In my fifth year of financial software development, I’ve been dealing with various exchange interface documents the most. I’m also familiar with the Hong Kong Stock Exchange documentation. Recently, while handling China UnionPay business, I consulted some materials from the Shenzhen and Shanghai stock exchanges.

Hong Kong Stock Exchange

[Official website link]

Commonly used

• Trading Hours, Trading and Settlement Calendar
• Trading Mechanism
• Glossary of Financial Terms Relating to Mainland and Hong Kong

• Hong Kong Stock Connect Trading Calendar
• Hong Kong and Mainland Trading Calendar (CSV)
• Glossary of Financial Terms for Hong Kong and Mainland China

• Cooling-off period triggered under price fluctuation mechanism
• List of Securities: Basic Information, Security Classification
• Securities in the Closing Auction Session (CAS)
• Volatile Stock Market Mechanism (VSM) Securities
• Securities Eligible for Short Selling

• List of Securities: Basic Information, Security Classification

Market Data Interface Documentation: Hong Kong Stocks + China Connect

Summary of Quotation Interface Documentation Links

Download addresses for frequently asked questions, development manual guides, and historical market data interface documentation can be obtained through the search bar; search for historical version numbers

• Hong Kong Equities Market Data Feed Specification
• China Connect Trading Interface Specifications

• 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

Quotation Interface Documentation: Hong Kong Stocks + China Connect

Quotation Interface Document Compilation Link

• Hong Kong Stock Exchange FIX Protocol Interface Document
• Hong Kong Stock Exchange Order Connectivity Gateway Binary Trading Interface Specifications
• Hong Kong Stock Exchange Error Code List

• Hong Kong Exchanges and Clearing Limited (HKEX) CCCG FIX Trading Interface Specifications v1.3 (Cleaned)
• Hong Kong Exchanges and Clearing Limited (HKEX) - China Connect Binary Trading Interface Specifications v1.3 (Cleaned)

Shanghai Stock Exchange

Quotation Interface Documentation

The error interface documentation can be accessed in other menus

Report Error Interface Document XLSX

Shenzhen Stock Exchange

Quotation Interface Documentation

The Shenzhen Stock Exchange did not provide separate error messages, but there are additional notes in Chapter 6 of the quotation interface documentation

Shenzhen Stock Exchange Binary Trading Data Interface Specification (Ver1.18) PDF

Nasdaq

• Holiday Schedule
• Upcoming IPO Information

Market price

Global market closing prices