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INE Notice on Testing TSR 20 futures in Production Environment

2019-07-19
Shanghai International Energy Exchange (“INE”), plans to conduct testing of TSR 20 in production environment on August 3 and August 10. The details are as follows:
 
I. Relevant Parameters for testing
1) Product Symbol: NR
2) Contract Size: 10 tons per lot
3) Price Quotation: (RMB) Yuan per ton
4) Minimum Price Fluctuation: 5 Yuan / ton
5) Daily Price Limits: ±7% (±14% on the first trading day)
6) Contracts: NR2002, NR2003, NR2004, NR2005, NR2006, NR2007
7) Last Trading Day: The 15th day of the delivery month (postponed accordingly if it is a national holiday or weekend)
8) Trading Margin: 9% of contract value
9) Commission: 5 Yuan / lot (The intraday commission is waived)
10) US dollar discount rate used as margin: 0.95
 
II. Time Arrangement for Testing
1) Testing on August 3 (Saturday)
Testing Time Arrangement
08:55:00 Call Auction Declaration
08:59:00 Call Auction Order Matching
09:00:00 Continuous Trading
10:15:00 Suspension of Continuous Trading
10:30:00 Continuous Trading
11:30:00 Market Close
11:30-13:00 INE Settlement
13:00-14:30 INE Member Settlement
Before 14:30 INE Member Reporting to CFMMC
 
Testing on August 3 use the settlement data of August 1, and simulate the trading and settlement of August 5.
 
2) Testing on August 10 (Saturday)
Testing Time Arrangement
08:55:00 Call Auction Declaration
08:59:00 Call Auction Order Matching
09:00:00 Continuous Trading
10:15:00 Suspension of Continuous Trading
10:30:00 Continuous Trading
11:30:00 Market Close
 
Testing on August 10 use the settlement data of August 9, and simulate the trading and settlement of August 12.
 
III Communication Parameters
  1. Trading System
The trading and market system of each participants should use the FENS configuration method to obtain the IP address of the front-end machine. The IP addresses of the FENS server are: 92.168.12.41, 192.168.12.42, 192.168.11.31, 192.168.11.32, 192.168.16.31, 192.168.16.32.
To obtain the IP addresses of trading systems through the FENS servers, use TCP port 4901 for normal connections, the SSL encrypted link port number is 4911; to obtain the IP addresses of market data systems through the FENS servers, use TCP port 4903 for normal connections, the SSL encrypted link port number is 4913.
The subscription number of level I INE market data is 5001, and the frequency is two times per second.
The network security control policy of each participants shall open access to the TCP ports of the 192.168.12.X 192.168.11.X and 192.168.16.X network segments of 4901, 4911, 4903, 4913, 33005, 44305, 33011, 44311; and access to the TCP ports 80, 443, 7002 on the 192.168.9.X, 192.168.13.X, and 192.168.17.X network segments. Please ensure that the communication between the above network segment and protocol port is normal.
 
  1. Second Generation Market Quotation Platform
Market Quotation Theme
Market Quotation Theme Number Products Market Depth Sampling frequency
5001 All listed contracts of INE products Level 1 0.5 seconds
5000 All listed contracts of INE products Level 5 0.5 seconds
 
 
Parameters of quotation query service
Data Center Front Server Address TCP port number
SHFE Building Data Center 192.168.11.73 33022
192.168.11.74
Zhang Jiang Data Center 192.168.12.73
192.168.12.74
 
 
Parameters of incremental market quotation service
Data Center Network Channel Front Server Address Multicast Address Multicast Port Number Market Quotation Theme Number
SHFE Building Data Center Market Quotation A Line (SHFE Building Channel) 192.168.32.71 239.1.51.71 25001 5001
239.1.52.71 25000 5000
Market Quotation B Line (Zhang Jiang Channel) 192.168.64.72 239.2.51.72 25001 5001
239.2.52.72 25000 5000
Zhang Jiang Data Center Market Quotation A Line (SHFE Building Channel) 192.168.48.71 239.3.51.71 25001 5001
239.3.52.71 25000 5000
Market Quotation B Line (Zhang Jiang Channel) 192.168.80.72 239.4.51.72 25001 5001
239.4.52.72 25000 5000
 
 
  1. Member Service Test System
Special line address: http://192.168.9.214
Securities and futures industry network address: http://42.24.1.246
The username and password used in member service test system is the same as that used in production environment.
 
  1. Data Reporting to CFMMC After Market Close
The technical parameters of data reporting after market close are as follows:
15.9.11.45 (Special line address), reporting server port: 9000
42.0.2.4 (Securities and futures industry network address), reporting server port: 9000
The username and password used in member service test system is the same as that used in production environment
 
IV Requirements
All remote trading seats of futures company members should participate in the test. All participants should do the following work:
(1) Contact the respective software suppliers before the test to develop a thorough test plan. After the test is over, carefully check the settlement data.
(2) Make a backup of the system and data before the test, and restore the backup after the test to prevent the normal business from affecting on the next trading day.
(3) It is important to pay attention to the trading situation of the TSR20 rubber futures contract.
(4) Each seat of Futures company member participates in the test shall fill in the “TSR 20 Rubber Futures Production System Drill Feedback Form (Member)” (Attachment 1) and send it to the operation department tech@shfe.com.cn by e-mail.
(5) Each market data distributor shall fill in the “TSR20 Rubber Futures Production System Drill Feedback Form (Information Vendor)” (Attachment 2), and send it to the Information Management Department xxgl@shfe.com.cn by e-mail. Also, the market data distributor should isolate test data to avoid test data affecting official data.
 
V Contact information
Tel: 021-6800400802
Email: tech@shfe.com.cn
Fax: 021-68400385, 021-68401181
 
 
News Link: http://www.ine.cn/news/notice/1827.html