Location: Market Data / Real-time Data
Real-time Data
Level 1 Real-time Market Data(L1 data)
| Coverage | All securities listed on Shenzhen Stock Exchange (SZSE), including equities, bonds, funds and indices, except for options. |
| Content | Trading information of the above mentioned securities generated and collected by Shenzhen Stock Exchange (SZSE). Content in details contains previous day’s closing price, current day’s opening price, highest / lowest price, latest price, 5 best bid/offer prices and quantities of orders, transaction volume & value, as well as all SZSE branded indices. |
| Snapshot Frequency | Every 3 seconds. |
| Delivery |
Direct connection: Co-location at SSCC Dongguan center, mainland China 6M leased line connection to SSCC L1 node at WTT Chaiwan HK Indirect connection via an authorized third party |
| Specification | STEP or BINARY Please refer to SZSE's website at http://www.szse.cn/marketServices/technicalservice/column/index.html for the latest Tech Specs. |
Level 2 Real-time Market Data(L2 data)
| Coverage | All securities listed on Shenzhen Stock Exchange, including equities, bonds, funds, and indices, except for options. |
| Content | Contents include previous day’s closing price, current day’s opening price, highest / lowest price, latest price, 10 best bid/offer prices and quantities of orders, top 50 orders at the best bid/offer price, accumulated transaction volume & order, tick-by-tick order and tick-by-tick trade, as well as all SZSE branded indices. |
| Snapshot Frequency | Every 3 seconds. |
| Delivery |
Direct connection: Co-location at SSCC Dongguan center, mainland China 50M leased line connection with SSCC L2 node at SkyExchange@IAC in HK Indirect connection via an authorized third party |
| Specification | STEP or BINARY Please refer to SZSE's website at http://www.szse.cn/marketServices/technicalservice/column/index.html for the latest Tech Specs. |
Options Data
| Coverage | Options listed on SZSE. |
| Content | Pre close price, open, high/low price, latest price, 5 best bid/offer prices and quantities of orders, transaction volume & value. |
| Snapshot Frequency | Every 0.5 second. |
| Delivery | Delivered in the Level 1 real-time market datafeed but subject to different Market Data Issuance Channel. |
| Specification | Please refer to SZSE’s website at http://www.szse.cn/marketServices/technicalservice/index.html for the latest Tech Specs. |
Note: There is only Level 1 data (as defined above) available for options, which is only available in the Level 1 raw datafeed delivered by SZSE at the moment.
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