practice Session Result Verification - Hkex 2a... · Web viewCommodity Definition (message type: 301) Class Definition (message type: 302) Combination Definition (message type: 305)

HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)

PRACTICE SESSION ANSWER BOOK

HKEx Orion Market Data PlatformDerivatives Market Datafeed Products

(OMD-D)

Version 1.0

17 January 2014

1 / 6517 January 2014


TABLE OF CONTENT

1. PRACTICE SESSION RESULT VERIFICATION........................................................................................................ 2

1.1 SESSION 1: MESSAGE DECODING AND ORDER BOOKING BUILDING....................................................................................2

Part A – Message Decoding......................................................................................................................................2

Section 1: Interpretation of Reference Data:..........................................................................................................................2

Section 2: Interpretation of Status Data:................................................................................................................................9

Section 3: Interpretation of Order Book Data.......................................................................................................................14

Section 4: Interpretation of Trade and Price Data (DS subscribers only)...............................................................................15

Section 5: Interpretation of Trade and Price Data (DP subscribers only)...............................................................................17

Section 6: Interpretation of Trade and Price Data (Non-SOM Subscriber Only)....................................................................19

Section 7: Interpretation of Trade and Price Data (DS, DP subscribers only).........................................................................20

Section 8: Interpretation of News.........................................................................................................................................21

Section 9: Interpretation of Clearing Information (DS, DP subscribers only).........................................................................24

Section 10: Interpretation of Clearing Information (DP subscribers only).............................................................................26

Part B – Order Book Building..................................................................................................................................27

Test Case 1: * Non-SOM Subscriber Only..............................................................................................................................27





Test Case 6: * SOM Subscriber Only.....................................................................................................................................47




Test Case 10: * SOM Subscriber Only...................................................................................................................................60

Part C – Trade and Trade Amendment Handling....................................................................................................61



2 / 6517 January 2014


1. Practice Session Result Verification

1.1 Session 1: Message Decoding and Order Booking Building Test Date:

Part A – Message Decoding

During this session, OMD disseminates all types of messages under various data scenarios. Correct data values are provided for each of the test cases below. Clients are required to verify the respective data values in your system to verify its correctness.

For each case below, please check the the box for each data item where your system records the same value as the expected value. Bold item(s) is/are key data field(s) of the message.

Section 1: Interpretation of Reference Data: Series Definition Base (message type: 303 ) Series Definition Extended (message type: 304 ) Commodity Definition (message type: 301 ) Class Definition (message type: 302 ) Combination Definition (message type: 305 )

Clients should identify the Series by the OrderBookID, which is the unique key for Series, and then retrieve all related reference data. * All price values below are specified in actual values after taking into account of implied decimals.

Current Day Series

Test Case 1* Non-SOM Subscriber Only

OMD Field Name Message Expected ValueResult

(Check the box if matched)

OrderBookID 303 5640098

Symbol 303 HSIF5

FinancialProduct 303 3

NumberOfDecimalsPrice 303 0

NumberOfLegs 303 0

StrikePrice 303 0

ExpirationDate 303 20150129

DecimalsInStrikePrice 303 0

PutOrCall 303 0

OrderbookID 304 5640098

Symbol 304 HSIF5

Country 304 12

Market 304 34

InstrumentGroup 304 4

3 / 6517 January 2014




Modifier 304 0

CommodityCode 304 4002

ExpirationDate 304 2015-01-29 (UInt16: 0011 0100 0011 1101)

StrikePrice 304 0

ContractSize 304 0

ISINCode 304

SeriesStatus 304 1

EffectiveTomorrow 304 0

EffectiveExpDate 304 20150129

DateTimeLastTrading 304 2015-01-29 16:00:00


DecimalInUnderlyingPrice 301 2

ISINCode 301

BaseCurrency 301 HKD

UnderlyingPriceUnit 301 1

CommodityName 301 HANG SENG INDEX

NominalValue 301 0

UndelyingCode 301 HSI

UnderlyingType 301 7


Country 302 12

Market 302 34


Modifier 302 0


PriceQuotationFactor 302 50

ContractSize 302 1

DecimalInStrikePrice 302 0

DecimalInContractSize 302 0

DecimalInPremium 302 0

RankingType 302 1

Tradable 302 1

PremiumUnit4Price 302 1


InstrumentClassID 302 HSIFUT

InstrumentClassName 302 HSI – FUTURES

4 / 6517 January 2014




ISFractions 302 N

SettlementCurrencyID 302 HKD


5 / 6517 January 2014






Symbol 303 HSIF5/H5



NumberOfLegs 303 2

StrikePrice 303 0



PutOrCall 303 0


Symbol 304 HSIF5/H5

Country 304 12

Market 304 34


Modifier 304 0



StrikePrice 304 0

ContractSize 304 0

ISINCode 304

SeriesStatus 304 1


EffectiveExpDate 304




ISINCode 301



CommodityName 301 HANG SENG INDEX

NominalValue 301 0

UndelyingCode 301 HSI



6 / 6517 January 2014




Country 302 12

Market 302 34


Modifier 302 0



ContractSize 302 0




RankingType 302 1

Tradable 302 1



InstrumentClassID 302 HSITS02

InstrumentClassName 302 HSI FUT TIME SPREAD (S=2)

ISFractions 302 N

SettlementCurrencyID 302


ComboOrderbookID 305 5771170

LegOrderbookID 305 5705634

LegSide 305 B

LegRatio 305 1



LegSide 305 C

LegRatio 305 1

Test Case 3* SOM Subscriber Only




Symbol 303 HKB105.00U4



NumberOfLegs 303 0

7 / 6517 January 2014




StrikePrice 303 105.00



PutOrCall 303 2


Symbol 304 HKB105.00U4

Country 304 12

Market 304 20


Modifier 304 0



StrikePrice 304 105.00

ContractSize 304 0

ISINCode 304

SeriesStatus 304 1


EffectiveExpDate 304 20140929




ISINCode 301



CommodityName 301 HSBC HOLDINGS PLC

NominalValue 301 0

UndelyingCode 301 00005



Country 302 12

Market 302 20


Modifier 302 0



8 / 6517 January 2014




ContractSize 302 400




RankingType 302 1

Tradable 302 1



InstrumentClassID 302 HKBPUT

InstrumentClassName 302 HKB - PUT OPTIONS

ISFractions 302 N

SettlementCurrencyID 302 HKD


9 / 6517 January 2014






Symbol 303 TMC_HKB/001



NumberOfLegs 303 2

StrikePrice 303 1



PutOrCall 303 0


Symbol 304 TMC_HKB/001

Country 304 12

Market 304 20


Modifier 304 0



StrikePrice 304 1

ContractSize 304 0

ISINCode 304

SeriesStatus 304 1


EffectiveExpDate 304




ISINCode 301



CommodityName 301 HSBC HOLDINGS PLC

NominalValue 301 0

UndelyingCode 301 00005



10 / 6517 January 2014




Country 302 12

Market 302 20


Modifier 302 0



ContractSize 302 0




RankingType 302 1

Tradable 302 1



InstrumentClassID 302 TMC_HKB

InstrumentClassName 302 HKB TMC Combo Class

ISFractions 302 N

SettlementCurrencyID 302




LegSide 305 B

LegRatio 305 1



LegSide 305 C

LegRatio 305 1

11 / 6517 January 2014


Section 2: Interpretation of Status Data: Market Status (message type: 320 )

Test Case 1

OMD Field Name Expected ValueResult


StateLevel 1

Markert 20

Instrument 0

OrderbookID 0

CommodityCode 0

ActualStartDate 20131230

ActualStartTime 043000

PlannedStartDate

PlannedStartTime

SecondsToStateChange 0

State 9

Priortiy 120

Test Case 2



StateLevel 2

Markert 34

Instrument 4

OrderbookID 0

CommodityCode 0



PlannedStartDate

PlannedStartTime


State 9

Priortiy 120

12 / 6517 January 2014


Test Case 3



StateLevel 3

Markert 38

Instrument 4

OrderbookID 0

CommodityCode 4008



PlannedStartDate

PlannedStartTime


State 9

Priortiy 120

Test Case 4



StateLevel 4

Markert 0

Instrument 0

OrderbookID 462754

CommodityCode 0



PlannedStartDate

PlannedStartTime


State 0

Priortiy 0

13 / 6517 January 2014


Test Case 5



StateLevel 99

Markert 0

Instrument 0

OrderbookID 0

CommodityCode 0



PlannedStartDate 20131230

PlannedStartTime 122928


State 0

Priortiy 0

14 / 6517 January 2014


Interpretation of Status Data: Series Status (message type: 321 )




OrderbookID 397227

Suspended Y




OrderbookID 4294905764

Suspended N





Suspended Y





Suspended N

15 / 6517 January 2014


Interpretation of Status Data: Commodity Status (message type: 322 )

Test Case 10



CommodityCode 2211

Suspended Y

Test Case 11



CommodityCode 2289

Suspended N

16 / 6517 January 2014


Section 3: Interpretation of Order Book Data Quote Request (message type: 336 )




OrderbookID 6229921

NumberOflots 0

BidAskFlag 2




OrderbookID 1771477

NumberOflots 1

BidAskFlag 2

17 / 6517 January 2014


Section 4: Interpretation of Trade and Price Data (DS subscribers only) Trade Statistics (message type: 360 )

* All price values below are specified in actual values after taking into account of implied decimals.

T Session




OrderbookID 7081889

Price N/A (Value = -2147483648)

DealSource 0

Session 0

AggregateQuantity 0

Open N/A (Value = -2147483648)

High N/A (Value = -2147483648)

Low N/A (Value = -2147483648)

TradeReportVolume 0

DealCount 0

Turnover 0




OrderbookID 9965474

Price 529644

DealSource 155

Session 0

AggregateQuantity 7186477

Open 65851128

High 94944

Low 10

TradeReportVolume 159214834

DealCount 384025026

Turnover 275

18 / 6517 January 2014






Price 10.00

DealSource 36

Session 0

AggregateQuantity 10

Open 10.00

High 10.00

Low 10.00

TradeReportVolume 0

DealCount 1

Turnover 10

T+1 Session




OrderbookID 7081889

Price 10000

DealSource 43

Session 1

AggregateQuantity 1

Open 9501

High 10500

Low 9500

TradeReportVolume 0

DealCount 10

Turnover 18

19 / 6517 January 2014


Section 5: Interpretation of Trade and Price Data (DP subscribers only) Series Statistics (message type: 363 )


T Session




OrderbookID 7081889

Session 0

Open N/A (Value = -2147483648)

High N/A (Value = -2147483648)

Low N/A (Value = -2147483648)

TradeReportVolume 0

DealCount 0

Price N/A (Value = -2147483648)

Turnover 0




OrderbookID 9965474

Session 0

Open 65851128

High 94944

Low 10

TradeReportVolume 159214834

DealCount 384025026

Price 529644

Turnover 275

20 / 6517 January 2014






Session 0

Open 10.00

High 10.00

Low 10.00

TradeReportVolume 0

DealCount 1

Price 10.00

Turnover 10

T+1 Session




OrderbookID 7081889

Session 1

Open 9501

High 10500

Low 9500

TradeReportVolume 0

DealCount 10

Price 10000

Turnover 18

21 / 6517 January 2014


Section 6: Interpretation of Trade and Price Data (Non-SOM Subscriber Only) Calculated Opening Price (message type: 364 )



OrderbookID 4722593

CalculatedOpeningPrice N/A (Value = -2147483648)

Quantity 0

22 / 6517 January 2014


Section 7: Interpretation of Trade and Price Data (DS, DP subscribers only) Estimated Average Settlement Price (message type: 365 )


Test Case 1



EASType E

InstrumentCode 5

EAS 43.42

Test Case 2



EASType H

InstrumentCode 0000103

EAS 23360.19

23 / 6517 January 2014


Section 8: Interpretation of News Market Alert (message type: 323 )

Test Case 1: Market Alert with one line of content



AlertID 1

Source M

Header [HKEXOMDD]

LastFragment Y

InfoType 0

Priority 0

NoLines 1

Content [HKEXOMDD]

Test Case 2: Market Alert with ten lines of content



AlertID 4

Source M

Header [C] [香港交易所測試中]

LastFragment N

InfoType 0

Priority 0

NoLines 3

Content [香港交易所測試中]

[香港交易所測試中]


AlertID 4

Source M


LastFragment N

InfoType 0

Priority 0

NoLines 3




AlertID 4

24 / 6517 January 2014


Source M


LastFragment N

InfoType 0

Priority 0

NoLines 3




AlertID 4

Source M


LastFragment Y

InfoType 0

Priority 0

NoLines 1


Test Case 3: Market Alert with ten lines of content



AlertID 4

Source H

Header HKEXOMDD

LastFragment N

InfoType 3

Priority 4

NoLines 3

Content HKEXOMDD

HKEXOMDD

HKEXOMDD

AlertID 4

Source H

Header HKEXOMDD

LastFragment N

InfoType 3

Priority 4

NoLines 3

25 / 6517 January 2014


Content HKEXOMDD

HKEXOMDD

HKEXOMDD

AlertID 4

Source H

Header HKEXOMDD

LastFragment N

InfoType 3

Priority 4

NoLines 3

Content HKEXOMDD

HKEXOMDD

HKEXOMDD

AlertID 4

Source H

Header HKEXOMDD

LastFragment Y

InfoType 3

Priority 4

NoLines 1

Content HKEXOMDD

26 / 6517 January 2014


Section 9: Interpretation of Clearing Information (DS, DP subscribers only) Open Interest (message type: 366 )


Previous Trading Day

* Non-SOM Subscriber Only



DayIndicator 1

OrderbookID 331701

Settlement 1510.00

DealCount 0

GrossOI 559673633

NetOI 9029

Turnover 0

* SOM Subscriber Only



DayIndicator 1


Settlement 3.60

DealCount 0

GrossOI 942355163

NetOI 5

Turnover 0

27 / 6517 January 2014


Current Trading Day




DayIndicator 0

OrderbookID 6492065

Settlement 10784

DealCount 982997971

GrossOI 65

NetOI 47491

Turnover 370606209




DayIndicator 0


Settlement 3.59DealCount 183453

GrossOI 52

NetOI 1558507

Turnover 99

28 / 6517 January 2014


Section 10: Interpretation of Clearing Information (DP subscribers only) Implied Volatility (message type: 367 )





OrderbookID 4591521

ImpliedVolatility 11.2206





ImpliedVolatility 0.0009

29 / 6517 January 2014


Part B – Order Book Building

During the same session as Part A, OMD disseminates Order Book messages (i.e. Add/Delete Order (DF only) and Aggregate Order Book Update (DS and DP only) with various order activities. The full order book (for DF) and aggregate order book for the top 10 best bid and offers and aggreagate remaining liquity beyone the top 10 bids and offers, or “10BBO” (for DS) and “10 + 1 BBO” (for DP) as at the end of this test session are provided for each of the test cases below. Clients are required to verify the respective order book recorded in your system matches against the results in this answer book.

For each test case below, please check the box for each order book entry where your system records the same details as the expected details. * All price values below are specified in actual values after taking into account of implied decimals.

Test Case 1: * Non-SOM Subscriber Only

Aggregate Order Book “10BBO” (DS Subscribers only)Bid Sell OrderBookID: 5640098

Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf

OrdersResult


10 18100 10 1

9 18200 10 1

8 18300 10 1

7 18400 10 1

6 18500 10 1

5 18600 10 1

4 18700 10 1

3 18800 10 1

2 18900 10 1

Table continues next page ->

30 / 6517 January 2014


Bid Sell OrderBookID: 5640098


OrdersResult


1 19000 10 1

Empty

Aggregate Order Book “10 + 1 BBO” (DP Subscribers only)Bid Sell OrderBookID: 5640098


OrdersResult


10 18100 10 1

9 18200 10 1

8 18300 10 1

7 18400 10 1

6 18500 10 1

5 18600 10 1

4 18700 10 1

3 18800 10 1

2 18900 10 1

1 19000 10 1

Empty

Continues next page ->

31 / 6517 January 2014


Full Order Book (DF Subscribers only)Bid Ask OrderBookID: 5640098

Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order

TypeResult


6360365812506715895 10 18100 10 ☒N/A☐Bait order

6360365812506715896 9 18200 10 ☒N/A☐Bait order

6360365812506715897 8 18300 10 ☒N/A☐Bait order

6360365812506715898 7 18400 10 ☒N/A☐Bait order

6360365812506715899 6 18500 10 ☒N/A☐Bait order

6360365812506715900 5 18600 10 ☒N/A☐Bait order

6360365812506715901 4 18700 10 ☒N/A☐Bait order

6360365812506715902 3 18800 10 ☒N/A☐Bait order

6360365812506715903 2 18900 10 ☒N/A☐Bait order


32 / 6517 January 2014


Bid Ask OrderBookID: 5640098


TypeResult


6360365812506715904 1 19000 10 ☒N/A☐Bait order

Empty

33 / 6517 January 2014





OrdersResult


10 18100 10 1

9 18200 10 1

8 18300 10 1

7 18400 10 1

6 18500 10 1

5 18600 10 1

4 18700 10 1

3 18800 10 1

2 18900 10 1

1 19000 10 1

Empty


34 / 6517 January 2014




OrdersResult


10 18100 10 1

9 18200 10 1

8 18300 10 1

7 18400 10 1

6 18500 10 1

5 18600 10 1

4 18700 10 1

3 18800 10 1

2 18900 10 1

1 19000 10 1

Empty


35 / 6517 January 2014




TypeResult


6360365812506715835 10 18100 10 ☒N/A☐Bait order

6360365812506715836 9 18200 10 ☒N/A☐Bait order

6360365812506715837 8 18300 10 ☒N/A☐Bait order

6360365812506715838 7 18400 10 ☒N/A☐Bait order

6360365812506715839 6 18500 10 ☒N/A☐Bait order

6360365812506715840 5 18600 10 ☒N/A☐Bait order

6360365812506715841 4 18700 10 ☒N/A☐Bait order

6360365812506715842 3 18800 10 ☒N/A☐Bait order

6360365812506715843 2 18900 10 ☒N/A☐Bait order


36 / 6517 January 2014




TypeResult


6360365812506715844 1 19000 10 ☒N/A☐Bait order

Empty

37 / 6517 January 2014





OrdersResult


10 18200 10 1

9 18300 10 1

8 18400 10 1

7 18500 10 1

6 18600 10 1

5 18700 10 1

4 18800 10 1

3 18900 10 1

2 19000 10 1

1 19200 11 1

Empty


38 / 6517 January 2014




OrdersResult


255 N/A (-2147483648) 10 1

10 18200 10 1

9 18300 10 1

8 18400 10 1

7 18500 10 1

6 18600 10 1

5 18700 10 1

4 18800 10 1

3 18900 10 1

2 19000 10 1

1 19200 11 1

Empty


39 / 6517 January 2014




TypeResult


6360365812506715845 11 18100 10 ☒N/A☐Bait order

6360365812506715846 10 18200 10 ☒N/A☐Bait order

6360365812506715847 9 18300 10 ☒N/A☐Bait order

6360365812506715848 8 18400 10 ☒N/A☐Bait order

6360365812506715849 7 18500 10 ☒N/A☐Bait order

6360365812506715850 6 18600 10 ☒N/A☐Bait order

6360365812506715851 5 18700 10 ☒N/A☐Bait order

6360365812506715852 4 18800 10 ☒N/A☐Bait order

6360365812506715853 3 18900 10 ☒N/A☐Bait order


40 / 6517 January 2014




TypeResult


6360365812506715854 2 19000 10 ☒N/A☐Bait order

6360365812506715855 1 19200 11 ☒N/A☐Bait order

Empty

41 / 6517 January 2014





OrdersResult


10 18300 10 1

9 18400 10 1

8 18500 10 1

7 18600 10 1

6 18700 10 1

5 18800 10 1

4 18900 10 1

3 19000 10 1

2 19200 11 1

1 19300 25 1

Empty


42 / 6517 January 2014




OrdersResult


255 N/A (-2147483648) 20 2

10 18300 10 1

9 18400 10 1

8 18500 10 1

7 18600 10 1

6 18700 10 1

5 18800 10 1

4 18900 10 1

3 19000 10 1

2 19200 11 1

1 19300 25 1

Empty


43 / 6517 January 2014




TypeResult


6360365812506715856 12 18100 10 ☒N/A☐Bait order

6360365812506715857 11 18200 10 ☒N/A☐Bait order

6360365812506715858 10 18300 10 ☒N/A☐Bait order

6360365812506715859 9 18400 10 ☒N/A☐Bait order

6360365812506715860 8 18500 10 ☒N/A☐Bait order

6360365812506715861 7 18600 10 ☒N/A☐Bait order

6360365812506715862 6 18700 10 ☒N/A☐Bait order

6360365812506715863 5 18800 10 ☒N/A☐Bait order

6360365812506715864 4 18900 10 ☒N/A☐Bait order


44 / 6517 January 2014




TypeResult


6360365812506715865 3 19000 10 ☒N/A☐Bait order

6360365812506715866 2 19200 11 ☒N/A☐Bait order

6360365812506715867 1 19300 25 ☒N/A☐Bait order

Empty

45 / 6517 January 2014





OrdersResult


10 18300 10 1

9 18400 10 1

8 18500 10 1

7 18600 10 1

6 18700 10 1

5 18800 10 1

4 18900 10 1

3 19000 10 1

2 19200 11 1

1 19300 35 2

Empty


46 / 6517 January 2014




OrdersResult


255 N/A (-2147483648) 20 2

10 18300 10 1

9 18400 10 1

8 18500 10 1

7 18600 10 1

6 18700 10 1

5 18800 10 1

4 18900 10 1

3 19000 10 1

2 19200 11 1

1 19300 35 2

Empty


47 / 6517 January 2014




TypeResult


6360365812506715868 13 18100 10 ☒N/A☐Bait order

6360365812506715869 12 18200 10 ☒N/A☐Bait order

6360365812506715870 11 18300 10 ☒N/A☐Bait order

6360365812506715871 10 18400 10 ☒N/A☐Bait order

6360365812506715872 9 18500 10 ☒N/A☐Bait order

6360365812506715873 8 18600 10 ☒N/A☐Bait order

6360365812506715874 7 18700 10 ☒N/A☐Bait order

6360365812506715875 6 18800 10 ☒N/A☐Bait order

6360365812506715876 5 18900 10 ☒N/A☐Bait order


48 / 6517 January 2014




TypeResult


6360365812506715877 4 19000 10 ☒N/A☐Bait order

6360365812506715878 3 19200 11 ☒N/A☐Bait order

6360365812506715880 2 19300 10 ☒N/A☐Bait order

6360365812506715879 1 19300 25 ☒N/A☐Bait order

Empty

49 / 6517 January 2014


Test Case 6: * SOM Subscriber Only



OrdersResult


10 100.81 10 1

9 100.82 10 1

8 100.83 10 1

7 100.84 10 1

6 100.85 10 1

5 100.86 10 1

4 100.87 10 1

3 100.88 10 1

2 100.89 10 1

1 100.90 10 1

Empty


50 / 6517 January 2014




OrdersResult


10 100.81 10 1

9 100.82 10 1

8 100.83 10 1

7 100.84 10 1

6 100.85 10 1

5 100.86 10 1

4 100.87 10 1

3 100.88 10 1

2 100.89 10 1

1 100.90 10 1

Empty


51 / 6517 January 2014




TypeResult


6360365808211812462 10 100.81 10 ☒N/A☐Bait order

6360365808211812461 9 100.82 10 ☒N/A☐Bait order

6360365808211812460 8 100.83 10 ☒N/A☐Bait order

6360365808211812459 7 100.84 10 ☒N/A☐Bait order

6360365808211812458 6 100.85 10 ☒N/A☐Bait order

6360365808211812457 5 100.86 10 ☒N/A☐Bait order

6360365808211812456 4 100.87 10 ☒N/A☐Bait order

6360365808211812455 3 100.88 10 ☒N/A☐Bait order

6360365808211812454 2 100.89 10 ☒N/A☐Bait order


52 / 6517 January 2014




TypeResult


6360365808211812453 1 100.90 10 ☒N/A☐Bait order

Empty

53 / 6517 January 2014





Orders

Result(Check the box if

matched)Empty

1 100.81 10 1

2 100.82 10 1

3 100.83 10 1

4 100.84 10 1

5 100.85 10 1

6 100.86 10 1

7 100.87 10 1

8 100.88 10 1

9 100.89 10 1

10 100.90 10 1


54 / 6517 January 2014




Orders

Result(Check the box if

matched)Empty

1 100.81 10 1

2 100.82 10 1

3 100.83 10 1

4 100.84 10 1

5 100.85 10 1

6 100.86 10 1

7 100.87 10 1

8 100.88 10 1

9 100.89 10 1

10 100.90 10 1


55 / 6517 January 2014




TypeResult


Empty

6360365808211812491 1 100.81 10 ☒N/A☐Bait order

6360365808211812490 2 100.82 10 ☒N/A☐Bait order

6360365808211812489 3 100.83 10 ☒N/A☐Bait order

6360365808211812487 4 100.84 10 ☒N/A☐Bait order

6360365808211812486 5 100.85 10 ☒N/A☐Bait order

6360365808211812485 6 100.86 10 ☒N/A☐Bait order

6360365808211812484 7 100.87 10 ☒N/A☐Bait order

6360365808211812483 8 100.88 10 ☒N/A☐Bait order


56 / 6517 January 2014




TypeResult


6360365808211812482 9 100.89 10 ☒N/A☐Bait order

6360365808211812481 10 100.90 10 ☒N/A☐Bait order

57 / 6517 January 2014





OrdersResult


10 100.77 10 1

9 100.78 10 1

8 100.79 10 1

7 100.80 10 1

6 100.83 10 1

5 100.86 10 1

4 100.87 10 1

3 100.88 10 1

2 100.89 10 1

1 100.90 10 1

Empty


58 / 6517 January 2014




OrdersResult


10 100.77 10 1

9 100.78 10 1

8 100.79 10 1

7 100.80 10 1

6 100.83 10 1

5 100.86 10 1

4 100.87 10 1

3 100.88 10 1

2 100.89 10 1

1 100.90 10 1

Empty


59 / 6517 January 2014




TypeResult


6360365808211812528 10 100.77 10 ☒N/A☐Bait order

6360365808211812527 9 100.78 10 ☒N/A☐Bait order

6360365808211812526 8 100.79 10 ☒N/A☐Bait order

6360365808211812525 7 100.80 10 ☒N/A☐Bait order

6360365808211812529 6 100.83 10 ☒N/A☐Bait order

6360365808211812520 5 100.86 10 ☒N/A☐Bait order

6360365808211812519 4 100.87 10 ☒N/A☐Bait order

6360365808211812518 3 100.88 10 ☒N/A☐Bait order

6360365808211812517 2 100.89 10 ☒N/A☐Bait order


60 / 6517 January 2014




TypeResult


6360365808211812516 1 100.90 10 ☒N/A☐Bait order

Empty

61 / 6517 January 2014





OrdersResult


Empty

Empty



OrdersResult


Empty

Empty



TypeResult


Empty

Empty

62 / 6517 January 2014





OrdersResult


Empty

Empty



OrdersResult


Empty

Empty



TypeResult


Empty

Empty

63 / 6517 January 2014


Part C – Trade and Trade Amendment Handling

During the same session as Part B, OMD disseminates Trade and Trade Amendment messages. Clients are required to verify the respective trades recorded in your system matches against the results in this answer book.

For each test case below, please check the box for each order book entry where your system records the same details as the expected details. * All price values below are specified in actual values after taking into account of implied decimals.


Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo

OrderBookID: 9113508

Result(Check the box if matched)

63603453426925629 10000 10 2013-12-30

09:54:32Deleted

☐None☒Printable☐Occurred at Cross☐Reported Trade

☒None☐Late Trade☐Internal Trade/ Cross Trade☐Buy Write☐Off Market

☒None☐Reported Trade☐All or none☐Part of combo match

63603453426925629 10000 20 2013-12-30

09:37:12Rectified




64 / 6517 January 2014



Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo

OrderBookID: 3082197

Result(Check the box if matched)

63603453426925636 0.10 10 2013-12-30

10:40:02Deleted




63603453426925636 0.10 20 2013-12-30

10:40:02Rectified




65 / 6517 January 2014

Documents

practice Session Result Verification - Hkex 2a... · Web viewCommodity Definition (message type: 301) Class Definition (message type: 302) Combination Definition (message type: 305)