JR/T 0248-2022 in English
VALIDInternal interface of securities and futures institutions Stock exchange
- Issued on:2022-11-14
- Implemented on:-
- File Format:PDF
- Delivery:Via email within 10 business days
$1,640.00
本文件规定了证券期货业机构内部证券交易业务消息流程、接口设计原则，以及委托交易应用层消息的接口字段。
本文件适用于证券期货业机构设计在监管规定范围内进行证券交易的内部系统接口,主要包括内部的集中交易系统与外围终端系统。
本文件也可供开放证券平台接口,以及第三方机构的系统接入证券期货业机构内部集中交易系统参考使用。
Introduction
Standard Overview
JR/T 0248-2022 is a financial industry standard issued by the China Securities Regulatory Commission, which regulates the data exchange interface between internal systems of futures industry institutions.
| Message Type | Label | Key Field | Business Description |
|---|---|---|---|
| New Order Single | MsgType=D | ClOrdID (instruction number) Side (buying and selling direction) SecurityID (security code) | Single entrustment instruction, support limit/market order |
| Execution Report | MsgType=8 | OrdStatus (order status) LastPx (transaction price) CumQty (cumulative transaction volume) | Execution report, including transaction feedback and status change |
Key points of technical implementation
Message structure specification
| Component | Required fields | Application scenarios |
|---|---|---|
| <Instrument> | SecurityID SecurityIDSource | Identify trading varieties and market sources (such as SH/SZ exchanges) |
| <OrderQtyData> | OrderQty CashOrderQty | Order quantity/amount, supports quantity or amount control |
| <Access> | AuthCode FeatureCode | Third-party access authentication (MAC address/IP verification) |
Implementation suggestions
System transformation path
- Message header and footer standardization: uniformly adopt standard fields such as BeginString (FIX protocol version), BodyLength, CheckSum, etc.
- Business component encapsulation: encapsulate independent components for margin trading, option trading, etc. (such as <MarginItems>)
- Exception handling mechanism: implement standardized error feedback through OrdRejReason (order rejection reason code)
Typical error code comparison table
| Error code | Description | Handling suggestion |
|---|---|---|
| 102 | Securities suspension | Check the market status of the SecurityExchange field |
| 117 | Insufficient margin | Verify <MarginItems> component data |
| 231 | Insufficient balance | Check CashOrderQty and account funds |
Evolution direction
The standard first introduces the interface specifications of option trading (Chapter 6.4.6) and online voting (Evote message), which may be expanded in the future:
- Blockchain settlement interface
- Cross-border transaction support (through SecurityIDSource=103/XG)
- Real-time risk control data push
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