Having spent five years developing financial software, I’ve become most familiar with the interface documentation of various exchanges. I’m particularly well-versed in the Hong Kong Exchange’s documents, and recently while handling the ChinaBond business, I also reviewed materials from the Shanghai Stock Exchange (SSE) and Shenzhen Stock Exchange (SZSE).
Hong Kong Exchange
Frequently Used Resources
- Trading Hours, Trading and Settlement Calendar
- Trading Mechanism
- Hong Kong & China Financial Terminology Glossary
- Shanghai Hong Kong Stock Connect and Shenzhen Hong Kong Stock Connect Trading Calendar PDF
- Shanghai Hong Kong Stock Connect and Shenzhen Hong Kong Stock Connect Trading Calendar CSV
- Hong Kong & China Financial Terminology Glossary PDF
- Trading Circuit Breaker Trigger Record
- Securities List: Basic Information, Securities Classification
- Closing Auction Session (CAS) Securities Trading Hours
- Volatility Control Mechanism (VCM) Securities
- Designated Securities Eligible for Short Selling
Market Data Interface Documentation: Hong Kong Stocks + China Fortune (中化通)
Market Data Interface Summary Link Frequently Asked Questions, Guidance on Development Manuals, Historical Market Data Interface Documents can be obtained by searching for download addresses in the search bar. Search for historical version numbers.
- HKEX_OMDC_Binary_Interface_Specifications_v_1,-d-,32c.pdf
- HKEX_OMDC_Developers_Guide_1_11.pdf
- OMDC_Connectivity_Guide_Securities_Market-Index_datafeed(v2_2).pdf
- OMD_Interface_Specification_China_Connect_Securities-(v1-3).pdf
- OMD_Connectivity_Guide_China_Connect_Securities.pdf
- OMD_Developers_Guide_China_Connect_Securities.pdf
Trading Interface Document: H Shares + China Tong
Trading Interface Document Summary Link
- H Shares FIX Protocol Interface Document PDF
- H Shares Dual Pricing Scheme Interface Document PDF
- HKEX Error Code List XLSX
SSE (Shanghai Stock Exchange)
Market Data and Trading Link Documentation Error Interface Documentation can be found in other menus Trading Error Interface Documentation XLSX
Stock Exchange
Market Data Query Interface Documentation The Stock Exchange does not provide separate error message explanations; supplementary information can be found in Chapter 6 of the Market Data Query Interface Documentation. Shenzhen Securities Trading Center Binary Transaction Data Interface Specification (Ver1.18) PDF