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HKATS and DCASS Upgrade

  Hong Kong Exchanges and Clearing Limited (HKEX) is pleased to announce that HKATS & DCASS have been running on the upgraded platform. Please be reminded that from the start of T Session 6 May 2019 to the close of T Session on 17 May 2019 is the 2-week stabilization period.

Should HKATS & DCASS encounter irreparable incidents during the stabilization period, HKEX would fallback HKATS & DCASS to Genium INET platform.
   
  Tentative Project Schedule (Sep 2018)
  Frequently Asked Questions (FAQ) (Apr 2019)
   
Briefing Material / Information Paper
  1. Rollout Information Package for Exchange Participants (Apr 2019)
  2. Rollout Information Package for Clearing Participants (Apr 2019)
  3. Information Package of Rollout of Changes to OMD-D (Apr 2019)
  4. Market Rehearsal in March 2019 - Information Package for Exchange Participants (HKATS) (Feb 2019)
  5. Market Rehearsal Test Information Package for HKCC / SEOCH Participants (Feb 2019)
  6. Fallback Plan for Exchange and Clearing Participants (Apr 2019)
  7. Briefing on Market Rehearsal of HKATS and DCASS Upgrade (Jan 2019)
  8. Information Paper on HKATS & DCASS Upgrade (Sep 2018)
  9. Briefing on HKATS and DCASS Online (Sep 2018)
  10. HKATS and DCASS Upgrade – Technical Briefing (Sep 2017)
  11. Market Data Briefing (Jul 2017)
  12. HKATS and DCASS Upgrade (Jun 2017)
   User Guides
 
  1. HKATS User Guide
  2. DCASS User Guide
   Market Data Solution
 
  1. Introduction of OMD-D D-Lite for Exchange Participants (EPs) [Launched on 16 April 2018]
  2. Changes to existing OMD-D datafeed products effective upon the rollout of HKATS & DCASS Upgrade
  3. Changes to OMD-D D-Lite for effective upon the rollout of HKATS & DCASS Upgrade
Technical Documentation

Report Retrieval Solution

  1. Report Retrieval Solution For Listed Derivatives Markets Technical Guide (Sep 2018)
  2. Application Form for SFTP User IDs for Report Retrieval Solution at Listed Derivatives Market

OAPI Specifications

  1. OAPI Specifications - HKATS (Jun 2019) Note1
  2. OAPI Specifications - DCASS (Jun 2019) Note1

OMD Specifications

  1. OMD-D Interface Specification (Nov 2018) Note 2
  2. OMD-D Interface Specification for D-Lite (Nov 2018) Note 2
  3. OMD-D Connectivity Guide (July 2018)
  4. OMD-D Connectivity Guide for D-Lite (July 2018)
  5. OMD-D Developers Guide (Aug 2018)
  6. OMD-D Developers Guide for D-Lite (Aug 2018)

Report Specifications (with samples)

  1. Clearing reports (changes only) (Mar 2019)
    - Sample Report (report and data file format)
  2. Risk management reports (changes only) (Jul 2018)
    - Sample Report (report and data file format) 
  3. CCMS Report (changes only on CCMPY02 report) (May 2018)
         - Report Descriptions
         - Sample Report (PDF format)
         - Sample Report (report format)
  4. Large Open Positions Report (LOPR) Templates (Jul 2018)
         - Report Descriptions
         -  Sample LOPR Templates
              - Index futures/options contract or other futures contract
              - Stock options contract
  5. Instrument Series Information for Non-Monthly Contracts, e.g. Weekly Index Options (Mar 2019)
         - Sample File (CSV format) for MR Part B (16-Mar-2019)
  6. Risk management data files (RPF, RP009 and Organisation Master File) for Market Rehearsal (MR) preparation (Mar 2019) - new
        - End of day data files (8-Mar-2019) for MR Part A (9-Mar-2019)
        - End of day data files (15-Mar-2019) for MR Part B (16-Mar-2019)

Risk Parameter File (RPF) / SPAN

  1. Risk Parameter File Specifications (Feb 2018)
  2. Sample RPF for DCASS Upgrade (hypothetical data for DCASS Upgrade testing purpose only) (Dec 2018) Note3
  3. Sample Organisation Master File for PC-SPAN (Dec 2018) 
  4. Updated Clearing House Margining Methodology – PRiME (with SPAN sample files) (Mar 2018)
 HKATS related Circulars
 
  1. Rollout of HKATS and DCASS Upgrade (Apr 2019)
  2. Market Rehearsal for HKATS and DCASS Upgrade (Feb 2019)
  3. Briefing on Market Rehearsal of HKATS and DCASS Upgrade (Jan 2019)
  4. Practice Session for HKATS Online (Sep 2018)
    Appendix 1 - Request For Access to HKATS Testing Environment by HKATS ONLINE (For HKATS and DCASS Upgrade)
    Appendix 2 - Hands-on Classroom Practice Sessions of HKATS Online Enrolment Form
  5. Briefing on HKATS and DCASS Online (Aug 2018)
  6. OAPI Testing Arrangement for HKATS and DCASS Upgrade
  7. Promotion Program for Migration of Network Gateway to HKEX’s Central Gateway (Feb 2018) 
  8. Technical Briefing Sessions on HKATS and DCASS System Upgrade (Sep 2017)
  9. Briefing Sessions on HKATS and DCASS System Upgrade (Jun 2017)
 DCASS related Circulars
 
  1. Rollout of HKATS and DCASS Upgrade (Apr 2019)
  2. Market Rehersal for HKATS and DCASS Upgrade (Feb 2019)
  3. Briefing on Market Rehearsal of HKATS and DCASS Upgrade (Jan 2019)
  4. Practice Session for DCASS Online (Sep 2018)
  5. Briefing on HKATS and DCASS Online (Aug 2018)
  6. DCASS OAPI Testing Arrangement for HKATS and DCASS Upgrade
  7. Promotion Program for Migration of Network Gateway to HKEX’s Central Gateway (Feb 2018)
  8. Technical Briefing Sessions on HKATS and DCASS System Upgrade (Sep 2017) 
  9. Briefing Sessions on HKATS and DCASS System Upgrade (Jun 2017)
   Market Data related Circulars and Client Notices
 
  1. Rollout of Changes to D-Lite for HKATS and DCASS Upgrade on 6 May 2019
    Enclosure 1 : Information Package of Rollout of Changes to OMD-D
    Enclosure 2 : Participant Circular
  2. Rollout of Phase 2 Change to OMD-D for HKATS and DCASS Upgrade on 6 May 2019
    Enclosure 1 : Information Package of Rollout of Changes to OMD-D
    Enclosure 2 : Participant Circulars
  3. Market Rehearsals for Changes to D-Lite for HKATS and DCASS Upgrade
    Enclosure 1 : Test Rundown
    Enclosure 2 : Guidelines on Rollout & Fallback Arrangement
  4. Market Rehearsals for Phase 2 Change to OMD-D for HKATS and DCASS Upgrade
    Enclosure 1 : Test Rundown
    Enclosure 2 : Guidelines on Rollout & Fallback Arrangement
  5. Briefing Session for Market Rehearsal of HKATS and DCASS Upgrade (D-Lite)
  6. Briefing Session for Market Rehearsal of HKATS and DCASS Upgrade (OMD-D)
  7. Licence Fee Waiver Arrangement on D-Lite
  8. Schedule of Upcoming Connectivity Sessions for OMD-D D-Lite Onboarding
  9. Update of OMD-D Interface Specifications for Proposed Introduction of Weekly Hang Seng Index Options and Weekly Hang Seng China Enterprises Index Options Contracts in 2019
  10. Updates on Upcoming Changes to D-Lite for HKATS and DCASS Upgrade
  11. Updates on HKEX Orion Market Data Platform - Derivatives Market (OMD-D) for HKATS and DCASS Upgrade - Phase 2 Change
  12. Schedule of Upcoming Connectivity Sessions for OMD-D D-Lite Onboarding
  13. Updates on HKEX Orion Market Data Platform - Derivatives Market (OMD-D) for HKATS and DCASS Upgrade - Phase 2 Change
  14. Updates on Upcoming Changes to D-Lite for HKATS and DCASS Upgrade
  15. Upcoming Changes to D-Lite for HKATS and DCASS Upgrade - Available in the HKATS Certification Test Environment
  16. Changes to HKEX Orion Market Data Platform - Derivatives Market (OMD-D) for HKATS and DCASS Upgrade - Phase 2 Change available in the HKATS Certification Test Environment
  17. Upcoming Changes to D-Lite for HKATS and DCASS Upgrade - Available in the HKATS Testing Environment
  18. Changes to HKEX Orion Market Data Platform - Derivatives Market (OMD-D) for HKATS and DCASS Upgrade - Phase 2 Change available in the HKATS Testing Environment
  19. HKEX Orion Market Data Platform - Derivatives Market (OMD-D) for HKATS / DCASS Upgrade - Phase 2 Change
  20. Reminder for Upcoming Changes to D-Lite for HKATS and DCASS Upgrade and Schedule of Connectivity Sessions for D-Lite Onboarding
  21. Rollout of D-Lite on 16 April 2018
  22. Second Market Rehearsal for D-Lite on 7 April 2018
  23. Market Rehearsal for D-Lite on 24 March 2018
  24. Changes to Derivatives Lite ('D-Lite') under HKEX Orion Market Data Platform - Derivatives Market ('OMD-D') for HKATS and DCASS Upgrade
  25. HKATS / DCASS Upgrade - Updates on Project Schedule and Phase 2 Changes to OMD-D
  26. Update of OMD-D Interface Specification for D-Lite for the second phase of After-Hours Trading Enhancements - Equity Index Options
  27. Derivatives Lite (“D-Lite”) under HKEX Orion Market Data Platform - Derivatives Market (“OMD-D”) available in the HKATS Testing Environment
    Appendix 1: OMD-D Connectivity Guide for D-Lite
  28. On-boarding Arrangements for Derivatives Lite ("D-Lite")
  29. Connectivity Guide for Derivatives Lite (“D-Lite”) under HKEX Orion Market Data Platform - Derivatives Market (“OMD-D”)
  30. REMINDER: Enrolment for Derivatives Lite (“D-Lite”) under HKEX Orion Market Data Platform - Derivatives Market (“OMD-D”) by 31 October 2017
  31. Market Data Solutions for the upgrade of Hong Kong Futures Automated Trading System (“HKATS”) and the Derivatives Clearing and Settlement System (”DCASS”)
    Enclosure 1: Feed Enrolment Form for D-Lite
    Enclosure 2: OMD-D Interface Specification for D-Lite
    Enclosure 3: OMD-D Developers Guide for D-Lite
  Note1:
Due to the licensing obligations between HKEX and the software vendor, access to the OAPI specification is limited. 
To access OAPI specification – HKATS, please contact hkatssupport@hkex.com.hk.
To access OAPI specification – DCASS, please contact clearingpsd@hkex.com.hk.
Note 2:
Reflecting changes effective upon the rollout of HKATS & DCASS Upgrade
  Note3:
Data and products in the sample file are generated using hypothetical data for DCASS Upgrade testing only. Please note that HKEX is performing testing in due course. Should there be any changes, brokers and software vendors will be informed accordingly.

Updated 03 Jun 2019

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