SSE Trading Gateway Binary Interface Specification

About this manual

This specification describes the interaction mechanisms, message formats, and data content used for trading data exchange between the Shanghai Stock Exchange (SSE) Trading Gateway (TDGW) and Market Participant Order Management Systems (OMS). It is specifically applicable to business services provided by the SSE New Bond Platform Trading System.

The document details the session mechanism involving Logon, Logout, and Heartbeat messages, as well as application-level messages for new order submission, order cancellation, execution reports, and platform status. It also covers subscription mechanisms and partition synchronization protocols. This manual is written in Chinese.

What's inside

• System Introduction
• Interaction Mechanism
• Session Management
• Order Submission
• Execution Reports
• Subscription Mechanism
• Message Definitions
• Error Codes

Frequently asked questions

What is the purpose of this specification?

To describe the interaction mechanisms, message formats, and data content for trading data exchange between the SSE Trading Gateway and market participant systems.

Which trading platform does this specification apply to?

It currently applies only to the business services provided by the SSE New Bond Platform Trading System.

What is TDGW?

TDGW stands for TraDing GateWay, which connects the trading system with market participant systems (OMS) via a TCP/IP connection.