JR/T 0022: Evolution and historical versions
| Standard ID | Contents [version] | USD | STEP2 | [PDF] delivered in | Standard Title (Description) | Status | PDF |
| JR/T 0022-2020 | English | RFQ |
ASK
|
3 days [Need to translate]
|
(Securities Trading Data Exchange Agreement)
| Valid |
JR/T 0022-2020
|
| JR/T 0022-2014 | English | RFQ |
ASK
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3 days [Need to translate]
|
(SEC data exchange protocol)
| Obsolete |
JR/T 0022-2014
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| JR/T 0022-2004 | English | RFQ |
ASK
|
14 days [Need to translate]
|
Securities trading exchange protocol
| Obsolete |
JR/T 0022-2004
|
PDF similar to JR/T 0022-2020
Basic data | Standard ID | JR/T 0022-2020 (JR/T0022-2020) | | Description (Translated English) | (Securities Trading Data Exchange Agreement) | | Sector / Industry | Finance Industry Standard (Recommended) | | Classification of Chinese Standard | A11 | | Word Count Estimation | 107,176 | | Date of Issue | 2020-12-23 | | Date of Implementation | 2020-12-23 | | Older Standard (superseded by this standard) | JR/T 0022-2014 | | Regulation (derived from) | China Securities Regulatory Commission Announcement (2020) No. 70 | | Issuing agency(ies) | People's Bank of China | JR/T 0022-2020: (Securities Trading Data Exchange Agreement)---This is a DRAFT version for illustration, not a final translation. Full copy of true-PDF in English version (including equations, symbols, images, flow-chart, tables, and figures etc.) will be manually/carefully translated upon your order.
Securities trading exchange protocol
People's Republic of China Financial Industry Standards
Replace JR/T 0022-2014
Securities Trading Data Exchange Agreement
2020-12-23 release
2020-12-23 Implementation
Issued by China Securities Regulatory Commission
1 Scope...1
2 Normative references...1
3 Terms and definitions...1
4 Application environment...2
5 Session mechanism...2
6 Message format...2
7 Security and Encryption...4
8 Data Integrity...5
9 Expansion method...5
10 Message Definition...6
11 Data Dictionary...52
Appendix A (informative appendix) Application environment reference examples...81
Appendix B (Normative Appendix) FIX Standard Session Mechanism...82
Appendix C (Normative Appendix) FIX Session Message...86
Appendix D (informative appendix) Examples of repeated groups...92
Appendix E (informative appendix) Calculating checksum...93
Appendix F (informative appendix) Application message scenarios...94
Foreword
This standard was drafted in accordance with the rules given in GB/T 1.1-2009.
This standard replaces JR/T 0022-2014 "Securities Transaction Data Exchange Agreement", compared with JR/T 0022-2014, except for editorial changes
The main technical changes are as follows.
--Modified the statement of the conversation mechanism, and moved the relevant content into Appendix B (see 5 and Appendix B,.2014 edition of 5);
--Modified the extension rules, the domain number 1-10000 is uniformly defined and issued by the National Financial Standardization Technical Committee, and the domain number is after 10000
The above definition is agreed upon by the connecting parties (see 9.2);
--Modified the STEP version number, updated to 1.3 (see 9.3);
- Deleted the "conversation message" and moved the relevant content into Appendix C (see 10.3 of the.2014 edition, Appendix C);
--According to business development, the value of some fields has been increased (see Table 44);
--Based on the original application messages, related business domains have been added (see Table 44);
--- Added a new application message (see the value of MsgType in Table 44);
- Deleted the information related to Appendix C and the gap filling method (see Appendix C of the.2014 edition);
- Deleted the informative Appendix E application message scenario related content (see Appendix E of the.2014 edition);
--Refer to the Financial Information Exchange Agreement (FIX5.0 SP2).
This standard was proposed by the Securities Sub-Technical Committee of the National Financial Standardization Technical Committee (SAC/TC180 SC4).
This standard is under the jurisdiction of the National Financial Standardization Technical Committee (SAC/TC180).
Drafting organizations of this standard. China Securities Regulatory Commission Science and Technology Regulatory Bureau, China Securities Regulatory Commission Information Center, Submit
Technology Co., Ltd., Shenzhen Stock Exchange, China Securities Information Technology Service Co., Ltd., Shenzhen Securities Communication Co., Ltd.
The main drafters of this standard. Yao Qian, Liu Tiebin, Zhou Yunhui, Wu Shaoping, Cao Zhaoyong, Li Xiangdong, Zhou Xianqian, Cui Chunxiao, Zhu Xu.
This standard replaces and abolishes the JR/T 0022-2014 version.
The previous releases of this standard are as follows.
--JR/T 0022-2004, JR/T 0022-2014.
Securities Trading Data Exchange Agreement
1 Scope
This standard specifies the data exchange agreement required for securities transactions between the stock exchange trading system and the market participant system
(Securities Trading Exchange Protocol, STEP) application environment, session mechanism, message format, security and encryption,
Data integrity, expansion method, message definition, data dictionary, etc.
This standard applies to the exchange of business data between stock exchanges and market participants and related financial institutions, and it can also be used by various securities and futures industries.
Refer to the connection between institutional systems.
2 Normative references
The following documents are indispensable for the application of this document. For dated reference documents, only the dated version applies to this article
Pieces. For undated reference documents, the latest version (including all amendments) is applicable to this document.
GB/T 2659 Codes for names of countries and regions in the world
GB/T 12406 represents the code of currency and funds
GB 18030-2005 Information Technology Chinese Coded Character Set
GB/T 23696-2017 Securities and related financial instruments exchange and market identification code
GB/T 35964-2018 Classification of Securities and Related Financial Instruments Financial Instruments (CFI Code)
3 Terms and definitions
The following terms and definitions apply to this document.
3.1
Component
There is a certain set of business-related data fields in the message.
3.2
New order-single
New orders generated by the trading client.
3.3
Execution reports
The transaction server responds to the message of the transaction client.
3.4
Designated trading
Link the securities account number with the participant business unit (such as the seat number) of a certain securities business department, thereby restricting the securities account number
The transaction is only in the transaction mode of the participant’s business unit.
3.5
Designation transfer
The act of transferring the securities escrowed by a certain securities firm to another custodial firm, and investors can only transfer the securities to the custodial firm.
Sold at the brokerage.
3.6
Corporate action
Non-trading business of listed companies.
Note. Such as new share placement, subscription of rights issue, conversion of convertible bonds, resale, etc.
3.7
Participant business unit; PBU
Market participants exercise trading rights and obtain logical channels for trading services.
3.8
Market participants
Clients participating in securities transactions.
Note. Such as exchange members, securities business department, etc.
4 Application environment
Refer to Appendix A for reference examples of the application environment of the securities transaction data exchange protocol.
5 Session mechanism
See Appendix B for the FIX standard session mechanism. See Appendix C for the FIX session message format.
6 Message format
6.1 Data Type
6.1.1 Overview of data types
The data type is used to define the value type of the data field. This standard has 5 basic data types (integer, floating point, single character, word
Symbol string, data Data) and data types expanded on this basis. Except for the "data" data type, all other data types are in ASCII
Code string representation.
6.1.2 Integer
The serial number without comma and decimal places can indicate positive or negative (consisting of negative numbers representing characters "-" and "0" to "9"). Symbol occupies one
Character positions. The leading character zero is allowed (for example. "00023" = "23").
Extended definition of integer type.
--Length Length. The data length expressed in bytes as an integer, a positive number.
--Repetition number NumInGroup. Integer represents the number of repetition groups, a positive number.
--Message sequence number SeqNum. Express the message sequence number as an integer, a positive number.
--Domain Number TagNum. The field number (or Tag) represented by an integer, a positive number, and the first digit should not be zero.
--DayOfMonth. The day of the month expressed as an integer, ranging from 1 to 31.
6.1.3 Floating point numbers
Contains an optional decimal part, which can represent positive or negative (consisting of negative numbers representing characters "-", "0" to "9" and "."). Up to 15
Significant digits. The leading character zero is allowed (for example. "00023" = "23"). It is allowed to put the character zero after the decimal part (for example. "23.0"=
"23.0000" = "23"). Unless otherwise stated, the floating-point number types have both positive and negative.
Extended definition of floating-point number type.
--Quantity Qty. The number of shares, the number of assets, etc., can have a decimal part.
--Price. The number of decimal places is variable.
--Price Offset PriceOffset. A floating point field representing the price offset.
--Amount Amt. A typical price multiplied by quantity, such as transaction amount.
--Percentage. Decimal representation method. For example, ".05" represents 5%.
6.1.4 Single character
All alphabetic characters and punctuation characters except delimiters are case sensitive.
Extended definition of character type.
--Boolean Boolean. The value of this field is based on two characters, "'Y'=True/Yes,'N'=False/No".
6.1.5 String
The letter is case-sensitive.
Extended definition of string type.
--MultipleValueString. separated by spaces.
--Country and area codes. see GB/T 2659 for use.
--The letter code of currency. See GB/T 12406 for use.
6.1.6 Data
Original data without format and content restrictions, including two parts. length field and data field, data field data can contain hexadecimal values
0x01, the length field indicates the number of bytes in the data field.
6.2 Domain
6.2.1 Domain overview
A domain is a basic data element. Each domain has its domain number, business meaning, and a certain value range. The domain number is uniformly assigned to different domains.
It is the distinguishing mark of the domain. In the message, the domain number is used to determine the different domains. The data type of the domain determines its value type, and the value range of the domain
The range can be a set, and any value outside this set is considered an illegal value. Business definition, data type and value range of all domains
See Chapter 11 Data Dictionary.
6.2.2 Use of domains
In the message, there are three ways to use domains. mandatory, optional, and conditional selection (that is, based on the presence or absence of other related domains or
Value to decide). As a complete message, mandatory fields and conditional restriction selection fields need to be included.
6.2.3 Custom domain
If the domain defined in this standard is not enough to use, the stock exchange or market participant can extend and define a new domain, that is, a custom domain.
6.2.4 Domain Chinese character encoding
See GB 18030-2005 for the coding rules for the value of Chinese characters in the domain.
6.2.5 Domain definition
All fields in the message (including data type data fields) have a separator to define the separation, which is a non-printable character
The single byte part of GB 18030-2005 encoding set 0x01, (Note. ASCII code "SOH",
d) In the repeating group, the order of the fields should follow the order in which the repeating group is defined in the message or component;
e) In a message, no other fields except the repeated group field can be repeated.
6.2.7 Repeat Group
The field can be repeated multiple times in the repeat group to transfer the number of the array type...
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