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Market Data

Home> Sci-Tech Innovation Board> Market Data

Distribution

The market data traded on SSE STAR Market are available via the existing Level-1/ Level-2 distribution platform.

 

Level-2 Market Data

  • 08:30-08:45        Get access to the static data (cpxxMMDD.txt & cpxxMMDD0201.txt, etc.)
  • 08:45-15:00        Get access to call auction snapshot data UA3202 & call auction tick-by-tick data UA3201
  • 15:05-15:30        Get access to the after-hours fixed-price trading snapshot data UA3108 & after-hours fixed-price trading tick-by-tick data UA3209

 

Level-1 Market Data

  • 08:30-08:45        Get access to the static data (cpxxMMDD.txt & cpxxMMDD0201.txt, etc.)
  • 08:45-15:00        Get access to the call auction data via document named mktdt00.txt
  • 15:05-15:30        Get access to the after-hours fixed-price trading market data via Integrated Service Platform (ISP) document named mktdt01.txt

 

Note:Static doc. (cpxxMMDD0102.txt & cpxxMMDD0202.txt) will be updated continuously

 

 

 

Level-2 Interface Changing of SSE STAR Market

 

 

Name of Interface

Type of Change

Description of Change

1

Product Information doc.

ADD

Adding Information doc. named cpxxMMDD0201.txt & cpxxMMDD0202.txt for launch ofSSE STAR Market products.

P.S.:Static doc. (cpxxMMDD0102.txt & cpxxMMDD0202.txt) will be updated continuously

2

Trading public information announcement doc.

ADD

Adding Main Board Information doc. named jygkxxMMDD.txt

Adding SSE STAR Market Information doc. named jygkxxMMDD.txt

3

After-hours fixed-price trading snapshot message

ADD

Adding after-hours fixed-price trading snapshot message

UA3108 for after-hours fixed-price trading snapshot data

4

ISP market data doc.

MODIFY

Modifying doc. named mktdt01.txt

Adding format description of after-hours fixed-price trading data

5

After-hours fixed-price trading tick-by-tick message

ADD

Adding after-hours fixed-price trading tick-by-tick message UA3209

 

P.S. Last updated on 5th June 2019

 

 

 

Level-1 Interface Changing of SSE STAR Market

 

 

Name of Interface

Type of Change

Description of Change

1

Product Information doc.

ADD

Adding Information doc. named cpxxMMDD0201.txt & cpxxMMDD0202.txt, for launch of SSE STAR Market products.

P.S. Static doc. (cpxxMMDD0102.txt & cpxxMMDD0202.txt) will be updated continuously

2

Trading public information announcement doc.

ADD

Adding Main Board Information doc. named jygkxxMMDD.txt

AddingSSE STAR Market Information doc. named jygkxxMMDD.txt

3

ISP market data doc.

MODIFY

Modifying doc. named mktdt01.txt,

Adding format description of after-hours fixed-price trading data

 

P.S. Last updated on 5th June 2019