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HKEX INFORMATION SERVICES LIMITED

(A wholly-owned member of the Hong Kong Exchanges and Clearing Limited Group)

Rundown for the Connectivity Session (CS) with Volume Test for the Increase of the Minimum
Bandwidth Requirement for HKEX Orion Market Data Platform – Securities Market (OMD-C)
Premium Datafeed

Date: 13 November 2021 (Saturday)

Systems: OMD-C

Time (HKT) Event Action – for participating Clients


08:30 – 09:00 Systems ready for connection* Client’s Market Data System to connect to
OMD-C
09:00 – 09:30 Pre-opening Session (POS)
Around Volume Test Session 1 – High Data Volume Simulation
09:00 – 09:20
HKEX will simulate a high number of Clients to verify their systems are able to
auction orders on HKEX securities (stock process and disseminate (if applicable) the
code from 5000 to 10000) at POS and high volume data properly.
disseminate market data at high rate,
especially at POS matching.
09:30 – 12:00 Continuous Trading Session (CTS)
Around Volume Test Session 2 – Burst Traffic Simulation
09:45 - 09:47
HKEX will generate a high number of Clients to verify their systems are able to
orders on HKEX securities (stock code process and disseminate (if applicable) the
from 5000 to 10000) and disseminate high volume data properly.
market data via OMD-C at a high rate with
bursty traffic.
Around Volume Test Session 3 – Burst Traffic Simulation
10:15 - 10:17
HKEX will generate a high number of Clients to verify their systems are able to
orders on HKEX securities (stock code process and disseminate (if applicable) the
from 5000 to 10000) and disseminate high volume data properly.
market data via OMD-C at a high rate with
bursty traffic.
Around Volume Test Session 4 – High Data Volume Simulation
10:45 - 10:50
HKEX will simulate an active market with Clients to verify their systems are able to
high number of orders on HKEX securities process and disseminate (if applicable) the
(stock code from 5000 to 10000) and high volume data properly.
disseminate market data at high rate.
Around Volume Test Session 5 – High Data Volume Simulation
11:15 - 11:20
HKEX will simulate an active market with a Clients to verify their systems are able to
high number of orders on HKEX securities process and disseminate (if applicable) the
(stock code from 5000 to 10000) and high volume data properly.
disseminate market data at a high rate.
HKEX INFORMATION SERVICES LIMITED
(A wholly-owned member of the Hong Kong Exchanges and Clearing Limited Group)

12:00 – 12:10 Closing Auction Session (CAS) To check their systems healthiness.
Upon Day close
completion of
Matching
(~12:10)
12:30 System Shutdown Clients to take appropriate actions to clean
all test messages disseminated during the
testing period
Test Result Confirmation
By 12:30 Please confirm your test result by completing the online Test Result Confirmation
Form on or before 12:30
* In Trading Session Status (20) message, values “1 – Manual” and “0” will be published in the message fields
“TradingSesControlFlag” and “EndDateTime” respectively

Important Notes to Clients/ EPs:


1. For fault reporting, please call our Connectivity Project & Support Hotline at (852) 2211 6558 during the CS, or (852)
9183 8966 after 12:30 on the day of CS.

2. All messages disseminated during the testing period should be treated as non-production data and should be cleaned
after the CS.

3. In any case, all participating Clients/ EPs should complete the appropriate day-end works including file / database
backup, system restoration / fallback and etc. before, during and / or after the CS.

4. Contingency Arrangements on Typhoon, Extreme Conditions and Rainstorm Warning on the day of the CS:

a. In case Typhoon Signal No. 8 or above or Extreme Conditions or Black Rainstorm Warning is issued/
announced or continues to be in force anytime from 07:00 to before 09:00 on the day of CS, the CS will be
cancelled and will not be resumed for the rest of the day.
b. In case Typhoon Signal No. 8 or above or Extreme Conditions is issued on or after 09:00 on the CS, the CS
will be terminated 15 minutes thereafter.
c. In case Black Rainstorm Warning is issued on or after 09:00 on the day of CS, the CS will continue until
completion.
d. In any case, all participating Clients/ EPs should complete the appropriate day-end works including file /
database backup, system restoration / fallback and etc before, during and / or after the CS.

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