1 Introduction
The Order and Trade Files Service (OTFS) is available for SEHK Participants (EPs) subscription only. The provision of the OTFS is to facilitate the deployment of compliance, surveillance and/or other bureau or back office services in respect of individual EP's own trading activities.
2 Information Content
The OTFS provides the subscribing EP's own orders and all trade tickers reported by AMS as well as the best bid/ask prices for each stocks at the end of each trading day for downloading by subscribing EPs.
The OTFS contains three files which will be encrypted and available after market close of each trading day. The three files are: (1) Order File, (2) Trade File, and (3) Change of Best Bid/Ask File.
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2. Trade File |
Trade details:
Trade ID, Buyer Broker No,
Buyer Broker Firm ID, Seller Broker No. Seller Broker firm ID, Stock Code,
Stock Currency, Price, Quantity,
Trading Method, Isolation Indicator,
Direct Indicator, Reject Indicator,
Trade Time, Reject Time,
Buyer Order Sequence Number,
Seller Order Sequence Number,
Buyer Shortsell Indicator,
Seller Shortsell Indicator,
Buyer Hedge Indicator,
Seller Hedger Indicator |
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3. Change of Best bid/ask file |
This file indicates the changed time and type when there is a change of best bid & best ask for individual equity. Information includes:
Stock Code, Price, Change Type, Time |
3 Transmission Method
Subscribing EPs or, at the request of the subscribing EPs, their bureau service providers can logon to their corresponding folders in the web server to download their own interface files into local workstations via HTTPS. The files are available by mid night on each trading day.
4 Contract Period
Subscribing EP could receive the order and trade files on the commencement date of the Order and Trade Files Services Agreement signed between the subscribing EP and HKEx Information Services Ltd (HKEx-IS), a member of the Hong Kong Exchanges and Clearing Ltd (HKEx) Group. Subscribing EP could terminate the Agreement by giving not less than thirty complete calendar days' notice to HKEx-IS.
5 Fee
A subscription fee of HK$5,000 per month will be charged for OTFS. The Licensee will be charged on a quarterly basis.
6. Application
EP who wishes to subscribe for OTFS is required to enter into an OTFS Agreement with HKEx-IS.
For more details of the OTFS and subscription arrangements, please contact:
Sales and Marketing Section
Information Services Department
Hong Kong Exchanges and Clearing Limited
Email: dataproducts@hkex.com.hk
Information subject to change without prior notice
2008-11