DCASS OAPI Certification Test Application / Confirmation Form

Updated August 2019 Page 1 of 14

DCASS OAPI Certification Test Application / Confirmation Form

To : Cash & Derivatives Clearing Operations

30/F, One Exchange Square,

8 Connaught Place, Central,

Hong Kong

Tel: 2211 6932 Fax: 2868 0134 Email: [email protected]

From :

(Full Name of HKCC/SEOCH* Both HKCC & SEOCH Participant or Authorised OAPI Vendor)

*Please delete where appropriate

Details of Applicant

Contact Person :

Position :

Phone Number :

Email Address :

Operating System

(Please tick √ where appropriate)

Windows - 32 bit

Red Hat 7 - 32 bit

Red Hat 6 - 32 bit **

Windows - 64 bit

Red Hat 7 - 64 bit

Red Hat 6 - 64 bit**

Please note that the maintenance support for Red Hat 6 will

be ended on 30 November 2020

Others, please specify __________________

Name of OAPI Program :

Version Number of OAPI Program :

Preferred Date for Certification Test

(Note)

:

Note: This Form has to be submitted at least 5 business days before the Certification Test is performed. Actual

certification test date will be subject to HKEX’s approval

DCASS-Form 11

mailto:[email protected]


Part 1: DCASS OAPI Transactions

Please put a tick “” under the “To be Implemented” column for the Transaction Type(s) which will be

tested in the DCASS OAPI Certification Test and implemented in production after the certification test

result has been verified by HKEX.

For details of Transaction Types, please refer to the DCASS OAPI Manual at HKEX website. The DCASS

OAPI Manual is password protected, please email to [email protected] to obtain the password.

Notes:

Functions for Logon/Logout/Change Password/Get Facility Number must be implemented.

Compression/Encryption options must be setup as OMNNIAPI_OPVAL_ANY for all OAPI logins.

Transaction type “UI1” is compulsory and must be implemented.

Some OAPI messages may contain internal use information as free text in particular fields. Please

be reminded that only plain English alphanumeric characters are allowed to be input. You are

strongly advised to comply with this requirement at all time.

Reference per Suggested

Transaction Script in

Appendix

Functionality Transaction Type

Description

To be Implemented (√)

To be confirmed by HKEX after completion of Certification Test

(Fill in by Clearing Participant or Authorised OAPI vendor)

(For HKEX use only)

Mandatory Function

1 Logon - Omniapi_login_ex()

√

1 Logout - Omniapi_logout_ex()

1 Change Password

- Omniapi_set_newpwd_ex()

1 Get Facility Number

- Omniapi_get_info_ex()

1 Login Status (ON/OFF)

UI1 Application Status TRANSACTION

Optional Functions

C1 Account Information

CQ19 Account Propagation QUERY

C1 Account Information

CQ38 Account QUERY

25 Average Price Trade

CQ36 Average Price Trade QUERY

25 Average Price Trade Transaction

CD32 Average Price Trade TRANSACTION

C3 Clearing Message

BI27 Clearing message BROADCAST

https://www.hkex.com.hk/Services/Clearing/Listed-Derivatives/Infrastructure/OAPI-Technical-Documentations?sc_lang=en





Appendix


Description




(For HKEX use only)

C3 Clearing Message

UQ13 BI27 Broadcasts Sent QUERY

S5 Cover Call Request Transaction

CC47 Cover Request TRANSACTION

S6 Cover Call Request

BD24 Cover Request Information BROADCAST


CQ71 Cover Request QUERY


BD26 Cover Request Update BROADCAST


CQ73 Cover Request Update QUERY

11 Delivery Information

BD18 Dedicated Delivery BROADCAST


CQ52 Delivery QUERY


CQ53 Delivery History QUERY

S4 Deny General Exercise TRANSACTION

CC14 Deny Exercise Request TRANSACTION

N/A Error log CQ22 Error Message QUERY

S1 Exercise Request Transactions

CC13 Exercise Request TRANSACTION

S3 Exercise Request Transactions

CC15 Cancel Exercise Request TRANSACTION

15 Exercise Request Transactions

CC100 Create Automatic Exercise Limit TRANSACTION


CC101 Update Automatic Exercise Limit TRANSACTION


CC102 Delete Automatic Exercise Limit TRANSACTION

18 Exercise Request

CQ34 Automatic Exercise Limit QUERY

37 Fixing Value Information

CQ8 Fixing Values QUERY

29 Give-up Confirmation Transaction

CC38 Confirm Give up Request TRANSACTION

29 Give-up Confirmation

CQ62 Confirm Give Up Request QUERY

30 Give-up Trade Transactions

CC40 Reject Give up Request TRANSACTION

31 Give-up Trade Transaction

CD35 Give up Request TRANSACTION

28 Give-up Trade BD29 Directed Give Up BROADCAST

28 Give-up Trade CQ76 Give Up QUERY




Appendix


Description




(For HKEX use only)

C1 Others BU123

Delta Instrument Class Update for Back Office VIB

N/A Others BU125

Delta Instrument Series Update for Back Office VIB

N/A Others BU136

Delta Combo Series Update for Back Office VIB

C1 Others CQ68 Clearing Date QUERY

38 Others CQ72 Net Open Interest QUERY

C1 Others DQ15 Converted Series QUERY

C1 Others DQ18 Non-Trading Days QUERY

C1 Others DQ35 Participant QUERY

C1 Others DQ123

Delta Instrument Class for Back Office QUERY

C1 Others DQ125

Delta Instrument Series for Back Office QUERY

C1 Others DQ136 Combo Series for Back Office QUERY

C1 Others DQ22 Instrument Type Backoffice QUERY

C1 Others DQ23 Market Backoffice QUERY

C1 Others DQ29 Trading State QUERY

C1 Others DQ8 Instrument Group QUERY

C1 Others UQ12 Business Date QUERY

N/A Others BI41

Instrument Status Information BROADCAST

C1 Others UQ15 Instrument Status QUERY

39 Others UQ9 BI7 Signals Sent QUERY

39 Signal Binary Information

BI7 Signal Information Ready BROADCAST

S2 Pending Exercise information

CQ21 Pending Exercise Request QUERY

3 Position Information

CQ3 Position QUERY


BD40 Dedicated Auxiliary Position Info Update Information BROADCAST


CQ40 Auxiliary Position Info Update QUERY


CQ65 Level Position QUERY

35 Position Netting Transactions

CD38 Long Position Adjustment TRANSACTION

34 Position Transfer-internal Transaction

CD34 Transfer Position TRANSACTION

22 Rectify Trade Transactions

CC11 Cancel Holding Rectify Trade TRANSACTION




Appendix


Description




(For HKEX use only)


CD27 Rectify Trade (Open/Close) TRANSACTION


CD28 Rectify Trade TRANSACTION


CQ14 Holding Rectify Trade QUERY


CQ15 Detailed Holding Rectify Trade QUERY

N/A Fee Information CQ31 Simulate Fee QUERY

9 Trade Information

BD6 Dedicated Trade Information VIB

9 Trade Information

CQ10 QUERY missing trade QUERY

9 Trade Information

CQ11 Query missing trade, historical QUERY

9 Trade information

BD39 Dedicated Trade Change Information BROADCAST

9 Trade information

CQ39 Trade Change QUERY

24 Transfer from Transitory Transactions

CD5 Daily Account Trades TRANSACTION

C1 Underlying Index

BU121 Delta Underlying Update for Back Office VIB

C1 Underlying Index

DQ121 Delta Underlying for Back Office QUERY

N/A Others BI1 Resumption and Suspension of Trading BROADCAST

C1 Underlying Index

DQ14 Underlying Adjustment QUERY

Only applicable for General Clearing Participants’ DCASS OAPI Programs with Enhanced Drop Copy Function

44 Order Information

MQ392 MQ8 (Total Order Query) With Trader ID QUERY


MQ393 MQ9 (Total Inactive Order Query) With Trader ID QUERY


BO5 Firm Order Book VIB


Part 2: Reminder for Developing Proprietary DCASS OAPI

Category 1

The OAPI query for the corresponding OAPI broadcast provided must only be sent for recovery purpose

(missed broadcast, program startup/restart). This is to allow the application to have synchronization with

the broadcast flow. The application is not allowed to send the OAPI query for retrieving snapshot data at

a certain point of time.

Take CQ10/BD6 as an example,

- The application must be able to receive OAPI broadcast BD6 instead of polling CQ10 periodically.

- The application must start up the OAPI program before market open to listen to broadcast during

the day. The application is not allowed to startup the OAPI program during the day for the purpose

of retrieving snapshot trade information.

Query Category

Transaction Type Corresponding Broadcast

Description

1 CQ10 BD6 Query Missing Trade QUERY

1 CQ39 BD39 Trade Change QUERY

1 CQ40 BD40 Auxiliary Position Info Updated QUERY

1 CQ52 BD18 Delivery QUERY

1 CQ71 BD24 Cover Request QUERY

1 CQ73 BD26 Cover Request Update QUERY

1 CQ76 BD29 Give Up QUERY

1 UQ13 BI27 BI27 Broadcasts Sent QUERY

1 UQ15 BI41 Instrument Status QUERY

1 UQ9 BI7 BI7 Signals Sent QUERY

Category 2

For delta query, OAPI program should make a full query for reference data at the start of day. In case

of reconnection/resubmission in the same trading day, the OAPI program should make a (delta mode

instead of a full query) for any missing reference during the disconnected period.

Query Category

Transaction Type Description

2 DQ121 Delta Underlying for Back Office QUERY

2 DQ123 Delta Instrument Class for Back Office QUERY

2 DQ125 Delta Instrument Series for Back Office QUERY


Category 3

The OAPI query catered for reception of certain signal broadcast must be sent after the respective signal

is received.

Query Category


3 CQ22 Error Message QUERY

3 CQ72 Net Open Interest QUERY

Category 4

The OAPI query for retrieving data must be sent when OAPI application starts up or restarts.

Query Category


4 CQ11 Query missing trade, historical QUERY

4 CQ19 Account Propagation QUERY

4 CQ3 Position QUERY

4 CQ38 Account QUERY

4 CQ53 Delivery History QUERY

4 CQ65 Level Position QUERY

4 CQ68 Clearing Date QUERY

4 DQ121 Delta Underlying for Back Office QUERY

4 DQ123 Delta Instrument Class for Back Office QUERY

4 DQ125 Delta Instrument Series for Back Office QUERY

4 DQ136 Combo Series for Back Office QUERY

4 DQ14 Underlying Adjustment QUERY

4 DQ15 Converted Series QUERY

4 DQ18 Non-Trading Days QUERY

4 DQ22 Instrument Type Backoffice QUERY

4 DQ23 Market Backoffice QUERY

4 DQ29 Trading State QUERY

4 DQ35 Participant QUERY

4 DQ8 Instrument Group QUERY

4 UQ12 Business Date QUERY


Category 5

The OAPI query must be sent according to the “Timing Condition” column.

Query Category

Transaction Type

Description Timing Condition

5 CQ8 Fixing Values QUERY After “After Business”

5 CQ14 Holding Rectify Trade QUERY After corresponding transaction issued

5 CQ15 Detailed Holding Rectify Trade QUERY After corresponding transaction issued

5 CQ21 Pending Exercise Request QUERY After corresponding transaction issued

5 CQ31 Simulate Fee QUERY Miscellaneous

5 CQ36 Average Price Trade QUERY After corresponding transaction issued

5 CQ62 Confirm Give Up Request QUERY After corresponding transaction issued

5 CQ34 Automatic Exercise Limit QUERY Before and After corresponding transaction issued

Category 6

The partitioned OAPI queries must be implemented according to the programming methods mentioned

in Section 4.7 of the “Highlight for OAPI Client Application Development in DCASS” as included in the

folder of DCASS OAPI Manual at HKEX website. The DCASS OAPI Manual is password protected,

please email to [email protected] to obtain the password.

Query Category


6 CQ14 Holding Rectify Trade QUERY

6 CQ21 Pending Exercise Request QUERY

6 CQ3 Position QUERY

6 CQ65 Level Position QUERY

6 CQ72 Net Open Interest QUERY

Category 7

The OAPI query must not be sent frequently.

Query Category

Transaction Type

Corresponding Broadcast Description

7 CQ68* BI41 Clearing Date QUERY

* Clearing Participant’s OAPI program must not be relied on issuing CQ68 periodically to detect session state

change. BI41/UQ15/DQ29 shall also be used for tracking when the switch for trading for T+1 Session

commences.

http://www.hkex.com.hk/Services/Clearing/Listed-Derivatives/Infrastructure/OAPI-Technical-Documentations?sc_lang=en



The undersigned hereby certifies that the information provided for this “DCASS OAPI

Certification Test Application / Confirmation Form” is true and correct. Also, the

undersigned has read and will comply with the “Reminder for Developing Proprietary

DCASS OAPI” as stated in Part 2 of this Form and the “OAPI Specification & Highlight for

OAPI Client Application Development in DCASS”.

Authorized Signature(s) Date

(with company chop, ONLY applicable

if it forms part of your signing instruction)

(Name of Signatories: )

S.V.


Appendix

1. Suggested Transaction Script for Certification Test

Except step 1 below is Mandatory, all remaining steps are optional to the Certification Test

Steps with prefix “S” are SEOCH related transactions and are only applicable to OAPI for SEOCH.

Steps with prefix “C” are Clearing House functions/events performed by HKEX to facilitate the test.

2. Information regarding flexible expiry contracts

For flexible expiry date contracts, the series will be named as, e.g. HSI25000E8W11, where “W”

indicates as weekly expiry and “11” indicates the expiration date of contract.

Steps Activities Area

Certification test for T session products (12:00 noon - 17:15)

1. Mandatory: Participant logins the system and will be forced to change password at the first login.

Login Status

C1. Market Open Done by HKEX

C2. Trades input by Clearing House, include: (i) Instrument root symbols with up to 5 alpha-numeric characters. (ii) Trades with “Exchange info” field up to 40 bytes information (iii) Flexible expiry contracts, e.g. expire every Friday (iv) Market trade during HK holidays

Session time

T Session: 11:15 -16:00 T+1 Session: 17:00 -09:15

Done by HKEX

2. Participant should receive all the trades Trade Information Query

3. Participant should receive all the positions built up by the trades Position Information

4. Participant should receive all the deliveries generated by the trades Delivery Information Query

5. Participant should receive the clearing message sent Clearing Message Query

6. Participant should retrieve signal binary information Signal Binary Information Query

7. Participant should receive all the give up request information Give up Request Query

8. SEOCH Participant should receive Cover Call request information Cover Call Request status Query

9. Participant should receive all the real-time trade information Trades Information Broadcast



10. Participant should update its position records Position Information Broadcast

11. Participant should receive all the real-time deliveries generated by the trades

Delivery Information Broadcast

12. Participant should confirm the trade details / positions details

13. Participant should receive all the real-time order information Order Information Broadcast

14. Participant should confirm the order details

C3. Clearing House issues the clearing message “All trades are matched” Done by HKEX

15. Participant should create Automatic Exercise Limit for stock options instrument

Create Automatic Exercise Limit TRANSACTION

16. Participant should change Automatic Exercise Limit for stock options instrument

Update Automatic Exercise Limit TRANSACTION

17. Participant should delete Automatic Exercise Limit for stock options instrument

Delete Automatic Exercise Limit TRANSACTION

18. Participant should query the parameter values for Automatic Exercise Limit for stock options instrument

Automatic Exercise Limit QUERY

19. Participant should receive the real-time clearing message sent in Step C3 Clearing Message Broadcast

20. Participant should rectify the trade with free text marked as “RTHolding” to its “APT” account

For Holding Rectify Trade

21. Participant should check that the rectify trade is put on holding state Query Holding Rectify Trade

22. Participant should cancel the holding rectify trade created in Step 17 Cancel Holding Rectify Trade

23. Participant should use “rectify trade” to rectify trade during: a) T session (12:00 -17:15) b) T+1 session (16:45 – 09:15)

Rectify Trade

24. Participant should use “rectify trade" to rectify 2 trades with same series and same side during: a) T session (12:00 -17:15)

Receiving account: DAILY (i.e. DA, DAS) b) Trade for T+1 session (16:45 - 09:15) Receiving account: DAILY (i.e. DA, DAS)

Rectify Trade & Transfer from Transitory



25. Participant should perform APT transaction for 2 trades with same series and same side on follow session: a) T Session (12:00 -17:15) b) T+1 Session (16:45 - 09:15)

APT Transaction

26. Participant should transfer the resulting APT trade created in Step 25 from the DAILY account to the OMNIBUS account

Transfer from Transitory

27. Participant should transfer the trades in the DAILY account created by Step 24 to the OMNIBUS account

Transfer from Transitory

C4. Clearing House issues two give up requests to Participant with the following details: a) Give-up for T session (12:00 -17:15) b) Give-up for T+1 Session (16:45 - 09:15);

Done by HKEX

28. Participant should receive real-time give up request information generated in Step C4

Give up Request Broadcast

29. Participant should confirm give up request (a) issued in below session: (Series name and lots size will provided by HKEX on test date) a) Take-up for T session (12:00 -17:15) b) Take-up for T+1 Session (16:45 - 09:15)

Confirm Give up Request

30. Participant should reject the give up request issued in Step C4: (Series name and lots size will provided by HKEX on test date) a) Take-up for T session (12:00 -17:15) b) Take-up for T+1 Session (16:45 - 09:15)

Reject Give Up Request

31. Participant should issue give up request for trades to customer “HK CCCC”: (Series name and lots size will provided by HKEX on test date)

a) Give-up for T session (12:00 -17:15) b) Give-up for T+1 Session (16:45 - 09:15)

Give Up Request

32. Participant should cancel the holding Give Up request issued in : (Series name and lots size will provided by HKEX on test date) a) Give-up for T session (12:00 -17:15) b) Give-up for T+1 Session (16:45 - 09:15)

Reject Give Up Request



33. Participant should issue give up requests for trades to customer “HK CCCC” with different free texts: (Series name and lots size will provided by HKEX on test date) a) Give-up for T session (12:00 -17:15) b) Give-up for T+1 Session (16:45 - 09:15)

Give Up Request

C5. Clearing House takes up the first give up requests and rejects the second one issued in Step 29

Done by HKEX

34. Participant should perform Position Transfer in below session: (Series name and lots size will provided by HKEX) a) Position Transfer for T session (12:00 -17:15) b) Position Transfer for T+1 session (18:30 - 09:15)

Position Transfer

35. Participant should perform net down the position in below session: (Series name and lots size will provided by HKEX on test date) a) Position Net-down for T session (12:00 -17:15) b) Position Net-down for T+1 session (18:30 - 09:15)

Position Netting

S1. SEOCH Participant should issue two Exercise Requests during 12:00 – 17:15 (Series name and lots size will provided by HKEX on test date)

Exercise Request

S2. SEOCH Participant should retrieve pending exercise request issued in Step S1

Pending Exercise Enquiry

S3 SEOCH Participant should reject the first Exercise Request (a) issued in Step S1 during 12:00 – 17:15 (Series name and lots size will provided by HKEX on test date)

Reject Exercise Request

S4 SEOCH Participant should issue Deny Automatic Exercise request in last trading date (Series name and lots size will provided by HKEX on test date)

Deny General Exercise Request (last trading only)

S5. SEOCH Participant should issue cover call request for Request for Stock options market (Series name and lots size will provided by HKEX on test date)

Cover Call Request

S6. SEOCH Participant should retrieve real-time Cover Call request status Cover Call Request Status Broadcast

C6. Market Close Done by HKEX

C7. Fixing Ready Done by HKEX

C8. Clearing Close (i.e. system cut-off time for post-trade transactions in T session)

Done by HKEX



C9. Clearing House runs AB for SEOCH Done by HKEX

S7. SEOCH Participant should receive real-time exercise trades (result of the Exercise Request issued in Step S1)

Exercise Information Broadcast

C10. Clearing House runs AB for HKCC Done by HKEX

36. Participant should receive real-time trades resulted from auto netting (position created by trades marked as “forAutoNetting” are netted down during the AB process)

Trade Information Broadcast

37. Participant should retrieve fixing values Fixing Value Information Query

38. Participant should issue query on Net Open Interest Query Net Open Interest

39. Participant should retrieve signal binary information Signal Binary Information Broadcast

Certification test for T+1 session products (16:45 - 09:15 )

C11. Clearing House should input trades for T+1 session products (Step C2) Done by HKEX

40. Participant should perform Rectify Trade Transaction for T+1 Trades (Series name and lots size will provided by HKEX on test date)

Rectify Trade

41. Participant should perform Give-up Trade Transaction for T+1 Trades (Series name and lots size will provided by HKEX on test date)

Confirm Give up Request Reject Give Up Request Give Up Request

42. Participant should perform internal Position Transfer for NTD Positions (Series name and lots size will provided by HKEX on test date)

Position Transfer

43. Participant should perform Position Netting for NTD Positions (Series name and lots size will provided by HKEX on test date)

Position Netting

44. Participant should receive all the real-time order information Order Information Broadcast

45. Participant should confirm the order details

C12. Clearing House runs evening batch Done by HKEX

Documents

DCASS OAPI Certification Test Application / Confirmation Form