Please find the official release of latest technical specifications and more technical related files on SZSE website http://www.szse.cn/marketServices/technicalservice/index.html (in Chinese only).

For easy reference, here is the English translation of some key technical files. Interface Specification of BINARY Market Data Feed of SZSE 5th Trading System_Ver1.08 Interface Specification of STEP Market Data Feed of SZSE 5th Trading System_Ver1.08 Interface Specification of Data File Exchange of Shenzhen Stock Exchange 5th Trading system_ver 1.26 Interface Specification of Data File Exchange of Shenzhen Stock Exchange 5th Trading system_ver 1.24 Interface Specification of Data File Exchange of Shenzhen Stock Exchange 5th Trading system_ver 1.23 Interface Specification of Data File Exchange of Shenzhen Stock Exchange 5th Trading system_ver 1.21 Interface Specification of STEP Market Data Feed of SZSE 5th Trading System_Ver1.07 Interface Specification of BINARY Market Data Feed of SZSE 5th Trading System_Ver1.07 Interface Specification of Data File Exchange of Shenzhen Stock Exchange 5th Trading System_Ver 1.20 Access Solution for Level II Market Data from Hong Kong Node FAQ Instructions for Configuring File Gateway of New Generation Trading System of SZSE User Manual for Market Data Gateway of SZSE Trading System Development Guidelines for the Interface Specification of SZSE Market Data Communication System Interface Specification of BINARY Market Data Feed of SZSE 5th Trading System_Ver1.06 Interface Specification of STEP Market Data Feed of SZSE 5th Trading System_Ver1.06 Interface Specification of Data File Exchange of Shenzhen Stock Exchange 5th Trading System_Ver 1.19