dcass oapi certification test application / confirmation form
TRANSCRIPT
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
Updated August 2019 Page 2 of 14
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
Updated August 2019 Page 3 of 14
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)
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
S6 Cover Call Request
CQ71 Cover Request QUERY
S6 Cover Call Request
BD26 Cover Request Update BROADCAST
S6 Cover Call Request
CQ73 Cover Request Update QUERY
11 Delivery Information
BD18 Dedicated Delivery BROADCAST
4 Delivery Information
CQ52 Delivery QUERY
4 Delivery Information
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
16 Exercise Request Transactions
CC101 Update Automatic Exercise Limit TRANSACTION
17 Exercise Request Transactions
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
Updated August 2019 Page 4 of 14
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)
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
3 Position Information
BD40 Dedicated Auxiliary Position Info Update Information BROADCAST
3 Position Information
CQ40 Auxiliary Position Info Update QUERY
3 Position Information
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
Updated August 2019 Page 5 of 14
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)
23 Rectify Trade Transactions
CD27 Rectify Trade (Open/Close) TRANSACTION
24 Rectify Trade Transactions
CD28 Rectify Trade TRANSACTION
21 Rectify Trade Transactions
CQ14 Holding Rectify Trade QUERY
22 Rectify Trade Transactions
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
44 Order Information
MQ393 MQ9 (Total Inactive Order Query) With Trader ID QUERY
44 Order Information
BO5 Firm Order Book VIB
Updated August 2019 Page 6 of 14
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
Updated August 2019 Page 7 of 14
Category 3
The OAPI query catered for reception of certain signal broadcast must be sent after the respective signal
is received.
Query Category
Transaction Type Description
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
Transaction Type Description
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
Updated August 2019 Page 8 of 14
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
Transaction Type Description
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.
Updated August 2019 Page 9 of 14
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.
Updated August 2019 Page 10 of 14
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
Updated August 2019 Page 11 of 14
Steps Activities Area
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
Updated August 2019 Page 12 of 14
Steps Activities Area
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
Updated August 2019 Page 13 of 14
Steps Activities Area
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
Updated August 2019 Page 14 of 14
Steps Activities Area
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