SSE Bond Platform Trading Gateway Interface Specification

About this manual

This specification defines the interaction mechanisms, message formats, and data content for the Shanghai Stock Exchange (SSE) Trading Gateway (TDGW). It applies to the new bond trading platform system, facilitating real-time data exchange between the exchange and market participants via their Order Management Systems (OMS).

The document details the system architecture, including TCP/IP connections and session management, and outlines supported business scopes such as bond spot trading and bond repurchase transactions. It provides comprehensive definitions for application messages, including new order submission, order cancellation, execution reports, and platform status updates. This manual is written in Chinese.

What's inside

• System Introduction
• Interaction Mechanisms
• Business Scope
• Message Definitions
• Session Management
• Order Submission
• Execution Reports
• Error Codes
• Data Dictionary
• Appendices

Specifications

Frequently asked questions

What is the purpose of this specification?

It describes the interaction mechanisms, message formats, and data content for trading data exchange between the SSE Trading Gateway and market participants.

What is the maximum length of a message?

The maximum message length is constrained to 4k bytes.