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Agenda
Equity
Hong Kong Stock Exchange (HKEx)
Futures & Options
Hong Kong Futures Exchange (HKFE)
Hong Kong Mercantile Exchange (HKMEx)
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Hong Kong Exchange (HKEx)
Securities Trading (HKSE) Derivatives Trading (HKFE)
Exchange website
http://www.hkex.com.hk/eng/index.htm
http://www.hkex.com.hk/eng/index.htmhttp://www.hkex.com.hk/eng/index.htm7/27/2019 Market Specific - HK TRSC
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HKSE: ,
main traded instruments:
Equities e.g.
Warrants e.g.
Rights e.g.
Bonds e.g.
Exchange Traded Funds e.g.
CBBC (Callable Bull/Bear Certificates) e.g.
http://www.hkex.com.hk/eng/prod/secprod/cbbc/Intro.htm
http://www.hkex.com.hk/eng/prod/secprod/cbbc/Intro.htmhttp://www.hkex.com.hk/eng/prod/secprod/cbbc/Intro.htm7/27/2019 Market Specific - HK TRSC
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H shares issued by companies incorporated in Mainland China and listedon the HKSE.
Blue chipsnormally companies with the highest status and
quality for investment. In Hong Kong, the constituents of the Hang
Seng Index are generally recognized as blue chips.
Red chipscompanies listed on the Stock Exchange and
controlled by Mainland entities, by way of direct or indirect shareholdingand/or representation on the board of directors.
Red-chip companies are incorporated outside Mainland China.
detailing companies which have both H-Shares and A-Shares listed. For example, Industrial and Commercial Bank of China (ICBC)lists on both the Chinese Stock Exchanges (Shanghai Stock Exchange or
Shenzhen Stock Exchange) and the Hong Kong Stock Exchange Exchange website:
http://www.hkex.com.hk/eng/prod/secprod/eqty/Documents/equities.pdf
http://www.hkex.com.hk/eng/prod/secprod/eqty/Documents/equities.pdfhttp://www.hkex.com.hk/eng/prod/secprod/eqty/Documents/equities.pdf7/27/2019 Market Specific - HK TRSC
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Reference Data
HKSE Full Quote RIC Rule RIC is created based on exchange stock code.
If the ticker is 4 or 5 digits, the RIC will be ticker +.HK If the ticker is less than 4 digits, we will add leading zeros
to form 4 digits.
E.g ,
http://www.hkex.com.hk/eng/market/sec_tradinfo/stockcod
e/documents/scap.pdf(Stock Code Allocation Plan)
Market Specific Hong Kong
http://www.hkex.com.hk/eng/market/sec_tradinfo/stockcode/documents/scap.pdfhttp://www.hkex.com.hk/eng/market/sec_tradinfo/stockcode/documents/scap.pdfhttp://www.hkex.com.hk/eng/market/sec_tradinfo/stockcode/documents/scap.pdfhttp://www.hkex.com.hk/eng/market/sec_tradinfo/stockcode/documents/scap.pdf7/27/2019 Market Specific - HK TRSC
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How to verify stock code/ticker from exchangewebsite?
the exchange stock code (ticker) is supported on FID 78
E,g. - official stock code is 1
Exchange website for stock code (ticker) verification:
http://www.hkex.com.hk/eng/index.htm
http://www.hkex.com.hk/eng/index.htmhttp://www.hkex.com.hk/eng/index.htm7/27/2019 Market Specific - HK TRSC
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How do we get ISIN code for HKSE RICs? FID 3655 or MI page such as ISIN code
Please note that our main source of ISIN code is fromStock Exchange of Hong Kong (SEHK). The exchangecollects the information on best effort basis and thendisseminates to Thomson Reuters via Hong Kong
Miscellaneous Information RIC, such as . The update time is approximately at 08:15 HKT (00:15
GMT)
For HK-listed securities of which the issuing companies
are registered outside Hong Kong, the ISIN codes are or
will be assigned and updated by the National NumberingAgencies or their substitute agencies of the corresponding
countries.
Since the SEHK is not the issuer of the ISIN codes for
these companies, there could be delay in getting the ISIN
code from the respective numbering agencies by the
exchange.
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Miscellaneous Information Page RIC
Information Feed in from Exchange Feed
ISIN code
Eligible for Short Selling
Stamp duty
Short Selling RIC
Individual Stock Short Selling RICStock code + stat.HK
e.g.
Daily Turnover and Volume of Short Selling
Average Short Selling price
(CAZ ID 1070575 & 88312)
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When does the ETI team create a HKSE RIC for anew stock?
Based on the exchange notification (official source)
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HKSE Trading Calendar and Trading Hours
- Holidays Speedguide:
- Exchange website:
http://www.hkex.com.hk/eng/market/sec_tradinfo/tradcal/nont10.htm
- Trading Hours:
- Exchange website:
http://www.hkex.com.hk/eng/market/sec_tradinfo/tradcal/tr
adcal_1.htm
HKSE Closing Run
http://www.hkex.com.hk/eng/market/sec_tradinfo/tradcal/nont10.htmhttp://www.hkex.com.hk/eng/market/sec_tradinfo/tradcal/tradcal_1.htmhttp://www.hkex.com.hk/eng/market/sec_tradinfo/tradcal/tradcal_1.htmhttp://www.hkex.com.hk/eng/market/sec_tradinfo/tradcal/tradcal_1.htmhttp://www.hkex.com.hk/eng/market/sec_tradinfo/tradcal/tradcal_1.htmhttp://www.hkex.com.hk/eng/market/sec_tradinfo/tradcal/nont10.htm7/27/2019 Market Specific - HK TRSC
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Market Depth
levels of market depth data
Please note there is no D RIC for Hong Kong stocks
The original RIC displays 5 levels market depth data
e.g.
what kind of data does display?
( > )
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Price Verification
To access price information, navigate from homepage at
http://www.hkex.com.hk/eng/index.htm, by input the stock
code (ticker) into Stock Quote Search.
e.g. Stocks delayed prices:http://www.hkex.com.hk/eng/invest/company/quote_page_e.a
sp?WidCoID=1&WidCoAbbName=&Month=1&langcode=e
e.g. Stocks historical prices:
http://www.hkex.com.hk/eng/invest/company/chart_page_e.asp?WidCoID=1&WidCoAbbName=&Month=3&langcode=e#
http://www.hkex.com.hk/eng/invest/company/quote_page_e.asp?WidCoID=1&WidCoAbbName=&Month=1&langcode=ehttp://www.hkex.com.hk/eng/invest/company/quote_page_e.asp?WidCoID=1&WidCoAbbName=&Month=1&langcode=ehttp://www.hkex.com.hk/eng/invest/company/chart_page_e.asp?WidCoID=1&WidCoAbbName=&Month=3&langcode=ehttp://www.hkex.com.hk/eng/invest/company/chart_page_e.asp?WidCoID=1&WidCoAbbName=&Month=3&langcode=ehttp://www.hkex.com.hk/eng/invest/company/chart_page_e.asp?WidCoID=1&WidCoAbbName=&Month=3&langcode=ehttp://www.hkex.com.hk/eng/invest/company/chart_page_e.asp?WidCoID=1&WidCoAbbName=&Month=3&langcode=ehttp://www.hkex.com.hk/eng/invest/company/quote_page_e.asp?WidCoID=1&WidCoAbbName=&Month=1&langcode=ehttp://www.hkex.com.hk/eng/invest/company/quote_page_e.asp?WidCoID=1&WidCoAbbName=&Month=1&langcode=e7/27/2019 Market Specific - HK TRSC
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HKSE Trading FeaturesTrading types (FID 975) Automatch Direct (Y)
Automatch Non-direct ( )
Manual or Special Lot Direct (X)
Manual or Special Lot Non-direct (M)
Odd Lot (D) Pre-opening (P)
Auction-Matched (U)
, -4
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HKSE Trading Features How is the closing price calculated by the exchange?
Please refer to FID 6 at 16:01 HKT for close price.
Unlike other Asian exchanges, FID 393 (rather than FID 6) isthe last traded price for Hong Kong Equity.
FID 6 is nominal
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Close price adjustment Adjust Historical closing price (FID 21)
Cash dividend adjusted by the exchange data feed around
08:00 HKT
On ex-date, the Hong Kong Stock Exchange (HKSE) adjuststhe previous day close nominally based on the cash dividends
amount.
Please note that for HK cash dividends, only FID21 is
adjusted on Ex-date, and it is from Hong Kong Stock
Exchange directly; while, for close price on graph and TS1,
the close prices are taken from the Thomson Reutershistorical database, and are not adjusted
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Parallel Trading
Parallel trading is peculiar to Hong Kong Stock Exchange
(HKSE) and refers to the method opted during stock
consolidation and share sub-division. On HKSE, in the
event of a share consolidation, stock split or lot size
change, temporary stock codes will be listed.
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There are always 3 stages,
1st stage : On May 13th
The original RIC inactive (RIC deleted)
Temporary RIC is trading (RIC added).
2nd stage ( parallel trading) : On May 27th,
The original RIC is re- activated (RIC added),
Temporary RIC continues trading.
The shareholders can trade on the original RIC OR the temporary RIC
3rd stage : On June 20th,The original RIC resumes trading (RIC added),
Temporary RIC is deleted.
All trading then reverts back to the original RIC.
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HKSE FID list
Customer Zone FAQ 1028726
https://customers.reuters.com/a/KnowledgeCentre/Resolu
tion.aspx?id=1028726
Refer to
https://customers.reuters.com/a/KnowledgeCentre/Resolution.aspx?id=1028726https://customers.reuters.com/a/KnowledgeCentre/Resolution.aspx?id=1028726https://customers.reuters.com/a/KnowledgeCentre/Resolution.aspx?id=1028726https://customers.reuters.com/a/KnowledgeCentre/Resolution.aspx?id=10287267/27/2019 Market Specific - HK TRSC
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Indices , FID list CAZ ID:1028726
Most important index: , its constituents:
Hang Seng index delayed price verification:
http://www.hsi.com.hk/HSI-Net/
Hang Seng index historical price verification:
http://www.hsi.com.hk/HSI-Net/HSI-Net
Home > Download Centre > Reports and Statistics
Step 1: Select the index
Step 2: Select Index daily bulletin
Step 3: Click on the date to download
http://www.hsi.com.hk/HSI-Net/http://www.hsi.com.hk/HSI-Net/HSI-Nethttp://www.hsi.com.hk/HSI-Net/HSI-Nethttp://www.hsi.com.hk/HSI-Net/HSI-Nethttp://www.hsi.com.hk/HSI-Net/HSI-Nethttp://www.hsi.com.hk/HSI-Net/HSI-Nethttp://www.hsi.com.hk/HSI-Net/HSI-Nethttp://www.hsi.com.hk/HSI-Net/http://www.hsi.com.hk/HSI-Net/http://www.hsi.com.hk/HSI-Net/7/27/2019 Market Specific - HK TRSC
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Futures & Options Hong Kong Futures Exchange (HKFE)
Speed guide
RIC structure
Settlement/closing runPrice verification
Hong Kong Mercantile Exchange (HKMEx)
Speed guide
Trading hours
Contract specification
Price verification
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Hong Kong Futures Exchange
Speedguide > :
Refer to the contract details pages for the trading hours ofvarious contracts e.g.
http://www.hkex.com.hk/eng/prod/drprod/DMProducts.htm
Holidays:
Trading hours -
FAQ pages onwards
FID list: Customer Zone FAQ ID 1067508
https://customers.reuters.com/a/KnowledgeCentre/Resolution.aspx?id=1067508
http://www.hkex.com.hk/eng/prod/drprod/DMProducts.htmhttps://customers.reuters.com/a/KnowledgeCentre/Resolution.aspx?id=1067508https://customers.reuters.com/a/KnowledgeCentre/Resolution.aspx?id=1067508https://customers.reuters.com/a/KnowledgeCentre/Resolution.aspx?id=1067508https://customers.reuters.com/a/KnowledgeCentre/Resolution.aspx?id=1067508http://www.hkex.com.hk/eng/prod/drprod/DMProducts.htm7/27/2019 Market Specific - HK TRSC
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RIC structure:
Futures RIC Structure
RIC root + Month code + Year Code
e.g.
Option RIC Structure
RIC Root + Strike Price + Month Code + Year Code
e.g.
Stock options
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Exchange ID for stock options - .HK
Menu page >
RIC structure - Stock Code +Strike Price +VersionCode +Month Code + Year Code + .HK
e.g. for HSBC June 2011 CallOption at 50.00
0# +Stock Code + *.HK for HSBCOptions.
Version code for underlying stocks going through capital
change. The temporary counter will have version code1.
Usually there will be Data Notification issued to inform thecustomer about the change.
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Settlement price updates at FID 70
Index/Stock/Money market/Bond Futures and Index Options (18:00
18:45 HKT).
According to HKFE, the transmission time of settlement price could
be later than normal schedule due to settlement price calculation
process time.
Closing run time:
Futures: 07:05 local time(23:05 GMT).
Value on FID 70 ripples to FID 21 as historical close.
Options: 06:22 local time (22:22 GMT).
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Price verification
- Delayed price
http://www.hkex.com.hk/eng/ddp/ddp_index.asp
Home > Investment Service Centre > Futures and Options Prices and Charts(Delayed)
- Historical price (e.g. daily settlement)
http://www.hkex.com.hk/eng/stat/dmstat/dayrpt/dmr
calendar.aspHome > Statistics & Research > Derivatives Market Statistics > Daily Market
Report
http://www.hkex.com.hk/eng/ddp/ddp_index.asphttp://www.hkex.com.hk/eng/stat/dmstat/dayrpt/dmrcalendar.asphttp://www.hkex.com.hk/eng/stat/dmstat/dayrpt/dmrcalendar.asphttp://www.hkex.com.hk/eng/stat/dmstat/dayrpt/dmrcalendar.asphttp://www.hkex.com.hk/eng/stat/dmstat/dayrpt/dmrcalendar.asphttp://www.hkex.com.hk/eng/ddp/ddp_index.asp7/27/2019 Market Specific - HK TRSC
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Hong Kong Mercantile Exchange (HKMEx) Background: refer to DN056370 for more
details.
Speed guide - >
Exchange link:
http://www.hkmerc.com/en/index.html
Market Holiday:
FID list: attachment to DN056370
https://customers.reuters.com/a/KnowledgeCentre/Search.aspx
http://www.hkmerc.com/en/index.htmlhttps://customers.reuters.com/a/KnowledgeCentre/Search.aspxhttps://customers.reuters.com/a/KnowledgeCentre/Search.aspxhttps://customers.reuters.com/a/KnowledgeCentre/Search.aspxhttps://customers.reuters.com/a/KnowledgeCentre/Search.aspxhttp://www.hkmerc.com/en/index.html7/27/2019 Market Specific - HK TRSC
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Trading Hours :
The trading schedule is as below:Pre-Open Session 07:30 - 08:00HKT (23:30 - 00:00GMT)
Auction Session 8:00HKT (00:00GMT)
Trading Open 08:00 - 23:00HKT (00:00 - 15:00GMT)Trading Close 23:00HKT (15:00GMT)Post Closing Session 23:00 - 00:00 HKT (15:00 - 16:00GMT)
Or Exchange Home > Trading > Trading Schedule:http://www.hkmerc.com/en/trading/trading_schedule/index.ht
ml Settlement price in FID 70 updates at 23:30 HKT, (15:30
GMT)
http://www.hkmerc.com/en/trading/trading_schedule/index.htmlhttp://www.hkmerc.com/en/trading/trading_schedule/index.htmlhttp://www.hkmerc.com/en/trading/trading_schedule/index.htmlhttp://www.hkmerc.com/en/trading/trading_schedule/index.html7/27/2019 Market Specific - HK TRSC
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Menu page
Contract Specification:
Home > Products > 32 Troy Ounces Gold Futures:
http://www.hkmerc.com/en/products/products_information/index.html#
A2
Price verification(Delayed & Historical) :
Home > Market News/Data > Today's Quotes > 32 Troy Ounces Gold
Futures:
http://www.hkmerc.com/en/market_news_data/today_quotes_news/HK
G/index.html
http://www.hkmerc.com/en/products/products_information/index.htmlhttp://www.hkmerc.com/en/products/products_information/index.htmlhttp://www.hkmerc.com/en/market_news_data/today_quotes_news/HKG/index.htmlhttp://www.hkmerc.com/en/market_news_data/today_quotes_news/HKG/index.htmlhttp://www.hkmerc.com/en/market_news_data/today_quotes_news/HKG/index.htmlhttp://www.hkmerc.com/en/market_news_data/today_quotes_news/HKG/index.htmlhttp://www.hkmerc.com/en/products/products_information/index.htmlhttp://www.hkmerc.com/en/products/products_information/index.html7/27/2019 Market Specific - HK TRSC
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Q and A
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Quiz1. Please verify close price for on May 24th.
2. Please advise strike price and option type (call/put) for
.
3. How to find all the options for Flexible Hang Seng Indexfutures contracts?
4. What are the trading hours of Mini Hang Seng Index
futures contracts?
5. Please verify settlement price for on May 23rd
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The End