HNX - Fix Message & Protocol Specification v2.3.1

S GIAO DCH CHNG KHON H NI
HANOI STOCK EXCHANGE
PHN MM GIAO DCH TRC TUYN CHO

H THNG C PHIU NIM YT
TI S GIAO DCH CHNG KHON H NI
TI LIU
C T GIAO THC V MESSAGE
M hiu d n: HNX.FIX.GATEWAY
M hiu ti liu: HNX.FIX.GATEWAY.TKT
Phin bn ti liu: 2.3.1
H Ni, 12/2009
HNX.FIX.GATEWAY - c t giao thc v message
v 2.3.1
BNG GHI NHN THAY I

Ngy thay
i
09/11/2009
11/11/2009
V tr thay
i
Mc 4.3
L do
Phin bn
c
M t thay i
Tab 40 cha c 1.0

lnh LO
Cp nht thm lnh LO
Tab 581 c kiu 1.0

String v gi tr l P,
C, M, F
Cp nht Tag 581 thnh

kiu Int v gi tr P, C, M, F
tng ng thnh 1, 2, 3, 4
Phin bn mi
2.0
Mc 3.3.4
v 3.3.5
1.0
Cp nht li quy trnh t 2.0

lnh qung co, hy qung
co
Mc 3.3.6
v 3.3.8
1.0

lnh/ hy lnh tha thun
cng cng ty
Mc 3.3.7
1.0
Thm mi quy trnh t lnh 2.0

TT cng cng ty da trn
lnh qung co
Mc 3.3.9
v 3.3.11
1.0

lnh/ hy lnh tha thun
khc cng ty
Mc 3.3.10
1.0
Thm mi quy trnh t lnh 2.0

TT khc cng ty da trn
lnh qung co
Mc 3.3.12
1.0
Thm mi quy trnh xa 2.0

lnh tha thun cha thc
hin
Mc 3.3.13
1.0
Thm mi quy trnh yu cu 2.0

gi thng tin trng thi th
trng
Mc 3.3.14
1.0
Thm mi quy trnh yu cu 2.0

gi thng chng khon
1.0
B mc
4.2.18
12/11/2009
4.2.16,
4.2.17, 2.0
17/11/2009
Mc 4.3
2.0
Thm gii thch chi tit ca 2.1

trng TradSesStatus v
cc trng thi th trng m
HNX ang dng
18/11/2009
3.3.11
2.0
Sa li tn message 2.1
NewOrrderCross
thnh
CrossOrderCancelRequest
trong quy trnh xa TT
20/11/2009
4.21.5
2.0
B Tag 54, 38, 40, 44, 1
2.1
2.4
2.0
Update li 3 lu kt ni
2.1
4.3 v 4.9
2.0
Thm tag 372
2.1
3.3.5
2.0
Sa Msg tr v c MsgType 2.1

= 0 thnh MsgType = 4
(trong Msg u tin)
Phc lc
2.0
Cp nht thm danh sch 2.1

m li.
3.2.5
2.0
Sa tn th SeqNum bng 2.1

MsgSeqNum
2.5.2
2.1
Sa Tag 97 thnh Tag 43
24/11/2009
2.2
2/59

Ngy thay
i
V tr thay
i
L do
Phin bn
c
v 2.3.1
M t thay i
Phin bn mi
PossDupFlag (Tag 43)

25/11/2009
2.4.1
2.1
Update li lu thit lp 2.2

kt ni
27/11/2009
2.2
2.1
Thay i mi gi d liu m 2.2

CTCK gi ti HNX khng c
4 byte phn Header na,
m ch l gi Message Fix.
2.1
Cp nht bng m li
27/11/2009
2.2
(OrderQty), 2.2
27/11/2009
4.21.3
2.1
B Tag 38
14(CumQty)
27/11/2009
4.21.4
2.1
B cc Tag 38 (OrderQty), 2.2

44 (Price), 14(CumQty)
03/12/2009
4.3
03/11/2009
3.3.10
2.1
Sa khi hu lnh TT i t 2.3

QC s khng tr v
Message Advertisement c
AdvTransType = A
03/12/2009
Ph lc
2.1
Cp nht bng m li
09/12/2009
4.3, 4.15
2.2
Thm mi tag 453
2.3
4.21.5
2.2
Thm tag 54
2.3
4.15
2.2
Thm tag 550,63
2.3
Ph lc
2.2
Cp nht bng m li
2.3
3.2.1
2.2
Cp nht quy trnh ng 2.3

nhp khi dng RSA
Sa m t th 335
2.3
3/59
v 2.3.1
MC LC
MC LC ................................................................................................................................ 4
1.
2.
GII THIU...................................................................................................................... 7
1.1.
Mc tiu..................................................................................................................... 7
1.2.
Phm vi h thng....................................................................................................... 7
1.3.
Khi nim, thut ng ................................................................................................. 7
1.4.
Ti liu tham kho ..................................................................................................... 7
1.5.
M t chung............................................................................................................... 7
c t giao thc ............................................................................................................. 8

2.1.
Gii thiu ................................................................................................................... 8
2.2.
Giao thc truyn tin ................................................................................................... 8
2.3.
FIX message ............................................................................................................. 8
2.3.1.
S lc v chun FIX......................................................................................... 8
2.3.2.
Cu trc ca mt FIX message .......................................................................... 9
2.4.
2.4.1.
Lu giai on thit lp kt ni...................................................................... 12
2.4.2.
Lu giai on truyn d liu ........................................................................ 13
2.4.3.
Lu giai on kt thc kt ni...................................................................... 14
2.5.
3.
S kt ni ........................................................................................................... 11
Cc quy nh ca HNX ............................................................................................ 14
2.5.1.
Quy nh v cch nh sequence ca message .............................................. 14
2.5.2.
Quy nh v phc hi d liu ............................................................................ 15
2.5.3.
Quy nh duy tr kt ni..................................................................................... 15
2.5.4.
Quy nh Buffer size ......................................................................................... 15
Quy trnh thc hin ...................................................................................................... 16

3.1.
Danh mc cc quy trnh........................................................................................... 16
3.2.
Quy trnh lin quan n kt ni................................................................................ 17
3.2.1.
Quy trnh kt ni ............................................................................................... 17
3.2.2.
Quy trnh yu cu gi li d liu....................................................................... 18
3.2.3.
Quy trnh reset li sequence............................................................................. 19
3.2.4.
Quy trnh gi testquest kim tra kt ni ....................................................... 19
3.2.5.
Quy trnh ng kt ni ...................................................................................... 20
3.3.
Quy trnh lin quan n nghip v ........................................................................... 20
3.3.1.
Quy trnh t lnh ............................................................................................. 20
3.3.2.
Quy trnh hy lnh ............................................................................................ 20
3.3.3.
Quy trnh sa lnh............................................................................................ 21
3.3.4.
Quy trnh t lnh qung co ........................................................................... 23
3.3.5.
Quy trnh xa lnh qung co cha thc hin .................................................. 24

4/59
v 2.3.1
3.3.6.
Quy trnh t lnh tha thun ca khch hng cng cng ty ............................ 24
3.3.7.
Quy trnh t lnh tha thun ca khch hng cng cng ty da trn lnh qung co
25
3.3.8.
Quy trnh t lnh tha thun ca khch hng khc cng ty ............................ 25
3.3.9.
Quy trnh t lnh tha thun ca khch hng khc cng ty da trn lnh qung co
26
3.3.10. Quy trnh hy lnh tha thun .......................................................................... 27

3.3.11. Quy trnh xa lnh tha thun cha thc hin.................................................. 29
3.3.12. Quy trnh yu cu gi thng tin trng thi th trng......................................... 30
3.3.13. Quy trnh yu cu gi thng tin chng khon ................................................... 30
4.
c t message ............................................................................................................ 31
4.1.
M hnh lung message .......................................................................................... 31
4.2.
Danh mc message................................................................................................. 32
4.3.
Danh mc cc TAG s dng ................................................................................... 33
4.4.
Message Logon ....................................................................................................... 40
4.4.1.
Mc ch........................................................................................................... 40
4.4.2.
Cc trng ca message ................................................................................. 40
4.5.
Message ResendRequest ....................................................................................... 41
4.5.1.
Mc ch........................................................................................................... 41
4.5.2.
4.6.
Message SequenceReset........................................................................................ 42
4.6.1.
Mc ch........................................................................................................... 42
4.6.2.
4.7.
Message Heartbeat ................................................................................................. 42
4.7.1.
Mc ch........................................................................................................... 42
4.7.2.
4.8.
Message TestRequest............................................................................................. 43
4.8.1.
Mc ch........................................................................................................... 43
4.8.2.
4.9.
Message Reject....................................................................................................... 43
4.9.1.
Mc ch........................................................................................................... 43
4.9.2.
4.10. Message Logout ...................................................................................................... 44

4.10.1. Mc ch........................................................................................................... 44
4.10.2. Cc trng ca message ................................................................................. 44
4.11. Message NewOrderSingle....................................................................................... 44
4.11.1. Mc ch........................................................................................................... 44
4.12. Message OrderCancelRequest ............................................................................... 45
4.12.1. Mc ch........................................................................................................... 45
5/59
v 2.3.1
4.13. Message OrderReplaceRequest ............................................................................. 46

4.13.1. Mc ch........................................................................................................... 46
4.14. Message Advertisement .......................................................................................... 46
4.14.1. Mc ch........................................................................................................... 46
4.15. Message NewOrderCross ....................................................................................... 47
4.15.1. Mc ch........................................................................................................... 47
4.16. Message CrossOrderCancelRequest ...................................................................... 49
4.16.1. Mc ch........................................................................................................... 49
4.17. Message TradingSessionStatus .............................................................................. 50
4.17.1. Mc ch........................................................................................................... 50
4.18. Message TradingSessionStatusRequest ................................................................. 50
4.18.1. Mc ch........................................................................................................... 50
4.19. Message SecurityStatus .......................................................................................... 51
4.19.1. Mc ch........................................................................................................... 51
4.20. Message SecurityStatusRequest............................................................................. 52
4.20.1. Mc ch........................................................................................................... 52
4.21. Message ExecutionReport....................................................................................... 52
4.21.1. Mc ch........................................................................................................... 52
4.21.2. Cc trng ca message xc nhn lnh t .................................................... 52
4.21.3. Cc trng ca message xc nhn lnh hy ................................................... 53
4.21.4. Cc trng ca message xc nhn lnh sa ................................................... 54
4.21.5. Cc trng ca message thng bo khp lnh ................................................ 55
PH LC 01.......................................................................................................................... 57
DANH SCH M LI H THNG ........................................................................................ 57
6/59
v 2.3.1
1. GII THIU
1.1.
Mc tiu
c t v quy trnh thc hin, giao thc kt ni gia Cng ty chng khon v HNX, ng thi
c t chi tit cc chun message trao i.

1.2.
Phm vi h thng
H thng giao dch trc tuyn ti HNX: Cung cp cc chc nng cho php cc Thnh vin t
lnh, nhn kt qu lnh, nhn cc thng tin lin quan n giao dch (Trng thi th trng, Gi tham
chiu, gi trn/sn u ngy, room nh u t nc ngoi)
i vi cc thng tin giao dch nh thng tin giao dch chng khon (3 Gi mua/bn tt
nht,), thng tin giao dch ca th trng (Ch s, Khi lng giao dch, Gi tr giao dch,) khng
c tr theo knh thng tin ny.
1.3.
Khi nim, thut ng

Thut ng
nh ngha
Ghi ch
FIX
Financial Information eXchange
CTCK
Cng ty chng khon
HNX
S giao dch chng khon H Ni
GDTT
Giao dch tha thun
Bng 1: Thut ng v nh ngha

1.4.
Ti liu tham kho
Lit k tt c cc ti liu tham kho nh: cc ti liu khc ca h thng, hoc cc bi bo v k

thut
Tn ti liu
1.5.
Ngy pht hnh
Ngun
Ghi ch
M t chung
Ti liu c chia lm 3 phn:

9
c t giao thc
Trnh by chi tit v Fix message v cch thc kt ni v truyn d liu gia CTCK
v HNX, cu trc chung ca mt FIX message
Quy trnh thc hin : Trnh by chi tit tng quy trnh thc hin
c t Message
7/59
v 2.3.1
Trnh by chi tit tng message chun chng hn nh Log in, Log out,
NewOrderSingle
Ph lc: Danh sch m li h thng
2. c t giao thc
2.1.
Gii thiu
H thng giao dch thng sn ca S giao dch chng khon H Ni (HNX) c pht trin theo m
hnh Client Server trn nn TCP/IP. Trong HNX ng vai tr l Server, CTCK ng vai tr Client.
2.2.
Giao thc truyn tin
Mi gi d liu m CTCK gi ti HNX s c cu trc

Data Content
Data: ni dung d liu gi di dng string c di ty . Quy c ta s gi phn Data

l Message. Message c cu trc tun theo chun FIX message
2.3.
FIX message
2.3.1. S lc v chun FIX

FIX: Hin nay l chun message v giao thc quc t ph thng cho vic giao tip gia cc h
thng ti chnh, c bit l cho lnh vc chng khon. Hu ht, cc Sn giao dch hin i trn th
gii u s dng FIX cho vic trao i vi cc h thng lin quan phc v cho hot ng cng ngh
thng tin. Vic s dng chun v giao thc quc t to ra nhiu thun li cho vic trin khai, tch hp
h thng sau ny v cn phc v nhu cu m rng kt ni vi cc h thng ti chnh khc trn th
gii.
Nhng thun li chnh khi la chn FIX l chun d liu trao i vi cc h thng ca thnh
vin nh sau:
9
y l chun quc t v tng i ph thng, nn cc qui nh v cu trc d liu, cch

thc trao i hon ton chun ha v c nhiu ti liu h tr cho vic tch hp h thng
gia S v CTCK.
Chun d liu ny tng minh v d hiu
C nhiu n v th ba pht trin sn cc framework cho chun d liu ny, S v

CTCK s khng mt nhiu thi gian v ngun lc pht trin cc framework m c
th tn dng v s dng ngay, mc d s phi tr thm mt s chi ph khi mua cc
framework ny.
Cc h thng ca cc cng ty chng khon hin i u h tr sn chun FIX, v th cc

CTCK cng s d dng tch hp vi S.
Chun FIX c nhiu S GD trn th gii v cc n v ti chnh khc trn th gii ng

dng v th S giao dch chng khon HN cng s d dng tch hp vi cc h thng .
Chun FIX hin nay c kh nhiu phin bn

8/59
v 2.3.1
Version 5.0 Service Pack 2 - Apr 20, 2009
Version 5.0 Service Pack 1 - Mar 17, 2008
Version 5.0 - Dec 30, 2006
[ Version 4.4 - Apr 30, 2003 ]
Version 4.3 - Aug 24, 2001
Version 4.2 - Mar 1, 2000
Version 4.1 - Apr 1, 1998
Version 4.0 - Jan 13, 1996
Gateway ca HNX s dng phin bn FIX 4.4 vi cc l do sau y:

9
Do hin ti nhiu S Giao dch chng khon v T chc ti chnh trn Th gii p dng
phin bn 4.4
Phin bn ny c thi gian ban hnh v ng dng kh lu, nn tnh n nh cao hn.
Phm vi cc tnh nng hin ti v m rng sau ny ca h thng giao dch ti S GDCK H Ni ch
gi gn trong phin bn FIX 4.4
2.3.2. Cu trc ca mt FIX message
Mi FIX message bao gm nhiu trng v c chia thnh 3 phn chnh:
Message Header
nh ngha loi message, di, ngi

gi/ngi nhn, s sequence, thi gian gi ....
Message Body
Cha ni dung thng tin message

Kim tra ton vn d liu trn ng truyn
Message Trailer
- Ch k s (digital signature )
- Gi tr checksum
Cu trc 1 trng trong FIX message:

<TAG>=<VALUE><DELIMITER>
Trong :
<TAG> l m s xc nh trng: c th l s hoc tn tng minh
=
<VALUE> l gi tr ca trng
<DELIMITER> l du ngn cch gia cc trng, y l k t c bit c m ASCII =1
Di y l mt v d v 1 message FIX:
8=FIX.4.4^9=0235^35=D^34=10^43=N^49=VENDOR^50=CUSTOMER^56=BROKER^52=1998093
9/59
v 2.3.1
0-09:25:58^
1=XQCCFUND^11=10^21=1^55=EK^48=277461109^22=1^54=1^38=10000^40=2^44=76.750000^
59=0^
10=165
Header
8=FIX.4.1
9=235
Version
BodyLength
MsgType
35=D
MsgSeqNum
34=10
43=N
PossDupFlag
49=VENDOR
SenderCompID
115=CUSTOMER
OnBehalfOfCompID
56=BROKER
TargetCompID
52=19980930-09:25:58
Sending Time
Body
1=XQCCFUND
Account (optional)
11=12345
ClOrdID
21=1
HandInst
55=EK
Symbol
48=277461109
SecurityID(optional)
22=1
IDSource(optional)
54=1
Side
38=10000
OrderQty
40=2
OrdType
44=76.750000
Price(optional)
59=0
TimeInForce (optional)
Trailer
10=165
Checksum
10/59

2.4.
v 2.3.1
S kt ni
Qu trnh kt ni gia client v server tri qua 3 giai on

9
Thit lp kt ni: Trong giai on ny client s gi yu cu kt ni n server. Server s

kim tra xc thc thng tin gi n v khi phc d liu (nu cn), nu tha mn cc
iu kin kt ni th mt knh kt ni s c thit lp gia Client v Server. Nu cn
khi phc d liu, server s gi thng bo chp nhn kt ni v yu cu client gi d liu
khi phc.
Truyn d liu: Sau khi server ng kt ni v cho php gi d liu ln, 2 bn c th

trao i d liu. Vic trao i d liu din ra theo 2 chiu nhng trong gii hn ca buffer
size. Buffer size l s chnh lch gia s message lnh m CTCK gi cho HNX v s
lnh m HNX x l xong.
Kt thc kt ni: Khi mun kt thc kt ni, c 2 bn u c quyn gi yu cu kt thc

kt ni cho bn kia. Trong iu kin bnh thng th phi i bn kia chp nhn kt thc
th kt ni mi b ngt. Tuy nhin, trong cc trng hp c bit (li ng truyn,
hoc ht gi, hoc client vi phm quy ch ..) th c th ngt kt ni m khng cn s chp
thun.
11/59
v 2.3.1
2.4.1. Lu giai on thit lp kt ni

HNX
CTCK
Start
Gi LOGIN
message
ng FIX Message?
Gi REJECT
message
Gi li LOGIN
message
(ng user/
pass)
User/pass
hp l ?
Gi REJECT
message
Sequence CTCK = HNX Last

Msg Seq Num Processed ?
Sequence CTCK < HNX Last

Thit lp kt ni
Gi li d liu
Gi Message
Logon thnh cng
Yu cu Resend
data
Y
CTCK reset li
sequence v
tip tc gi
message
Kt thc
session
Kt thc giai
on kt ni,
bt u truyn
d liu
Gi
SEQUENCERESET
message
Gi LOGOUT
message,
ng kt ni
Y
1 account khng c LOGIN 2
ln cng 1 thi im
Gi LOGIN
message
LOGIN thnh
cng cha
Chp nhn kt ni
12/59
v 2.3.1
2.4.2. Lu giai on truyn d liu
CTCK
Start
HNX
Gi Data
message
ng FIX Message?
Gi REJECT
message
Gi Data
message ng
SenderID
Gi ng
SenderID ?
Gi REJECT
message
N
Resent data yu cu
CTCK reset li
sequence v tip tc
gi message

Msg Seq Num Processed +1 ?

Msg Seq Num Processed +1 ?
Gi
RESEND_REQUEST
message
Gi
SEQUENCERESET
message
Y
Y
Gi HEART_BEAT
message
Bo cho CTCK bit nhn
c message, ch x l
HNX x l
13/59
v 2.3.1
2.4.3. Lu giai on kt thc kt ni

HNX
CTCK
Gi LOGOUT
message
Start
ng FIX Message?
CTCK khng c
LOGOUT
Gi REJECT
message
User/pass
hp l ?
N
Y
CTCK khng c
LOGOUT
Gi REJECT
message
N
N
Resent data yu cu
Gi li LOGOUT message
(ng sequence)
CTCK reset li
sequence v tip tc
gi message
Kt thc
session


Gi
RESEND_REQUEST
message
Gi
SEQUENCERESET
message
Gi LOGOUT
message,
ng kt ni
gi ht thng
tin cho CTCK ?
2.5.
Cc quy nh ca HNX
2.5.1. Quy nh v cch nh sequence ca message

Sequence ca message c lu trong trng 34 ca message FIX.
i vi message t CTCK gi ln, sequence s c nh theo nguyn tc sau:
9
Cc message thuc lp Session c sequence bng sequence ca message cui cng gi

thnh cng ln HNX.
Cc message thuc lp Application c sequence bng sequence ca message cui cng

gi thnh cng ln HNX +1.
i vi message t HNX gi cho CTCK, sequence s c nh theo nguyn tc sau:

9
Cc message thuc lp Session (tr message Reject) c sequence bng sequence ca

message cui cng gi cho CTCK.
14/59
v 2.3.1
Cc message thuc lp Application c sequence bng sequence ca message cui cng

gi CTCK +1.
i vi message Reject c RefMsgType l message thuc lp Session c sequence

bng sequence ca message cui cng gi CTCK. Cn li th c sequence bng
sequence ca message cui cng gi CTCK + 1.
2.5.2. Quy nh v phc hi d liu

HNX ch nhn message 1 cch tun t. Khi nhn c message t CTCK c sequence ln hn
sequence m HNX ang ch nhn, HNX s khng cng nhn message ny, ng thi gi message
yu cu gi cng ty chng khon phi gi message theo ng sequence.
Khi CTCK nhn c message t HNX vi sequence cao hn, CTCK vn tip tc nhn cc message
tip theo. ng thi gi message yu cu HNX gi li cc message b mt. HNX s gi li cc
message b mt vi trng PossDupFlag (Tag 43) c gi tr Y, HNX s ch gi li cc loi message:
9
Tt c cc message thuc lp Application.
Message Reject c RefMsgType l message thuc lp Application.
Cn cc loi message khc s khng c gi li
2.5.3. Quy nh duy tr kt ni.

Khi gi message Logon thit lp session kt ni vi HNX, CTCK gi gi tr trong Tag 108
(HeartBtInt) l chu k (tnh bng giy) gi d liu kim tra kt ni. Gi tr ny l do CTCK t t nhng
phi ln hn 15s, nh hn 100. Gi tr khuyn co m HNX a ra l 30s.
Khi khng c d liu gi cho HNX, CTCK phi gi message TestRequest theo chu k (gi tr trong
Tag 108). Khi HNX s gi tr li message Heartbeat tr li. Nu c d liu gi u u th
CTCK khng phi gi TestRequest.
Nu trong khong thi gian l bng 2 ln HeartBtInt m HNX hoc CTCK khng nhn c message
th 2 bn s t ng ng kt ni
2.5.4. Quy nh Buffer size
ngha ca gi tr trong trng LastMsgSeqNumProcessed (Tag 369)
i vi cc message t CTCK gi ln th LastMsgSeqNumProcessed l sequence ca

message cui cng m CTCK nhn c t HNX.
i vi cc message t HNX gi cho CTCK th:

o
Nu l message thuc lp Application v message Reject c RefMsgType l

message thuc lp Application th gi tr ca LastMsgSeqNumProcessed l
sequence ca message cui cng m HNX x l xong.
Cn li vi cc message khc th LastMsgSeqNumProcessed l message cui cng

m HNX nhn c
15/59
v 2.3.1
Buffer size
Khi CTCK gi message lnh th HNX.FIX.GW s gi v 1 message Heartbeat bo hiu nhn c
message. LastMsgSeqNumProcessed s lu gi sequence cui cng HNX nhn c.
Khi HNX x l xong message , nu message hp l c chp nhn th HNX s gi v message
ExecutionReport, LastMsgSeqNumProcessed s l sequence ca message va x l. Cn nu
message khng hp ln th HNX s gi Reject message, LastMsgSeqNumProcessed cng s l
sequence ca message va x l.
Vy Buffer size l khong chnh lch gia message HNX nhn c v message m HNX x l
xong. Khi buffer size vt qu gii hn cho php (hin ti quy nh l 100) th CTCK khng c gi
message lnh ln. Tuy nhin vn c th gi cc message thuc lp session
3. Quy trnh thc hin
3.1.
Danh mc cc quy trnh
STT
Tn quy trnh
Din gii
Mc
QUY TRNH LIN QUAN N KT NI
Quy trnh kt ni
M t cc bc thit lp kt ni gia Gateway

ca CTCK v GateWay ca HNX
3.2.1
Quy trnh yu cu gi li d liu
M t cc bc HNX gi li d liu cho CTCK

trong trng hp CTCK c yu cu v ngc
li
3.2.2
Quy trnh reset li sequence
M t cc bc HNX yu cu CTCK reset li

sequence khi sequence ca CTCK <
sequence ca HNX
3.2.3
Quy trnh gi TestRequest

kim tra kt ni
M t cc bc CTCK gi TestRequest
kim tra trng thi kt ni
3.2.4
Quy trnh ng kt ni
M t vic ng kt ni gia Gateway ca

CTCK v GateWay ca HNX
3.2.5
II
QUY TRNH LIN QUAN N NGHIP V
Quy trnh t lnh thng thng
M t cc bc CTCK gi lnh t thng

thng ln HNX v HNX phn hi
3.3.1
Quy trnh hy lnh thng thng
M t cc bc CTCK gi lnh hy thng

3.3.2
Quy trnh sa lnh thng thng
M t cc bc CTCK gi lnh sa thng

3.3.3
Quy trnh t lnh qung co

(Advertisement)
M t cc bc mt CTCK a lnh qung

co v tt c cc CTCK nhn phn hi t
HNX
3.3.4
Quy trnh hy lnh qung co

(Advertisement)
M t cc bc mt CTCK a lnh hy
qung co v tt c cc CTCK nhn phn hi
t HNX
3.3.5
Quy trnh t lnh tha thun ca

khch hng cng cng ty (Deal 1
Firm)
M t cc bc t lnh tha thun ca 2

khch hng cng cng ty
3.3.6

khch hng cng cng ty da
trn lnh qung co

khch hng cng cng ty da trn lnh qung
co
3.3.7
16/59
v 2.3.1
Quy trnh hy lnh tha thun

ca khch hng cng cng ty
(Cancel Deal 1 Firm)
M t cc bc hy lnh tha thun ca 2

khch hng cng cng ty
3.3.8

khch hng khc cng ty (Deal 2
Firm)

khch hng khc cng ty
3.3.9
10

khch hng khc cng ty da
trn lnh qung co

khch hng khc cng ty da trn lnh qung
co
3.3.10
11
Quy trnh hy lnh tha thun

ca khch hng khc cng ty
(Cancel Deal 2 Firm)
M t cc bc hy lnh tha thun ca 2

khch hng khc cng ty
3.3.11
12
Quy trnh xa lnh tha thun

cha thc hin
M t cc bc xa lnh tha thun cha

thc hin
3.3.12
13
Quy trnh yu cu gi thng tin

th trng
M t cc bc gi yu cu thng tin th
trng
3.3.13
14
Quy trnh yu cu gi thng tin

chng khon
M t cc bc yu cu gi thng tin chng

khon
3.3.14
3.2.
Quy trnh lin quan n kt ni
Session layer dng thit lp v duy tr kt ni gia HNX v cc cng ty chng khon
3.2.1. Quy trnh kt ni
Cng ty chng khon mun kt ni n HNX s phi gi message Logon

9
MsgSeqNum = 0 nu l kt ni u ngy.
MsgSeqNum = sequence ca message cui cng m CTCK thnh cng n HNX nu l

kt ni li
17/59

9
v 2.3.1
Nu CTCK gi Message Logon c MsgSeqNum cao hn MsgSeqNum mong i ca

HNX th HNX vn ng cho kt ni thnh cng nhng sau s gi Message
ResendRequest yu cu gi li d liu cho HNX.
HNX tr li message Logon khi ng kt ni, v tr v Reject nu t chi

Quy nh khi s dng RSA khi ng nhp
9
HNX x dng RSA code cng vi Password xc thc thnh vin ng nhp
RSA code ghp vi Password thnh 1 chui gi i trong TAG 554. Quy tc ghp nh sau
RSA code + | + password
RSA code c s dng nh sau:

o
Nu l ng nhp ln u trong ngy: th RSA code l m pin (nu c) + m trn

token
Nu ng nhp thnh cng t nht 1 ln, th t ln ng nhp sau CTCK s dng

RSA code nh sau:
C th s dng li m RSA code ng nhp thnh cng gn nht.
Hoc c th s dng m RSA mi l m pin (nu c) + m trn token.
3.2.2. Quy trnh yu cu gi li d liu
Bt c khi no CTCK gi d liu ln HNX, nu sequence ang ch nhn ca bn nhn m thp hn

sequence ca message va nhn c, bn nhn s gi message cho bn gi yu cu gi li on
message mt.
Tnh hung ny xy ra do bn nhn b t kt ni, khng nhn c mt s message
18/59
v 2.3.1
3.2.3. Quy trnh reset li sequence
Logon(MsgType =A, MsgSeqNum=2)
LastMsgSeqNumProcessed 9
SequenceReset(MsgType=4, TargetCompID=CTCK,
NewSeqNo=9)
Logon(MsgType =A, MsgSeqNum=9)
Bt c khi no CTCK gi d liu ln HNX, nu sequence ang ch nhn ca HNX m cao hn

sequence ca message va nhn c, HNX s gi message ResetSequence yu cu CTCK gi
phi reset li sequence bn CTCK gi message theo ng sequence
HNX GateWay
CTCK GateWay
3.2.4. Quy trnh gi testquest kim tra kt ni
Khi khng c d liu gi ln HNX, CTCK phi gi TestRequest kim tra kt ni. HNX khi nhn
c s tr li bng message heartbeat. Nu sau 2 chu k heartbeat m khng nhn c message
tr li th CTCK ng kt ni.
Nu trong 2 ln chu k HeartBtInt m HNX khng nhn c message no th HNX s ng kt ni.
19/59
v 2.3.1
3.2.5. Quy trnh ng kt ni
Khi mun kt thc kt ni s gi message logout, bn kia nu ng kt thc kt ni s gi li

message logout, v kt ni s b ng.
3.3.
Quy trnh lin quan n nghip v
3.3.1. Quy trnh t lnh

NewOrderSingle (MsgType =D)
Lnh hp l
EXECUTIONREPORT (MsgType=8, ExecType=0, OrdStatus=0(Vo queue))
EXECUTIONREPORT (MsgType=8, ExecType=0, OrdStatus=A(Vo core))

EXECUTIONREPORT (MsgType=8, ExecType=3, OrdStatus=2(Lnh khp))
Lnh khng hp l
Reject (MsgType=3, SessionRejectReason =M li reject)
3.3.2. Quy trnh hy lnh

Hy lnh khng kim sot
20/59
v 2.3.1
Hy lnh qua kim sot
OrderCancelRequest(MsgType=F)
EXECUTIONREPORT (8, ExecType=4, OrdStatus=0(Vo queue))
EXECUTIONREPORT (8, ExecType=4, OrdStatus=A(Ch x l))
ng duyt
EXECUTIONREPORT (8, ExecType=4, OrdStatus=3(Thnh cng))
Khng ng duyt
EXECUTIONREPORT (8, ExecType=4, OrdStatus=9(Khng ng ))
3.3.3. Quy trnh sa lnh

Sa lnh khng kim sot
21/59
v 2.3.1
Sa lnh qua kim sot
22/59
v 2.3.1
3.3.4. Quy trnh t lnh qung co
Khi nhn c lnh qung co, HNX s tr v thng bo nhn c lnh Message
EXECUTIONREPORT, ng thi HNX s forward message Advertisement cho tt c cc CTCK
23/59
v 2.3.1
3.3.5. Quy trnh xa lnh qung co cha thc hin
Advertisement(MsgType=7, AdvTransType=C)
Lnh hp l v cha deal
EXECUTIONREPORT(MsgType=8, ExecType=4, OrdStatus=0 )
EXECUTIONREPORT(MsgType=8, ExecType=4, OrdStaus=3 )
Forward cho cc CTCK

Advertisement(MsgType=7, AdvTransType=C)
Lnh khng hp l hoc deal

Reject (MsgType=3, SessionRejectReason =M li reject)
3.3.6. Quy trnh t lnh tha thun ca khch hng cng cng ty
NewOrderCross(MsgType=s, CrossType=1)
EXECUTIONREPORT (MsgType=8, ExecType =0,

OrdStatus =0)

OrdStatus =2)
24/59
v 2.3.1
3.3.7. Quy trnh t lnh tha thun ca khch hng cng cng ty da trn lnh qung co
NewOrderCross(MsgType=s, CrossType=8)

OrdStatus =0)

OrdStatus =2)
Gi thng bo QC Deal cho TV c QC
Advertisement(MsgType =7, AdvTransType = D )
3.3.8. Quy trnh t lnh tha thun ca khch hng khc cng ty
CTCK GateWay
(Bn Mua)
HNX GateWay
CTCK GateWay
(Bn Bn)
Bn mua ng tha thun
Bn mua khng ng tha thun
25/59
v 2.3.1
NewOrderCross(MsgType =s, CrossType=1)
EXECUTIONREPORT(MsgType =8,
ExecType=0, OrdStatus=0)
EXECUTIONREPORT(MsgType =8, ExecType= 4,

OrdStatus =3)
CTCK GateWay
(Bn Mua)
HNX GateWay
CTCK GateWay
(Bn Bn)
EXECUTIONREPORT(MsgType =8, ExecType=4,

OrdStatus =3)
3.3.9. Quy trnh t lnh tha thun ca khch hng khc cng ty da trn lnh qung co
Bn mua ng tha thun

ExecType=0,OrdStatus=0)

Advertisement(MsgType =7,AdvTransType = D )
CTCK GateWay
(Bn Mua)
HNX GateWay
CTCK GateWay
(Bn Bn)

ExecType=0,OrdStatus=0)
OrdStatus=2)

OrdStatus=2)
Bn mua khng ng tha thun
26/59
v 2.3.1

EXECUTIONREPORT(MsgType =8, ExecType= 4,

OrdStatus =3)
Advertisement(MsgType =7,AdvTransType = D )
CTCK GateWay
(Bn Mua)
HNX GateWay
CTCK GateWay
(Bn Bn)
EXECUTIONREPORT(MsgType =8, ExecType=4,

OrdStatus =3)
Gi thng bo QC cha Deal cho TV c QC
Advertisement(MsgType =7,AdvTransType = A)
3.3.10. Quy trnh hy lnh tha thun

Bao gm hy lnh tha thun ca khch hng cng cng ty v khch hng khc cng ty.
Bn mua chp nhn hy
Hy khng kim sot
CrossOrderCancelRequest (MsgType=u, CrossType=1)
EXECUTIONREPORT (MsgTyoe=8,ExecType=4, Ordstatus=0)
EXECUTIONREPORT(MsgType =8, ExecType=4

,OrdStatus =3)
CrossOrderCancelRequest (MsgTyoe=u, CrossType=5)
CTCKGateWay
(Bn mua)
HNXGateWay
CTCKGateWay
(Bn bn)

,OrdStatus =3)
27/59
v 2.3.1
Hy qua kim sot
HNX ng duyt
,OrdStatus =3)

,OrdStatus =A)
CTCKGateWay
(Bn mua)

,OrdStatus =A)
HNXGateWay
CTCKGateWay
(Bn bn)

,OrdStatus =3)
HNX khng ng duyt

,OrdStatus =2)

,OrdStatus =2)
CTCKGateWay
(Bn mua)
HNXGateWay
CTCKGateWay
(Bn bn)
Bn mua khng chp nhn hy
28/59
v 2.3.1
3.3.11. Quy trnh xa lnh tha thun cha thc hin
CrossOrderCancelRequest(MsgType=u,
CrossType=7)
EXECUTIONREPORT(MsgType=8,
ExecType=4, OrdStatus=0 )
EXECUTIONREPORT(MsgType=8,
ExecType=4, OrdStaus=3 )
Gi cho bn mua v bn bn.

CrossOrderCancelRequest(MsgType=u,
CrossType=7)
Gi thng bo QC cha Deal cho TV c QC

Advertisement(MsgType =7,AdvTransType = A )
Nu lnh tha thun da trn qung co th HNX s gi message Advertisement (MsgType

=7,AdvTransType = A ) thng bo lnh qung co cha Deal cho tt c cc thnh vin c qung
co.
29/59
v 2.3.1
3.3.12. Quy trnh yu cu gi thng tin trng thi th trng
Khi trng thi th trng thay i, HNX s c t ng gi v cho CTCK message

TradingSessionStatus.
Hoc CTCK c th yu cu HNX gi trng thi th trng bt c khi no bng cch gi message
TradingSessionStatusRequest. Nhn c yu cu, HNX s gi li message thng bo trng thi
mi nht
3.3.13. Quy trnh yu cu gi thng tin chng khon
HNX GateWay
CTCK Gatway
HNX s khng t ng gi thng tin chng khon (bao gm gi trn, sn, tham chiu, room) cho
CTCK.
30/59
v 2.3.1
Khi mun thng tin chng khon, CTCK gi message SecurityStatusRequest. HNX s gi message
SecurityStatus tr li. Mi 1 message cha thng tin ca mt m chng khon. CTCK c th yu
cu thng tin ca 1 hay ton b cc chng khon
4. c t message
4.1.
M hnh lung message

MESSAGE IN (TRADE)
Layer Session
Logon
Logout
TestRequest
Lnh thng thng
NewOrder
OrderCancelRequest
OrderCancelReplaceRequest
Lnh tha thun
NewOrderCross
Advertisement
IN
Yu cu thng tin
TradingSessionStatusRequest
SecurityStatusRequest
MESSAGE OUT (TRADE)

Lnh thng thng
CTCK
EXECUTIONREPORT
- Lnh khp
- Lnh hy
- Lnh sa
HNX
Lnh tha thun

EXECUTIONREPORT
-Lnh khp tha thun
- Tr li khp lnh
- Tr li yu cu hy tha thun
Broadcast Message
OUT
Layer Session
Logon
Logout
Heartbeat
ResetSequence
ResendRequest
Reject
Yu cu thng tin
TradingSessionStatus
SecurityStatus
31/59

4.2.
v 2.3.1
Danh mc message
Lu : Cc gi tr trong trng MsgType (tag = 35) ca FIX c phn bit ch hoa v ch

thng.
STT
Tn Message
Bn gi
MsgType
Din gii
Mc
Logon
2 chiu
Logon vo h thng
giao dch thng sn
4.4
ResendRequest
2 chiu
Yu cu gi li thng
tin
4.5
SequenceRequest
HNX
Yu cu reset li
Sequence
4.6
Heartbeat
HNX
Dng duy tr kt
ni
4.7
TestRequest
CTCK
Dng kim tra kt

ni
4.8
Reject
HNX
Dng reject mt
yu cu
4.9
Logout
2 chiu
Yu cu Logout khi
h thng
4.10
NewOrderSingle
CTCK
Nhp mt lnh mi
vo h thng
4.11
OrderCancelRequest
CTCK
Nhp mt lnh hy
vo h thng
4.12
10
OrderReplaceRequest
CTCK
Nhp mt lnh sa
vo h thng
4.13
11
Advertisement
CTCK,
HNX
forward
Nhp mt lnh qung

co tha thun vo
h thng
4.14
12
NewOrderCross
CTCK
Nhp mt lnh tha

thun vo h thng
4.15
13
CTCK
Nhp mt lnh hy
tha thun vo h
thng
4.16
14
TradingSessionStatus
HNX
Thng bo trng thi

th trng
4.17
15
TradingSessionStatusRequest
CTCK
Yu cu thng bo
trng thi th trng
4.18
16
SecurityStatus
HNX
Danh sch chng

khon
4.19
17
SecurityStatusRequest
CTCK
Yu cu danh sch
chng khon
4.20
18
ExcutionReport
HNX
Tr v thng tin lnh

t, lnh khp, lnh
hy, lnh sa, tr li
lnh tha thun
4.21
32/59

4.3.
Tag
v 2.3.1
Danh mc cc TAG s dng

Field Name
Data Type
Comment
Account
String
Ti khon khch hng
AdvId
String
S hiu lnh qung co (gi cho

TV c qung co)
AdvRefID
String
S hiu lnh ca qung co cn

hy (dnh cho lnh hy qung
co)
AdvSide
Char
B = Buy
S = Sell
AdvTransType
String
BeginSeqNo
Int
BeginString
String
BodyLength
Int
10
CheckSum
String
Loi lnh qung co

-
N : ng qung co
C : Hy qung co
D : Qung co deal
(HNX nh ngha)
A : Qung co tr li bnh
thng sau khi Deal t
qung co b hu (HNX
nh ngha).
Sequence message u
FIX.4.4 (Phi l trng u tin
ca message). y l trng bo
phin bn FIX s dng
di message (khng tnh
di ca Tag 8, 9, 10)
Checksum kim tra tnh ng
n ca message (Phi l trng
cui cng ca message).
Checksum c 3 k t, c k t
<SOH> bo hiu kt thc
message. Nh vy checksum
c dng 10=NNN^
Hin ti HNX s khng kim tra
gi tr ny. CTCK s gi gi tr
mc nh l 000
11
ClOrdID
String
S hiu lnh ca CTCK.
16
EndSeqNo
Int
Sequence message cui
17
ExecID
String
S xc nhn khp
31
LastPx
Double
Gi sa / Gi khp
32
LastQty
Int
Khi lng sa / Khi lng khp

33/59

34
MsgSeqNum
35
MsgType
v 2.3.1
Int
String
S sequence ca message
A l kiu message logon
2 l kiu message Resend
Request
4 l kiu message
ResetSequence
0 l kiu message Heartbeat
1 l kiu message
TestRequest
3 l kiu message Reject
5 l kiu message Logout
D l kiu message
NewOrderSingle
F l kiu message
OrderCancelRequest
G l kiu message
OrderReplaceRequest
7 l kiu message
Advertisement
s l kiu message
NewOrderCross
u l kiu message
h l kiu message thng bo
phin th trng
x l kiu message thng bo
yu cu thng tin v trng thi
th trng.
y l kiu message thng bo
yu cu th trng
g l kiu message yu cu
thng tin th trng
8 l kiu message
ExecutionReport
f l kiu message thng bo
trng thi chng khon
e l message yu cu trng
thi chng khon.
36
NewSeqNo
Int
S sequence m HNX mong i

(i vi message data)
34/59
v 2.3.1
37
OrderID
String
S hiu lnh do HNX tr v
38
OrderQty
Int
Khi lng t lnh
39
OrdStatus
Char
Trng thi ca lnh

- '0' = New: lnh mi vo n
queue
- 'A' = PendingNew: lnh
dequeue vo h thng, ch
kim sot (nu c)
- 'D' = AcceptBidding: ng
hy/sa lnh
- '9' = Suspended : khng ng
hy/sa lnh
- 'C' = Expried: lnh khng hiu
lc (sa/hy lnh khp ht)
- '3' = Done: lnh hy sa thnh
cng
- '2' = Filled: lnh khp
- '8' = Rejected: lnh c reject
quantity >0 , thng l do ht
room ca nc ngoi
40
OrdType
Char
Loi lnh:
1 = Market Price
2 = Limit
41
OrigClOrdID
String
5 = ATC
Trong Message gi ln: s hiu
lnh ca HNX cn sa hu.
Trong Message gi v: gi tr ca
OrigClOrdID m CTCK gi ln.
43
PossDupFlag
Boolean
C bo hiu l message gi li
theo yu cu
Y = Message gi li theo yu
cu
N hoc khng c = Message gi
bnh thng
44
Price
45
RefSeqNum
49
SenderCompID
Double
Int
String
Gi
S sequence number ca
message b reject
ID ngi gi
35/59
v 2.3.1
Nu l message do HNX gi th
gi tr l HNX
50
SenderSubID
String
52
SendingTime
DateTime
53
Quantity
54
Side
Int
Char
CTCK ng qung co (khi HNX

gi thng tin qung co cho cc
cng ty khc)
Thi gian gi theo gi UTC ( hay
cn gi l GMT) theo nh dng
yyyyMMdd-HH:mm:ss
Khi lng t lnh
1 = Buy
2 = Sell
8 = Cross: tr v ca lnh tha
thun
B = AsDefined: tr v ca lnh
qung co
55
Symbol
String
M chng khon
56
TargetCompID
String
ID ngi nhn.
Nu l message do CTCK gi ln
th gi tr phi l HNX
57
TargetSubID
String
Th trng :
HNX.LISTED : th trng c phiu
nim yt
HNX.UPCOM: th trng Upcom
HNX.BOND: th trng tri phiu
chuyn bit
58
Text
String
Gii thch l do t chi vi

message Reject
L do Logout i vi message
Logout
M rng, lu mc ch ca
message i vi cc message
khc
60
TransactTime
Datetime
Thi gian t lnh

yyyyMMdd-HH:mm:ss
63
SettlType
String
Hnh thc thanh ton:

= D l a phng
= E l Song phng
= 1 l Trc tip vi chu k thanh
36/59
v 2.3.1
ton l T + 0
ton l T + 1
ton l T + 2
ton l T + 3
98
EncryptMethod
Int
Gii thut m ha:

0=none
106
Issuer
String
T chc pht hnh
107
SecurityDesc
String
M t thm v chng khon
108
HeartBtInt
Int
112
TestReqID
String
ID ca Test Request (s dng

trong trng hp tr li cho
message Test Request)
128
DeliverToCompID
String
Danh sch cc thnh vin c

gi thng tin qung co cch
nhau bi ;
Chu k Heartbeat (seconds). HNX

quy nh l 30
= 0 l qung co cho ton th

trng
(Hin HNX mi h tr lnh qung
co ton th trng)
150
ExecType
Char
Phn loi message tr v

0 : Tr v ca lnh t
4 : Tr v ca lnh hy
5 : Tr v ca lnh sa
3 : Thng bo c lnh khp
151
LeavesQty
Int
167
SecurityType
String
223
CouponRate
Double
225
IssueDate
DateTime
Khi lng hy
Loi chng khon:
= CS (CommonStock) Chng
khon thng thng.
= CORP (CorporateBond) Tri
phiu doanh nghip
= CB (ConvertibleBond) Tri phiu
chuyn i.
= GO (GeneralObligationBonds)
Tri phiu chnh ph.
Li sut Coupon
Ngy pht hnh
37/59
v 2.3.1
yyyyMMdd-HH:mm:ss
263
SubscriptionRequestType
Char
Hnh thc yu cu:

= 0 Snapshot
= 1 SnapshotUpdate
= 2 Unsubscribe
324
SecurityStatusReqID
String
ID ca yu cu danh sch chng

khon do CTCK t t v gi ln
HNX.
Khi HNX tr li thng tin s gi li
gi tr trng ny
326
SecurityTradingStatus
int
Trng thi chng khon

17: bnh thng
2: tm ngng giao dch
19: ngng giao dch
24: CK b theo di (HNX nh
ngha)
25: CK b cnh co(HNX nh
ngha)
26: CK hp i hi c ng(HNX
nh ngha)
4: CK hu nim yt
330
BuyVolume
Double
Khi lng c php mua ca

nh u t nc ngoi (foreign
room)
332
HighPx
Double
Gi trn
333
LowPx
Double
Gi sn
335
TradSesReqID
String
ID ca Message m CTCK yu
cu, khi gi thng tin v HNX s
gi km thng tin ny
336
TradingSessionID
String
nh ngha th trng cn yu cu
thng tin.
340
TradSesStatus
Int
Trng thi th trng:

= 0 Cha bt u ngy
=1 Bt u ngy
= 2 M ca th trng
= 3 Nhn lnh xc nh gi m
ca
=4 Khp lnh nh k xc nh gi
m ca.
38/59
v 2.3.1
= 5 Nhn lnh giao dch
= 6 Kt thc nhn lnh giao dch
= 7 Nhn lnh giao dch khp lnh
lin tc
= 8 Nhn lnh xc nh gi ng
ca
= 9 Khp lnh nh k xc nh gi
ng ca
= 10 Tm dng giao dch
= 11 Nhn lnh giao dch sau gi
= 12 Nhn lnh giao dch Trade by
Trade
=13 ng ca th trng
=14 Phin giao dch thng thng
= 15 Kt thc ngy
= 16 Tm dng gia cc phin
Hin ti h thng HNX ch s dng
cc trng thi sau: 0, 1, 2, 5, 10,
13, 15. Ch c trng thi 5 CTCK
mi c gi lnh vo h thng
341
TradSesStartTime
Datetime
Thi gian bt u phin PreOpen

yyyyMMdd-HH:mm:ss
369
LastMsgSeqNumProcessed
Int
Sequence ca message cui cng

nhn.
Nu l message t CTCK gi
HNX: l sequence ca message
cui cng m CTCK nhn c t
HNX
Nu l message t HNX gi
CTCK: l sequence ca message
cui cng m HNX nhn c t
cng ty chng khon
372
RefMsgType
373
SessionRejectReason
448
PartyID
453
NoPartyIDs
526
SecondaryClOrdID
String
Loi message b reject
Int
M li ca l do reject
String
M thnh vin
int
String
S hiu lnh gc ca lnh i ng

trong lnh gc
39/59

541
MaturityDate
548
CrossID
549
CrossType
v 2.3.1
DateTime
Ngy o hn
yyyyMMdd-HH:mm:ss
String
S hiu lnh tho thun gi ln.
Int
Loi lnh tha thun

1 = tha thun thng thng
5 = bn mua chp nhn tho thun
hoc chp nhn hu tho thun
tu theo loi message (HNX nh
ngha)
6 = bn mua t chi tho thun
hoc t chi hu tho thun tu
theo loi message (HNX nh
ngha)
7 = xo ngang lnh tho thun khi
cha c thc hin (HNX nh
ngha)
8 = Lnh tha thun da trn lnh
qung co.
550
CrossPrioritization
551
OrigCrossID
552
NoSides
553
Username
String
Username ng nhp
554
Password
String
Password
581
AccountType
Int
u tin tho thun, mc nh lun

lun = 0 (None).
String
Int
S hiu lnh ca lnh tho

thun(ca HNX) cn hu trong
trng hp hu lnh tho thun.
Gi tr = 2
Int
Loi ti khon khch hng

1 = t doanh
2 = C nhn/ t chc trong nc
3 = Qu tng h
4 = C nhn / t chc nc ngoi
4.4.
Message Logon
4.4.1. Mc ch
Khi cng ty chng khon mun kt ni n HNX, phi gi message Logon ti HNX.
4.4.2. Cc trng ca message
Tag
Field Name
Request
Value
Note
40/59
v 2.3.1
BeginString
FIX.4.4
BodyLength
35
MsgType
49
SenderCompID
56
TargetCompID
57
TargetSubID
34
MsgSeqNum
52
SendingTime
369
98
EncryptMethod
108
HeartBtInt
30
553
Username
554
Password
10
CheckSum
4.5.
Message ResendRequest
HNX.LISTED
Khuyn ngh l 30s
4.5.1. Mc ch
Dng yu cu bn kia (cng ty chng khon yu cu HNX hoc HNX yu cu cng ty chng
khon) gi li 1 on d liu.
Tag
Field Name
Request
BeginString
BodyLength
35
MsgType
49
SenderCompID
56
TargetCompID
57
TargetSubID
34
MsgSeqNum
52
SendingTime
369
BeginSeqNo
16
EndSeqNo
10
CheckSum
Value
Note
FIX.4.4
HNX.LISTED
41/59

4.6.
v 2.3.1
Message SequenceReset
4.6.1. Mc ch
Dng yu cu CTCK reset li sequence.
Tag
Field Name
BeginString
BodyLength
35
MsgType
49
SenderCompID
HNX
56
TargetCompID
57
TargetSubID
34
MsgSeqNum
52
SendingTime
369
36
NewSeqNo
10
CheckSum
4.7.
Request
Value
Note
FIX.4.4
HNX.LISTED
Message Heartbeat
4.7.1. Mc ch
L message m HNX gi li cho CTCK khi nhn c message TestRequest
Tag
Field Name
Request
Value
BeginString
BodyLength
35
MsgType
49
SenderCompID
HNX
56
TargetCompID
57
TargetSubID
34
MsgSeqNum
52
SendingTime
369
112
TestReqID
10
CheckSum
Note
FIX.4.4
HNX.LISTED
L ID ca message
TestRequest. Khi tr li
cho message
TestRequest,
42/59

4.8.
v 2.3.1
Message TestRequest
4.8.1. Mc ch
Cng ty chng khon t ng gi message TestRequest theo chu k kim tra connection, khi nhn
c message heartbead th HNXs tr li li cng ty chng khon li bng Heartbeat message
Tag
Field Name
Request
BeginString
BodyLength
35
MsgType
49
SenderCompID
56
TargetCompID
57
TargetSubID
34
MsgSeqNum
52
SendingTime
369
112
TestReqID
10
CheckSum
4.9.
Value
Note
FIX.4.4
HNX
HNX.LISTED
Message Reject
4.9.1. Mc ch
Gi cc message m HNX t chi
Tag
Field Name
Request
Value
BeginString
BodyLength
35
MsgType
49
SenderCompID
HNX
56
TargetCompID
57
TargetSubID
34
MsgSeqNum
52
SendingTime
58
Text
45
RefSeqNum
369
43
PossDupFlag
Note
FIX.4.4
HNX.LISTED
43/59

373
SessionRejectReason
372
RefMsgType
10
CheckSum
v 2.3.1
Loi message b reject
4.10. Message Logout

4.10.1. Mc ch
Khi cng ty chng khon mun ngt kt ni n HNX, phi gi message Logout ti HNX.
Tag
Field Name
Request
BeginString
BodyLength
35
MsgType
49
SenderCompID
56
TargetCompID
57
TargetSubID
34
MsgSeqNum
52
SendingTime
58
Text
369
10
CheckSum
Value
Note
FIX.4.4
HNX.LISTED
4.11. Message NewOrderSingle

4.11.1. Mc ch
L message m cng ty chng khon gi ln HNX t lnh
Tag
Field Name
Request
Value
BeginString
BodyLength
35
MsgType
49
SenderCompID
56
TargetCompID
HNX
57
TargetSubID
HNX.LISTED
34
MsgSeqNum
52
SendingTime
58
Text
Note
FIX.4.4
44/59

369
43
PossDupFlag
11
ClOrdID
Account
581
AccountType
60
TransactTime
55
Symbol
54
Side
38
OrderQty
40
OrdType
44
Price
10
CheckSum
v 2.3.1
S hiu lnh ca CTCK.
4.12. Message OrderCancelRequest

4.12.1. Mc ch
L message m cng ty chng khon gi ln HNX hy lnh t
Tag
Field Name
Request
Value
Note
BeginString
BodyLength
35
MsgType
49
SenderCompID
56
TargetCompID
HNX
57
TargetSubID
HNX.LISTED
34
MsgSeqNum
52
SendingTime
58
Text
369
43
PossDupFlag
11
ClOrdID
S hiu lnh ca cng ty

chng khon.
41
OrigClOrdID
S hiu lnh HNX cn

hy. HNX s gi gi tr ny
trong trng OrigClOrdID
ca message thng bo
xc nhn lnh hy.
FIX.4.4
45/59

60
TransactTime
10
CheckSum
v 2.3.1
4.13. Message OrderReplaceRequest

4.13.1. Mc ch
L message m cng ty chng khon gi ln HNX sa lnh
Tag
Field Name
Request
Value
Note
BeginString
BodyLength
35
MsgType
49
SenderCompID
56
TargetCompID
HNX
57
TargetSubID
HNX.LISTED
34
MsgSeqNum
52
SendingTime
58
Text
369
43
PossDupFlag
11
ClOrdID
S hiu lnh ca cng ty

chng khon.
41
OrigClOrdID
S hiu lnh ca HNX cn

sa. HNX s gi gi tr
ny trong trng
OrigClOrdID ca message
thng bo xc nhn lnh
sa.
60
TransactTime
44
Price
10
CheckSum
FIX.4.4
4.14. Message Advertisement

4.14.1. Mc ch
L message qung co cho giao dch tha thun
Tag
Field Name
Request
BeginString
Value
Note
FIX.4.4
46/59

9
BodyLength
35
MsgType
49
SenderCompID
56
TargetCompID
57
TargetSubID
34
MsgSeqNum
52
SendingTime
58
Text
369
43
PossDupFlag
50
SenderSubID
AdvTransType
AdvId
v 2.3.1
HNX.LISTED
in thoi lin h ca
thnh vin qung co. Do
trong h thng giao dch
quy nh trng ny l s,
nn cng ty chng khon
bt buc phi gi l s
Khi CTCK gi ln l s
hiu lnh ca CTCK v
HNX s gi gi tr ny
trong trng OrigClOrdID
ca message thng bo
xc nhn lnh t.
Khi HNX gi forward cho
CTCK: l s hiu lnh ca
lnh qung co.
AdvRefID
55
Symbol
AdvSide
53
Quantity
44
Price
128
DeliverToCompID
10
CheckSum
S hiu lnh ca lnh

qung co(ca HNX) cn
xa.
4.15. Message NewOrderCross

4.15.1. Mc ch
L message t lnh giao dch tha thun
47/59
v 2.3.1

Tag
Field Name
Request
BeginString
BodyLength
35
MsgType
49
SenderCompID
56
TargetCompID
57
TargetSubID
34
MsgSeqNum
52
SendingTime
369
43
PossDupFlag
549
CrossType
550
CrossPrioritization
63
SettlType
Value
Note
FIX.4.4
HNX.LISTED
0
Hnh thc thanh ton:
= D l a phng
= E l Song phng
= 1 l Trc tip vi chu k
thanh ton l T + 0
thanh ton l T + 1
thanh ton l T + 2
thanh ton l T + 3
548
CrossID
Vi lnh TT thng thng

l s hiu lnh ca CTCK .
Vi lnh HNX gi forward
cho CTCK l s hiu lnh
tho thun ca HNX.
Vi lnh chp nhn, t
chi TT l s hiu lnh
(HNX) ca lnh TT.
Vi lnh TT t qung co
l s hiu lnh qung co
cn tho thun.
552
NoSides
Phn ny lp li cho bn bn v bn mua

48/59

54
Side
v 2.3.1
= 1 l bn mua
= 2 l bn bn
453
NoPartyIDs
448
PartyID
Account
38
OrderQty
581
AccountType
S lng
Value
Note
Kt thc phn lp li
60
TransactTime
55
Symbol
44
Price
10
CheckSum
4.16. Message CrossOrderCancelRequest

4.16.1. Mc ch
L message hy giao dch tha thun
Tag
Field Name
Request
BeginString
BodyLength
35
MsgType
49
SenderCompID
56
TargetCompID
57
TargetSubID
34
MsgSeqNum
52
SendingTime
369
43
PossDupFlag
548
CrossID
S hiu lnh ca
CTCK khi gi.
551
OrigCrossID
S hiu lnh ca lnh

tho thun(ca HNX)
cn hu trong trng
hp hu lnh tho
thun.
549
CrossType
FIX.4.4
HNX.LISTED
49/59

60
TransactTime
10
CheckSum
v 2.3.1
4.17. Message TradingSessionStatus

4.17.1. Mc ch
L message m HNX gi cho cng ty Chng khon khi c s thay i v trng thi th trng.
Tag
Field Name
Request
Value
BeginString
BodyLength
35
MsgType
49
SenderCompID
HNX
56
TargetCompID
57
TargetSubID
34
MsgSeqNum
52
SendingTime
58
Text
369
43
PossDupFlag
336
TradingSessionID
340
TradSesStatus
341
TradSesStartTime
10
CheckSum
Note
FIX.4.4
HNX.LISTED
4.18. Message TradingSessionStatusRequest

4.18.1. Mc ch
L message m Cng ty chng khon gi cho HNX khi c yu cu ly li thng tin trngt thi th
trng.
Tag
Field Name
Request
Value
BeginString
BodyLength
35
MsgType
49
SenderCompID
HNX
56
TargetCompID
57
TargetSubID
Note
FIX.4.4
HNX.LISTED
50/59

34
MsgSeqNum
52
SendingTime
58
Text
369
43
PossDupFlag
335
TradSesReqID
263
10
CheckSum
v 2.3.1
4.19. Message SecurityStatus

4.19.1. Mc ch
L message m HNX gi v cho cng ty Chng khon khi c yu cu nhn thng tin CK v gi thng
tin v tt c cc m chng khon giao dch lc u ngy.
Tag
Field Name
Request
Value
BeginString
BodyLength
35
MsgType
49
SenderCompID
HNX
56
TargetCompID
57
TargetSubID
34
MsgSeqNum
52
SendingTime
58
Text
369
43
PossDupFlag
324
SecurityStatusReqID
55
Symbol
167
SecurityType
541
MaturityDate
225
IssueDate
223
CouponRate
106
Issuer
107
SecurityDesc
332
HighPx
Note
FIX.4.4
HNX.LISTED
Tr li m ca yu cu do
CTCK gi ln
Gi trn
51/59
v 2.3.1
333
LowPx
Gi sn
31
LastPx
Gi tham chiu
326
SecurityTradingStatus
Trng thi chng khon
330
BuyVolume
Room nh u t nc
ngoi
10
CheckSum
4.20. Message SecurityStatusRequest

4.20.1. Mc ch
L message m Cng ty chng khon gi cho HNX khi c yu cu ly li thng tin v chng khon
giao dch.
Tag
Field Name
Request
Value
Note
BeginString
BodyLength
35
MsgType
49
SenderCompID
56
TargetCompID
HNX
57
TargetSubID
HNX.LISTED
34
MsgSeqNum
52
SendingTime
369
43
PossDupFlag
324
SecurityStatusReqID
263
55
Symbol
- B trng nu mun ly
ton b m chng
khon.
- Hoc tn ca 1 m
chng khon cn ly li
10
CheckSum
FIX.4.4
4.21. Message ExecutionReport

4.21.1. Mc ch
L tp hp cc message HNX tr v cc thng tin lnh cho CTCK
4.21.2. Cc trng ca message xc nhn lnh t
Khi HNX nhn c 1 lnh t cng ty chng khon th gi message ny thng bo vi cty chng
khon nhn c lnh t
52/59
v 2.3.1
Tag
Field Name
Request
Value
BeginString
BodyLength
35
MsgType
49
SenderCompID
HNX
56
TargetCompID
57
TargetSubID
34
MsgSeqNum
52
SendingTime
58
Text
150
ExecType
369
43
PossDupFlag
39
OrdStatus
37
OrderID
60
TransactTime
11
ClOrdID
Note
FIX.4.4
HNX.LISTED
S hiu lnh ca CTCK

gi ln.
Vi lnh vo Core th
khng tr ra gi tr ny.
41
OrigClOrdID
Gi tr trong trng
OrigClOrdID do CTCK gi
ln.
Vi lnh vo Core th
55
Symbol
54
Side
38
OrderQty
40
OrdType
44
Price
Account
10
CheckSum
Vi lnh Tho thun

khng c gi tr ny
4.21.3. Cc trng ca message xc nhn lnh hy

khon nhn c lnh hy
53/59
v 2.3.1
Tag
Field Name
Request
Value
BeginString
BodyLength
35
MsgType
49
SenderCompID
HNX
56
TargetCompID
57
TargetSubID
34
MsgSeqNum
52
SendingTime
58
Text
150
ExecType
369
43
PossDupFlag
39
OrdStatus
37
OrderID
60
TransactTime
151
LeavesQty
11
ClOrdID
Note
FIX.4.4
HNX.LISTED
S hiu lnh ca CTCK.

Vi lnh vo Core th
41
OrigClOrdID
55
Symbol
54
Side
40
OrdType
44
Price
Account
10
CheckSum
Gi tr trong trng
ln
4.21.4. Cc trng ca message xc nhn lnh sa

khon nhn c lnh sa
Tag
Field Name
Request
BeginString
Value
Note
FIX.4.4
54/59
v 2.3.1
BodyLength
35
MsgType
49
SenderCompID
HNX
56
TargetCompID
57
TargetSubID
34
MsgSeqNum
52
SendingTime
58
Text
150
ExecType
369
43
PossDupFlag
39
OrdStatus
37
OrderID
60
TransactTime
11
ClOrdID
HNX.LISTED
S hiu lnh ca CTCK.

Vi lnh vo Core th
41
OrigClOrdID
55
Symbol
54
Side
40
OrdType
Account
32
LastQty
31
LastPx
10
CheckSum
Gi tr trong trng
ln
4.21.5. Cc trng ca message thng bo khp lnh

Thng bo t HNX cho cc thnh vin khi c lnh c khp
Tag
Field Name
Request
Value
BeginString
BodyLength
35
MsgType
49
SenderCompID
HNX
Note
FIX.4.4
55/59
v 2.3.1
56
TargetCompID
57
TargetSubID
34
MsgSeqNum
52
SendingTime
58
Text
150
ExecType
369
43
PossDupFlag
39
OrdStatus
41
OrigClOrdID
S hiu lnh gc bn bn
526
SecondaryClOrdID
S hiu lnh gc bn
mua
37
OrderID
S hiu lnh khp
60
TransactTime
32
LastQty
31
LastPx
17
ExecID
54
Side
55
Symbol
10
CheckSum
HNX.LISTED
S hiu lnh khp
56/59
v 2.3.1
PH LC 01
DANH SCH M LI H THNG
STT
M li
Kiu li
M t
Li lin quan n giao dch

1
Thnh cng
-1
Li khng xc nh
-10001
M chng khon khng tn ti
-10002
Th trng khng tn ti
-10003
M chng khon ang tm ngng giao dch
-10004
M chng khon ngng giao dch
-10005
M chng khon b hy nim yt
-10006
Th trng khng hot ng
-10008
Khng tn ti thnh vin ny
10
-10007
Tham s cha c nh ngha
11
-10009
Tham s cha c thit lp
12
-10010
M giao dch ca thnh vin khng tn ti
13
-10011
14
-10012
15
-10013
Li ti khon phi c 10 k t
16
-10020
Khng cho php t lnh ti trng thi ny
17
-10021
Khng c php nhp lnh ti trng thi ny
18
-10022
Hnh thc khp lnh khng hp l
19
-10023
Khng c php nhp lnh mua
20
-10024
Khng c php nhp lnh bn
21
-10025
Cha nhp loi lnh Mua/Bn
22
-10026
S lng t phi ln hn 0
23
-10027
Bn khng c thc hin giao dch vi khi lng

ln hn
24
-10028
S lng t qu ln
25
-10029
S lng t phi l s nguyn
26
-10030
Khi lng giao dch nh hn gii hn qui nh
27
-10031
Gi tr giao dch nh hn gii hn qui nh! Giao dch

ny ch c thanh ton a phng!
Khng dc php nhp lnh ca cng ty chng

khon khc
M PC_FLAG tng ng vi m giao dch ca ti
khon phi thuc A,B,F
57/59

28
-10032
Gi tr giao dch vt qu gii hn qui nh!
29
-10033
Khng cho php s dng loi lnh ny
30
-10041
Gi nhp khng hp l!
31
-10042
Gi t khng c ln hn gi trn!
32
-10043
Gi t khng c nh hn gi sn!
33
-10044
Gi t khng chn theo n v yt gi!
34
-10045
n v yt gi khng c gi tr!
35
-10046
Khng KL NDT Nc ngoi
36
-10047
Lnh cha vo h thng
37
-10048
Side khng hp l
38
-10049
Loi lnh khng hp l
39
-10050
KL phi chn l giao dch
40
-10051
41
-10052
42
-10053
43
-10054
44
-10055
45
-10056
46
-10057
47
-10058
48
-10059
v 2.3.1
Li khi xc nhn lnh tho thun c trng thi khng

hp l
Li khi xo lnh tho thun (cha thc hin) c trng
thi khng hp l
Li khi t chi lnh tho thun c trng thi khng
hp l.
Li khi chp nhn hu lnh TT c trng thi khng
hp l.
Li khi hu lnh TT c trng thi khng hp l.
Li khi t chi hu lnh TT c trng thi khng hp
l.
Li khi xo lnh qung co (cha thc hin) c trng
thi khng hp l.
Li khi thc hin mt lnh qung co c trng thi
khng hp l
Li khi thc hin mt lnh b xo
Li khi sa lnh thng thng c trng thi khng
hp l hoc khp ht
Li khi hu lnh thng thng c trng thi khng
hp l hoc khp ht
49
-10060
50
-10061
51
-10062
Li khi s in thoi qung co khng hp l
52
-10063
Li lnh qung co i t lnh tho thun khng ng

bn mua
53
-10064
Li bn qung co mua thc hin lnh tho thun

Li khi khng phi bn mua thc hin xc nhn tho
thun
Li khi khng phi bn bn thc hin hu lnh TT,
khng phi bn mua xc nhn hu TT
Li khi thnh vin gi lnh TT khng ng vi thng
tin lnh
54
-10065
55
-10066
56
-10067
57
-10068
Sai loi Message qung co
58
-10069
Sai loi Message tho thun
Cha ng nhp, khng th gi cc message khc
Li Session
1
-70001
58/59
v 2.3.1
-70002
CTCK logon. Khng th logon!
-70003
CTCK logout.Khng th logout!
-70004
Logon sai username v password
-70005
Message t lnh khng hp l
-70006
Message hu lnh khng hp l
-70007
Message sa lnh khng hp l
-70008
Loi message khng c h tr
-70009
Khng phi l message FIX
10
-70010
Gi sai port
11
-70011
Sai tn ngi gi
12
-70012
Ngi gi khng c trong h thng
13
-70013
Vt qua buffersize
14
-70015
Sai RSA code
15
-70100
Sai iu kin th trng (tag 57 khc HNX.LISTED)
16
-70101
Khng kt ni c n Bussiness Server
17
-70102
Khng c Bussiness Server sn sng kt ni
18
-70103
Connected. Cant connect again
59/59

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S GIAO DCH CHNG KHON H NI

HANOI STOCK EXCHANGE

PHN MM GIAO DCH TRC TUYN CHO

HNX.FIX.GATEWAY - c t giao thc v message

BNG GHI NHN THAY I

Tab 40 cha c 1.0

Cp nht thm lnh LO

Tab 581 c kiu 1.0

Cp nht Tag 581 thnh

Cp nht li quy trnh t 2.0

Cp nht li quy trnh t 2.0

Thm mi quy trnh t lnh 2.0

Cp nht li quy trnh t 2.0

Thm mi quy trnh t lnh 2.0

Thm mi quy trnh xa 2.0

Thm mi quy trnh yu cu 2.0

Thm mi quy trnh yu cu 2.0

Thm gii thch chi tit ca 2.1

B Tag 54, 38, 40, 44, 1

Thm tag 372

Sa Msg tr v c MsgType 2.1

Cp nht thm danh sch 2.1

Sa tn th SeqNum bng 2.1

Sa Tag 97 thnh Tag 43

HNX.FIX.GATEWAY - c t giao thc v message

PossDupFlag (Tag 43)

Update li lu thit lp 2.2

Thay i mi gi d liu m 2.2

B cc Tag 38 (OrderQty), 2.2

Sa khi hu lnh TT i t 2.3

Thm mi tag 453

Thm tag 550,63

Cp nht quy trnh ng 2.3

HNX.FIX.GATEWAY - c t giao thc v message

Khi nim, thut ng ................................................................................................. 7

Ti liu tham kho ..................................................................................................... 7

c t giao thc ............................................................................................................. 8

Gii thiu ................................................................................................................... 8

Giao thc truyn tin ................................................................................................... 8

FIX message ............................................................................................................. 8

Cu trc ca mt FIX message .......................................................................... 9

Lu giai on thit lp kt ni...................................................................... 12

Lu giai on truyn d liu ........................................................................ 13

Lu giai on kt thc kt ni...................................................................... 14

Cc quy nh ca HNX ............................................................................................ 14

Quy nh v cch nh sequence ca message .............................................. 14

Quy nh v phc hi d liu ............................................................................ 15

Quy nh duy tr kt ni..................................................................................... 15

Quy nh Buffer size ......................................................................................... 15

Quy trnh thc hin ...................................................................................................... 16

Danh mc cc quy trnh........................................................................................... 16

Quy trnh lin quan n kt ni................................................................................ 17

Quy trnh kt ni ............................................................................................... 17

Quy trnh yu cu gi li d liu....................................................................... 18

Quy trnh reset li sequence............................................................................. 19

Quy trnh gi testquest kim tra kt ni ....................................................... 19

Quy trnh ng kt ni ...................................................................................... 20

Quy trnh lin quan n nghip v ........................................................................... 20