D91CD3CEB1A7835CEF5FB9AB11
PDF: Shanghai Stock Exchange Trading Gateway STEP Interface Specification V0.55 PDF

About this manual

This specification defines the interaction mechanisms, message formats, and data content for the Shanghai Stock Exchange (SSE) Trading Gateway (TDGW). It details the interface between the TDGW and the Order Management System (OMS) of market participants for the competitive bidding platform.

The document covers system access procedures, supported business scopes including stock trading, bond distribution, and fund operations, and the specific STEP message definitions for session management, order submission, and execution reports. This manual is written in Chinese.

What's inside

System Introduction
Interaction Mechanism
Session Management
Order Submission
Execution Reports
Network Password Service
Message Definitions
Appendix

Specifications

Protocol Version	FIXT.1.1
Document Version	V0.55
Connection Type	TCP/IP
Data Encryption	Non-encrypted
Heartbeat Interval Range	5 to 60 seconds

Frequently asked questions

What is the fixed value for the BeginString in the message header?

The BeginString is fixed to FIXT.1.1.

What code must be used for the TargetCompID in messages sent by the OMS?

The TargetCompID must be filled with 'TDGW'.

What happens if the OMS does not close the connection within 5 seconds after a login failure?

The TDGW will actively disconnect the connection with the OMS.

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