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SHFE Notice on Testing Stainless Steel Futures in Production Environment

2019-09-02
According to Shanghai Futures Exchange (SHFE), SHFE plans to conduct testing of Stainless Steel in production environment on September 7 (Saturday) and September 21 (Saturday). The relevant details are as follows:
 
I. Relevant Parameters for testing
1) Product Symbol: SS
2) Contract Size: 5 tons per lot
3) Price Quotation: (RMB) Yuan per ton
4) Minimum Price Fluctuation: 5 Yuan / ton
5) Daily Price Limits: No more than ±6% of the settlement price of last trading day (±12% on the first trading day)
6) Contracts: SS2002, SS2003, SS2004, SS2005, SS2006, SS2007, SS2008, SS2009
7) Last Trading Day: The 15th day of the delivery month (postponed accordingly if it is a national holiday or weekend, the Exchange can adjust the last trading day in the month of Spring Festival and notify separately)
8) Trading Margin: 8% of contract value
9) Commission: 2 Yuan / lot (The intraday commission is waived)
 
II. Time Arrangement for Testing
1) Testing on September 7 (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 Exchange settlement
13:00-14:30 Members settlement,download settlement data and check settlement results
Before 14:30 Members submit data to CFMMC
 
The September 7, 2019 (Saturday) test simulates the trading and settlement of September 9 (Monday) using the data after settlement on September 5 (Thursday).
 
2) Testing on September 21 (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 Exchange settlement
13:00-14:30 Members settlement,download settlement data and check settlement results
Before 14:30 Members submit data to CFMMC
 
The September 21, 2019 (Saturday) test simulates the trading and settlement of September 23 (Monday) using the data after settlement on September 19 (Thursday).
 
III Communication Parameters
  1. Trading System
Each member’s trading and market data system should use FENS configuration to obtain trading front’s IP addresses.
FENS Server IP addresses:
192.168.12.41, 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 SHFE trading systems through the FENS servers, use TCP port 4901 for normal connections and 4911 for encrypted connections; to obtain the IP addresses of market data systems through the FENS servers, use TCP port 4903 for normal connections and 4913 for encrypted connections.
SHFE’s level 1 market data has the subscription number of 1001 and is sent out twice every second.
The network security control strategy of each member and data information vendor should open access to TCP port 4901, 4911, 4903, 4913, 33005, 44305, 33011, 44311 of the network segment 192.168.12.X, 192.168.11.X, 192.168.16.X and TCP port 80, 443, 7002 of the network segment 192.168.9.X, 192.168.13.X, 192.168.17.X. Ensure that the communication of the network segment and the protocol port mentioned above is normal.
  1. Second Generation Market Quotation Platform
Market data subscription number
Subscription No. Subscription No. Subscription No. Subscription No.
1001 SHFE all contracts Level 1 0.5 seconds
1000 SHFE all contracts Level 2 0.5 seconds
 
 
Market data inquiry service’s parameters
Data Center Front Server Address TCP Port
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
 
 
Incremental market data service’s parameters
Data Center Network Channel Front IP Multicast IP Multicast Port Subscription No.
SHFE Building Data Center Route A (SHFE Building Channel) 192.168.32.71 239.1.41.71 21001 1001
239.1.42.71 21000 1000
Route B (Zhang Jiang Channel) 192.168.64.72 239.2.41.72 21001 1001
239.2.42.72 21000 1000
Zhang Jiang Data Center Route A (SHFE Building Channel) 192.168.48.71 239.3.41.71 21001 1001
239.3.42.71 21000 1000
Route B (Zhang Jiang Channel) 192.168.80.72 239.4.41.72 21001 1001
 
 
  1. Member Service Test System
Dedicated line network: http://192.168.9.215
Securities and futures industry test network: http://42.24.1.244 
The user name and password are the same as the production environment.
  1. Submit Post-trade Data to CFMMC
Dedicated line network
IP: 15.9.11.45 Port: 9000
Securities and futures industry test network
IP: 42.0.2.4 Port: 9000
The user name and password are the same as the production environment
 
IV Notes
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 Stainless Steel futures contract.
(4) Each seat of Futures company member participates in the test shall fill in the “Stainless Steel 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 “Stainless Steel 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.
(6) All participants should do a good job to isolate the test data and to avoid test data affecting official data
 
V Contact information
Tel: 021- 68400802
Email: tech@shfe.com.cn
Fax: 021-68400385, 021-68401181
 

 
 
News Link: http://www.shfe.com.cn/news/notice/911334757.html