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Members, Overseas Intermediaries and Data Information Vendors:
Shanghai International Energy Exchange (INE) plans to conduct its TSR 20 futures testing in production environment on August 3, 2019 (Saturday) and August 10, 2019 (Saturday).The details are as follows,
1. Parameters for TSR 20 Futures Testing
|
Item |
Parameter |
|
Product Symbol |
NR |
|
Contract Size |
10 tons per lot |
|
Price Quotation |
(RMB) Yuan per ton |
|
Minimum Price Fluctuation |
5 Yuan / ton |
|
Daily Price Limits |
±7% (±14% on the first trading day) |
|
Listed Contracts |
NR2002,NR2003,NR2004,NR2005,NR2006,NR2007 |
|
Last Trading Day |
The 15th day of the delivery month (postponed accordingly if it is |
|
Minimum Trading Margin |
9% of contract value |
|
Transaction Fee |
5 Yuan / lot (If you close today's position, the transaction fee is 0 Yuan / lot.) |
|
Discount Rate of US Dollar as Margin Collaterals |
0.95 |
2. Test schedule
(1)The test schedule for August 3, 2019 (Saturday)
|
Time |
Content |
|
08:55:00 |
The beginning of central auction |
|
08:59:00 |
Matching of central auction |
|
09:00:00 |
Continuous trading |
|
10:15:00 |
Continuous trading pause |
|
10:30:00 |
Continuous trading |
|
11:30:00 |
Closing market |
|
11:30-13:00 |
INE settlement |
|
13:00-14:30 |
Members settlement，download settlement data and check settlement results |
|
Before 14:30 |
Members submit data to CFMMC |
The August 3, 2019 (Saturday) test simulates the trading and settlement of August 5 (Monday) using the data after settlement on August 1 (Thursday).
(2)The test schedule for August 10, 2019 (Saturday)
|
Time |
Content |
|
08:55:00 |
The beginning of central auction |
|
08:59:00 |
Matching of central auction |
|
09:00:00 |
Continuous trading |
|
10:15:00 |
Continuous trading pause |
|
10:30:00 |
Continuous trading |
|
11:30:00 |
Closing market |
The August 10, 2019 (Saturday) test simulates the trading of August 12 (Monday) using the data of night trading on August 9 (Friday).
3. 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 INE 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.
INE’s level 1 market data has the subscription number of 5001 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.
(2) Second generation market data platform
Market data subscription number
|
Subscription No. |
Product |
Market Data Depth |
Frequency(s) |
|
5001 |
INE all contracts |
Level 1 |
0.5 |
|
5000 |
INE all contracts |
Level 2 |
0.5 |
Market data inquiry service’s parameters
|
Data Center |
Front IP |
TCP Port |
|
PD Data Center |
192.168.11.73 |
33022 |
|
192.168.11.74 |
||
|
ZJ 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. |
|
PD Data Center |
Route A(PD) |
192.168.32.71 |
239.1.51.71 |
25001 |
5001 |
|
239.1.52.71 |
25000 |
5000 |
|||
|
Route B(ZJ) |
192.168.64.72 |
239.2.51.72 |
25001 |
5001 |
|
|
239.2.52.72 |
25000 |
5000 |
|||
|
ZJ Data Center |
Route A(PD) |
192.168.48.71 |
239.3.51.71 |
25001 |
5001 |
|
239.3.52.71 |
25000 |
5000 |
|||
|
Route B(ZJ) |
192.168.80.72 |
239.4.51.72 |
25001 |
5001 |
|
|
239.4.52.72 |
25000 |
5000 |
(3)Member Service Test System
Dedicated line network: http://192.168.9.214
Securities and futures industry test network:
The user name and password are the same as the production environment.
(4)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 remote trading seats of futures firm members should be tested. Each member 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 system 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 trading of TSR 20 futures.
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
July 23, 2019
沪公网安备 3101150203248号