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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
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
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 2: * Non-SOM Subscriber Only..............................................................................................................................31
Test Case 3: * Non-SOM Subscriber Only..............................................................................................................................35
Test Case 4: * Non-SOM Subscriber Only..............................................................................................................................39
Test Case 5: * Non-SOM Subscriber Only..............................................................................................................................43
Test Case 6: * SOM Subscriber Only.....................................................................................................................................47
Test Case 7: * SOM Subscriber Only.....................................................................................................................................51
Test Case 8: * SOM Subscriber Only.....................................................................................................................................55
Test Case 9: * SOM Subscriber Only.....................................................................................................................................59
Test Case 10: * SOM Subscriber Only...................................................................................................................................60
Part C – Trade and Trade Amendment Handling....................................................................................................61
Test Case 1: * Non-SOM Subscriber Only..............................................................................................................................61
Test Case 2: * SOM Subscriber Only.....................................................................................................................................62
2 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
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
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
OMD Field Name Message Expected ValueResult
(Check the box if matched)
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
CommodityCode 301 4002
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
EffectiveTomorrow 301 0
Country 302 12
Market 302 34
InstrumentGroup 302 4
Modifier 302 0
CommodityCode 302 4002
PriceQuotationFactor 302 50
ContractSize 302 1
DecimalInStrikePrice 302 0
DecimalInContractSize 302 0
DecimalInPremium 302 0
RankingType 302 1
Tradable 302 1
PremiumUnit4Price 302 1
BaseCurrency 302 HKD
InstrumentClassID 302 HSIFUT
InstrumentClassName 302 HSI – FUTURES
4 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
OMD Field Name Message Expected ValueResult
(Check the box if matched)
ISFractions 302 N
SettlementCurrencyID 302 HKD
EffectiveTomorrow 302 0
5 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Test Case 2* Non-SOM Subscriber Only
OMD Field Name Message Expected ValueResult
(Check the box if matched)
OrderBookID 303 5771170
Symbol 303 HSIF5/H5
FinancialProduct 303 11
NumberOfDecimalsPrice 303 0
NumberOfLegs 303 2
StrikePrice 303 0
ExpirationDate 303 20150330
DecimalsInStrikePrice 303 0
PutOrCall 303 0
OrderbookID 304 5771170
Symbol 304 HSIF5/H5
Country 304 12
Market 304 34
InstrumentGroup 304 202
Modifier 304 0
CommodityCode 304 4002
ExpirationDate 304 2015-03-30 (UInt16: 0011 0100 0111 1110)
StrikePrice 304 0
ContractSize 304 0
ISINCode 304
SeriesStatus 304 1
EffectiveTomorrow 304 0
EffectiveExpDate 304
DateTimeLastTrading 304 2015-01-29 16:00:00
CommodityCode 301 4002
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
EffectiveTomorrow 301 0
6 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
OMD Field Name Message Expected ValueResult
(Check the box if matched)
Country 302 12
Market 302 34
InstrumentGroup 302 4
Modifier 302 0
CommodityCode 302 202
PriceQuotationFactor 302 0
ContractSize 302 0
DecimalInStrikePrice 302 0
DecimalInContractSize 302 0
DecimalInPremium 302 0
RankingType 302 1
Tradable 302 1
PremiumUnit4Price 302 1
BaseCurrency 302 HKD
InstrumentClassID 302 HSITS02
InstrumentClassName 302 HSI FUT TIME SPREAD (S=2)
ISFractions 302 N
SettlementCurrencyID 302
EffectiveTomorrow 302 0
ComboOrderbookID 305 5771170
LegOrderbookID 305 5705634
LegSide 305 B
LegRatio 305 1
ComboOrderbookID 305 5771170
LegOrderbookID 305 5640098
LegSide 305 C
LegRatio 305 1
Test Case 3* SOM Subscriber Only
OMD Field Name Message Expected ValueResult
(Check the box if matched)
OrderBookID 303 198613
Symbol 303 HKB105.00U4
FinancialProduct 303 1
NumberOfDecimalsPrice 303 2
NumberOfLegs 303 0
7 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
OMD Field Name Message Expected ValueResult
(Check the box if matched)
StrikePrice 303 105.00
ExpirationDate 303 20140929
DecimalsInStrikePrice 303 2
PutOrCall 303 2
OrderbookID 304 198613
Symbol 304 HKB105.00U4
Country 304 12
Market 304 20
InstrumentGroup 304 7
Modifier 304 0
CommodityCode 304 2005
ExpirationDate 304 2014-09-29 (UInt16: 0011 0011 0011 1101)
StrikePrice 304 105.00
ContractSize 304 0
ISINCode 304
SeriesStatus 304 1
EffectiveTomorrow 304 0
EffectiveExpDate 304 20140929
DateTimeLastTrading 304 2014-09-29 11:15:00
CommodityCode 301 2005
DecimalInUnderlyingPrice 301 2
ISINCode 301
BaseCurrency 301 HKD
UnderlyingPriceUnit 301 1
CommodityName 301 HSBC HOLDINGS PLC
NominalValue 301 0
UndelyingCode 301 00005
UnderlyingType 301 1
EffectiveTomorrow 301 0
Country 302 12
Market 302 20
InstrumentGroup 302 7
Modifier 302 0
CommodityCode 302 2005
PriceQuotationFactor 302 400
8 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
OMD Field Name Message Expected ValueResult
(Check the box if matched)
ContractSize 302 400
DecimalInStrikePrice 302 2
DecimalInContractSize 302 0
DecimalInPremium 302 2
RankingType 302 1
Tradable 302 1
PremiumUnit4Price 302 1
BaseCurrency 302 HKD
InstrumentClassID 302 HKBPUT
InstrumentClassName 302 HKB - PUT OPTIONS
ISFractions 302 N
SettlementCurrencyID 302 HKD
EffectiveTomorrow 302 0
9 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Test Case 4* SOM Subscriber Only
OMD Field Name Message Expected ValueResult
(Check the box if matched)
OrderBookID 303 4294903765
Symbol 303 TMC_HKB/001
FinancialProduct 303 11
NumberOfDecimalsPrice 303 2
NumberOfLegs 303 2
StrikePrice 303 1
ExpirationDate 303 20140129
DecimalsInStrikePrice 303 2
PutOrCall 303 0
OrderbookID 304 4294903765
Symbol 304 TMC_HKB/001
Country 304 12
Market 304 20
InstrumentGroup 304 250
Modifier 304 0
CommodityCode 304 2005
ExpirationDate 304 2014-01-29 (UInt16: 0011 0010 0011 1101)
StrikePrice 304 1
ContractSize 304 0
ISINCode 304
SeriesStatus 304 1
EffectiveTomorrow 304 0
EffectiveExpDate 304
DateTimeLastTrading 304 1970-01-01 08:00:00
CommodityCode 301 2005
DecimalInUnderlyingPrice 301 2
ISINCode 301
BaseCurrency 301 HKD
UnderlyingPriceUnit 301 1
CommodityName 301 HSBC HOLDINGS PLC
NominalValue 301 0
UndelyingCode 301 00005
UnderlyingType 301 1
EffectiveTomorrow 301 0
10 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
OMD Field Name Message Expected ValueResult
(Check the box if matched)
Country 302 12
Market 302 20
InstrumentGroup 302 250
Modifier 302 0
CommodityCode 302 2005
PriceQuotationFactor 302 0
ContractSize 302 0
DecimalInStrikePrice 302 0
DecimalInContractSize 302 0
DecimalInPremium 302 2
RankingType 302 1
Tradable 302 1
PremiumUnit4Price 302 1
BaseCurrency 302 HKD
InstrumentClassID 302 TMC_HKB
InstrumentClassName 302 HKB TMC Combo Class
ISFractions 302 N
SettlementCurrencyID 302
EffectiveTomorrow 302 0
ComboOrderbookID 305 4294903765
LegOrderbookID 305 1771477
LegSide 305 B
LegRatio 305 1
ComboOrderbookID 305 4294903765
LegOrderbookID 305 2885589
LegSide 305 C
LegRatio 305 1
11 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Section 2: Interpretation of Status Data: Market Status (message type: 320 )
Test Case 1
OMD Field Name Expected ValueResult
(Check the box if matched)
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
OMD Field Name Expected ValueResult
(Check the box if matched)
StateLevel 2
Markert 34
Instrument 4
OrderbookID 0
CommodityCode 0
ActualStartDate 20131230
ActualStartTime 043000
PlannedStartDate
PlannedStartTime
SecondsToStateChange 0
State 9
Priortiy 120
12 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Test Case 3
OMD Field Name Expected ValueResult
(Check the box if matched)
StateLevel 3
Markert 38
Instrument 4
OrderbookID 0
CommodityCode 4008
ActualStartDate 20131230
ActualStartTime 043000
PlannedStartDate
PlannedStartTime
SecondsToStateChange 0
State 9
Priortiy 120
Test Case 4
OMD Field Name Expected ValueResult
(Check the box if matched)
StateLevel 4
Markert 0
Instrument 0
OrderbookID 462754
CommodityCode 0
ActualStartDate 20131230
ActualStartTime 040044
PlannedStartDate
PlannedStartTime
SecondsToStateChange 0
State 0
Priortiy 0
13 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Test Case 5
OMD Field Name Expected ValueResult
(Check the box if matched)
StateLevel 99
Markert 0
Instrument 0
OrderbookID 0
CommodityCode 0
ActualStartDate 20131230
ActualStartTime 122928
PlannedStartDate 20131230
PlannedStartTime 122928
SecondsToStateChange 0
State 0
Priortiy 0
14 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Interpretation of Status Data: Series Status (message type: 321 )
Test Case 6* Non-SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
OrderbookID 397227
Suspended Y
Test Case 7* Non-SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
OrderbookID 4294905764
Suspended N
Test Case 8* SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
OrderbookID 14355207
Suspended Y
Test Case 9* SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
OrderbookID 13568241
Suspended N
15 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Interpretation of Status Data: Commodity Status (message type: 322 )
Test Case 10
OMD Field Name Expected ValueResult
(Check the box if matched)
CommodityCode 2211
Suspended Y
Test Case 11
OMD Field Name Expected ValueResult
(Check the box if matched)
CommodityCode 2289
Suspended N
16 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Section 3: Interpretation of Order Book Data Quote Request (message type: 336 )
Test Case 1* Non-SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
OrderbookID 6229921
NumberOflots 0
BidAskFlag 2
Test Case 2* SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
OrderbookID 1771477
NumberOflots 1
BidAskFlag 2
17 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
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
Test Case 1* Non-SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
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
Test Case 2* Non-SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
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
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Test Case 3* SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
OrderbookID 4294772693
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
Test Case 4* Non-SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
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
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Section 5: Interpretation of Trade and Price Data (DP subscribers only) Series Statistics (message type: 363 )
* All price values below are specified in actual values after taking into account of implied decimals.
T Session
Test Case 1* Non-SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
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
Test Case 2* Non-SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
OrderbookID 9965474
Session 0
Open 65851128
High 94944
Low 10
TradeReportVolume 159214834
DealCount 384025026
Price 529644
Turnover 275
20 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Test Case 3* SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
OrderbookID 4294772693
Session 0
Open 10.00
High 10.00
Low 10.00
TradeReportVolume 0
DealCount 1
Price 10.00
Turnover 10
T+1 Session
Test Case 4* Non-SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
OrderbookID 7081889
Session 1
Open 9501
High 10500
Low 9500
TradeReportVolume 0
DealCount 10
Price 10000
Turnover 18
21 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Section 6: Interpretation of Trade and Price Data (Non-SOM Subscriber Only) Calculated Opening Price (message type: 364 )
OMD Field Name Expected ValueResult
(Check the box if matched)
OrderbookID 4722593
CalculatedOpeningPrice N/A (Value = -2147483648)
Quantity 0
22 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Section 7: Interpretation of Trade and Price Data (DS, DP subscribers only) Estimated Average Settlement Price (message type: 365 )
* All price values below are specified in actual values after taking into account of implied decimals.
Test Case 1
OMD Field Name Expected ValueResult
(Check the box if matched)
EASType E
InstrumentCode 5
EAS 43.42
Test Case 2
OMD Field Name Expected ValueResult
(Check the box if matched)
EASType H
InstrumentCode 0000103
EAS 23360.19
23 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Section 8: Interpretation of News Market Alert (message type: 323 )
Test Case 1: Market Alert with one line of content
OMD Field Name Expected ValueResult
(Check the box if matched)
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
OMD Field Name Expected ValueResult
(Check the box if matched)
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]
[香港交易所測試中]
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]
[香港交易所測試中]
AlertID 4
24 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
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]
[香港交易所測試中]
AlertID 4
Source M
Header [C] [香港交易所測試中]
LastFragment Y
InfoType 0
Priority 0
NoLines 1
Content [香港交易所測試中]
Test Case 3: Market Alert with ten lines of content
OMD Field Name Expected ValueResult
(Check the box if matched)
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
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
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
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Section 9: Interpretation of Clearing Information (DS, DP subscribers only) Open Interest (message type: 366 )
* All price values below are specified in actual values after taking into account of implied decimals.
Previous Trading Day
* Non-SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
DayIndicator 1
OrderbookID 331701
Settlement 1510.00
DealCount 0
GrossOI 559673633
NetOI 9029
Turnover 0
* SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
DayIndicator 1
OrderbookID 13112168
Settlement 3.60
DealCount 0
GrossOI 942355163
NetOI 5
Turnover 0
27 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Current Trading Day
* Non-SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
DayIndicator 0
OrderbookID 6492065
Settlement 10784
DealCount 982997971
GrossOI 65
NetOI 47491
Turnover 370606209
* SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
DayIndicator 0
OrderbookID 13112168
Settlement 3.59DealCount 183453
GrossOI 52
NetOI 1558507
Turnover 99
28 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Section 10: Interpretation of Clearing Information (DP subscribers only) Implied Volatility (message type: 367 )
* All price values below are specified in actual values after taking into account of implied decimals.
* Non-SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
OrderbookID 4591521
ImpliedVolatility 11.2206
* SOM Subscriber Only
OMD Field Name Expected ValueResult
(Check the box if matched)
OrderbookID 13112168
ImpliedVolatility 0.0009
29 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
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
(Check the box if matched)
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
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Bid Sell OrderBookID: 5640098
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
1 19000 10 1
Empty
Aggregate Order Book “10 + 1 BBO” (DP Subscribers only)Bid Sell OrderBookID: 5640098
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
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
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Full Order Book (DF Subscribers only)Bid Ask OrderBookID: 5640098
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
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
Table continues next page ->
32 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Bid Ask OrderBookID: 5640098
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
6360365812506715904 1 19000 10 ☒N/A☐Bait order
Empty
33 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Test Case 2: * Non-SOM Subscriber Only
Aggregate Order Book “10BBO” (DS Subscribers only)Bid Sell OrderBookID: 8458146
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
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 ->
34 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Aggregate Order Book “10 + 1 BBO” (DP Subscribers only)Bid Sell OrderBookID: 8458146
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
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 ->
35 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Full Order Book (DF Subscribers only)Bid Ask OrderBookID: 8458146
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
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
Table continues next page ->
36 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Bid Ask OrderBookID: 8458146
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
6360365812506715844 1 19000 10 ☒N/A☐Bait order
Empty
37 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Test Case 3: * Non-SOM Subscriber Only
Aggregate Order Book “10BBO” (DS Subscribers only)Bid Sell OrderBookID: 200610
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
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
Continues next page ->
38 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Aggregate Order Book “10 + 1 BBO” (DP Subscribers only)Bid Sell OrderBookID: 200610
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
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
Continues next page ->
39 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Full Order Book (DF Subscribers only)Bid Ask OrderBookID: 200610
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
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
Table continues next page ->
40 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Bid Ask OrderBookID: 200610
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
6360365812506715854 2 19000 10 ☒N/A☐Bait order
6360365812506715855 1 19200 11 ☒N/A☐Bait order
Empty
41 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Test Case 4: * Non-SOM Subscriber Only
Aggregate Order Book “10BBO” (DS Subscribers only)Bid Sell OrderBookID: 5181346
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
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
Continues next page ->
42 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Aggregate Order Book “10 + 1 BBO” (DP Subscribers only)Bid Sell OrderBookID: 5181346
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
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
Continues next page ->
43 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Full Order Book (DF Subscribers only)Bid Ask OrderBookID: 5181346
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
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
Table continues next page ->
44 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Bid Ask OrderBookID: 5181346
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
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
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Test Case 5: * Non-SOM Subscriber Only
Aggregate Order Book “10BBO” (DS Subscribers only)Bid Sell OrderBookID: 397218
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
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
Continues next page ->
46 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Aggregate Order Book “10 + 1 BBO” (DP Subscribers only)Bid Sell OrderBookID: 397218
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
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
Continues next page ->
47 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Full Order Book (DF Subscribers only)Bid Ask OrderBookID: 397218
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
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
Table continues next page ->
48 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Bid Ask OrderBookID: 397218
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
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
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Test Case 6: * SOM Subscriber Only
Aggregate Order Book “10BBO” (DS Subscribers only)Bid Sell OrderBookID: 20189076
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
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
Continues next page ->
50 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Aggregate Order Book “10 + 1 BBO” (DP Subscribers only)Bid Sell OrderBookID: 20189076
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
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
Continues next page ->
51 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Full Order Book (DF Subscribers only)Bid Ask OrderBookID: 20189076
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
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
Table continues next page ->
52 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Bid Ask OrderBookID: 20189076
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
6360365808211812453 1 100.90 10 ☒N/A☐Bait order
Empty
53 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Test Case 7: * SOM Subscriber Only
Aggregate Order Book “10BBO” (DS Subscribers only)Bid Sell OrderBookID: 21434260
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
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
Continues next page ->
54 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Aggregate Order Book “10 + 1 BBO” (DP Subscribers only)Bid Sell OrderBookID: 21434260
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
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
Continues next page ->
55 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Full Order Book (DF Subscribers only)Bid Ask OrderBookID: 21434260
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
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
Table continues next page ->
56 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Bid Ask OrderBookID: 21434260
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
6360365808211812482 9 100.89 10 ☒N/A☐Bait order
6360365808211812481 10 100.90 10 ☒N/A☐Bait order
57 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Test Case 8: * SOM Subscriber Only
Aggregate Order Book “10BBO” (DS Subscribers only)Bid Sell OrderBookID: 13569940
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
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
Continues next page ->
58 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Aggregate Order Book “10 + 1 BBO” (DP Subscribers only)Bid Sell OrderBookID: 13569940
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
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
Continues next page ->
59 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Full Order Book (DF Subscribers only)Bid Ask OrderBookID: 13569940
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
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
Table continues next page ->
60 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Bid Ask OrderBookID: 13569940
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
6360365808211812516 1 100.90 10 ☒N/A☐Bait order
Empty
61 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Test Case 9: * SOM Subscriber Only
Aggregate Order Book “10BBO” (DS Subscribers only)Bid Sell OrderBookID: 17108884
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
Empty
Empty
Aggregate Order Book “10 + 1 BBO” (DP Subscribers only)Bid Sell OrderBookID: 17108884
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
Empty
Empty
Full Order Book (DF Subscribers only)Bid Ask OrderBookID: 17108884
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
Empty
Empty
62 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Test Case 10: * SOM Subscriber Only
Aggregate Order Book “10BBO” (DS Subscribers only)Bid Sell OrderBookID: 19204053
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
Empty
Empty
Aggregate Order Book “10 + 1 BBO” (DP Subscribers only)Bid Sell OrderBookID: 19204053
Price Level Price Agg. Quantity NumOfOrder Price Level Price Agg. Quantity NumOf
OrdersResult
(Check the box if matched)
Empty
Empty
Full Order Book (DF Subscribers only)Bid Ask OrderBookID: 19204053
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order
TypeResult
(Check the box if matched)
Empty
Empty
63 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
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.
Test Case 1: * Non-SOM Subscriber Only
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
☐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
64 / 6517 January 2014
HKEx Orion Market Data Platform (OMD-D) Practice Session Answer Book (v1.0)
Test Case 2: * SOM Subscriber Only
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
☐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
63603453426925636 0.10 20 2013-12-30
10:40:02Rectified
☐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
65 / 6517 January 2014
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