Members, Overseas Intermediaries and Data Information Vendors:

Shanghai International Energy Exchange (INE) plans to organize the whole market test of statistical standard adjustment from double-counted basis to single-counted basis in production environment on December 7, 2019 (Saturday) and December 28, 2019 (Saturday). The details are as follows,

1.   Involved Systems

(1) Trading and Market Data Systems

The first generation market data that sent as well as the market data that queried through the API including open interest, volume, turnover and open interest of last trading day will be changed to single-counted basis. The snapshot of the second generation market data including open interest, volume, turnover and open interest of last trading day, as well as the incremental market data including the changes in open interest, volume and turnover will be changed to single-counted basis.

(2) Member Service System

The ‘Statistics’ menu on double-counted basis will be instead by the ‘Statistics (Single-Counted)’.

(3) Internet Market Data System

The market data including open interest, volume, turnover and open interest of last trading day will be changed to single-counted basis.

(4) Website

The statistics offered by INE including open interest, volume, turnover and open interest of last trading day will be changed to single-counted basis from the adjustment date. The historical statistics will be remained as double-counted. The INE website will not be tested.

2.   Test Schedule

(1) The test schedule for December 7, 2019 (Saturday)

The December 7, 2019 (Saturday) test simulates the trading and settlement of December 6 (Friday) using the data after settlement on December 5 (Thursday).

(2) The test schedule for December 28, 2019 (Saturday)

The December 28, 2019 (Saturday) test simulates the trading and settlement of December 27 (Friday) using the data after settlement on December 26 (Thursday).

3.   Communication parameters

(1)  Trading System

All members should configure their trading and market data systems with FENS pattern to obtain the IP addresses of trading fronts.

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 INE trading systems through the FENS servers, please 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, please use TCP port 4903 for normal connections and 4913 for encrypted connections.

INE Level 1 market data has the subscription number of 5001 and is sent out twice each second.

When dealing with the network security control strategy, all members and market data vendors should open the TCP port 4901, 4911, 4903, 4913, 33005, 44305, 33011, 44311 to the network segment 192.168.12.*, 192.168.11.*, 192.168.16.* and the TCP port 80, 443, 7002 to the network segment 192.168.9.*, 192.168.13.*, 192.168.17.*. Please ensure that the communication of the network segment and the protocol port mentioned above is normal.

(2)  Second Generation Market Data Platform

The second generation market data platform will be tested in production environment. Please refer to the announcement about the implementation of the second generation market data platform on INE website， the link of which is:

http://www.ine.com.cn/news/notice/1455.html.

(3)  Internet Market Data System

The Internet market data system will be tested in production environment.

(4)  Member Service Test System

Dedicated line network:

http://192.168.9.214

Securities and futures industry test network:

http://42.24.1.246

The user name and password are the same as the production environment.

(5)  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.

4.   Notes

All trading seats of futures firm members should be tested. All members should do the following work well:

(1) Contact your software suppliers before testing and make a detailed test plan. Please check the settlement data carefully after testing.

(2) Backup your systems and data before testing, and restore backup after testing to prevent affecting the normal business of the next trading day.

(3) Please focus on the fields that are changed to single-counted basis.

(4) All members should isolate the test data well so as not to affect the real data.

5.   Contact information

Phone: 021-68400802

E-mail: tech@shfe.com.cn

Fax: 021-68400385 or 021-68401181

 

It is hereby notified.

 

         Shanghai International Energy Exchange    

November 25, 2019