This document specifies the interaction mechanisms, message formats, and data definitions for the SSE Trading Gateway STEP interface on the new bond platform.
This specification describes the interaction mechanisms, message formats, message definitions, and data content used by the Shanghai Stock Exchange (SSE) Trading Gateway (TDGW) to exchange trading data with market participant systems. It is specifically applicable to various business types provided by the SSE New Bond Platform.
The document defines the STEP (Securities Trading Exchange Protocol) format conventions, session management procedures including login and heartbeat mechanisms, order submission workflows such as new orders and cancellations, execution reports, and platform status messages. It also includes appendices detailing checksum calculations, error codes, and data dictionaries. This manual is written in Chinese.
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.
This interface specification applies only to new bond platform business provided by the exchange.