Country 304 12 Market 304 34 InstrumentGroup 304 202 Modifier 304 0 CommodityCode 304 4002 ExpirationDate 304 2015-03-30 (UInt16: 0011 0100 0111 1110) StrikePrice 304 0 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 DateTimeLastTrading 304 2015-01-29 16:00:00 CommodityCode 301 4002 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 HANG SENG INDEX NominalValue 301 0 UndelyingCode 301 HSI UnderlyingType 301 7 EffectiveTomorrow 301 0 Country 302 12 Market 302 34 InstrumentGroup 302 4 Modifier 302 0 CommodityCode 302 202 PriceQuotationFactor 302 0 ContractSize 302 0 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 0 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 HKD InstrumentClassID 302 HSITS02 InstrumentClassName 302 HSI FUT TIME SPREAD (S=2) ISFractions 302 N SettlementCurrencyID 302 EffectiveTomorrow 302 0
Symbol 304 TMC_HKB/001 Country 304 12 Market 304 20 InstrumentGroup 304 250 Modifier 304 0 CommodityCode 304 2005 ExpirationDate 304 2014-01-29 (UInt16: 0011 0010 0011 1101) StrikePrice 304 1 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 DateTimeLastTrading 304 1970-01-01 08:00:00 CommodityCode 301 2005 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 HSBC HOLDINGS PLC NominalValue 301 0 UndelyingCode 301 00005 UnderlyingType 301 1 EffectiveTomorrow 301 0 Country 302 12 Market 302 20 InstrumentGroup 302 250 Modifier 302 0 CommodityCode 302 2005 PriceQuotationFactor 302 0 ContractSize 302 0 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 2 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 HKD InstrumentClassID 302 TMC_HKB InstrumentClassName 302 HKB TMC Combo Class ISFractions 302 N SettlementCurrencyID 302
OMD Field Name Expected Value Result (Check the box if matched) OrderbookID 7081889 Session 1 Open 9501 High 10500 Low 9500 TradeReportVolume 0 DealCount 10 Price 10000 Turnover 18 Section 6: Interpretation of Trade and Price Data (Non-SOM Subscriber Only) Calculated Opening Price (message type: 364) OMD Field Name Expected Value Result (Check the box if matched) OrderbookID 4722593 CalculatedOpeningPrice N/A (Value = -2147483648) Quantity 0 Section 7: Interpretation of Trade and Price Data (DS, DP subscribers only) Estimated Average Settlement Price (message type: 365) * All price values below are specified in actual values after taking into account of implied decimals. Test Case 1 OMD Field Name Expected Value Result (Check the box if matched) EASType E InstrumentCode 5 EAS 43.42 Test Case 2 OMD Field Name Expected Value Result (Check the box if matched) EASType H
1 19000 10 1 Empty Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 5640098 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 10 18100 10 1 9 18200 10 1 8 18300 10 1 7 18400 10 1 6 18500 10 1 5 18600 10 1 4 18700 10 1 3 18800 10 1 2 18900 10 1 1 19000 10 1 Empty Continues next page -> Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 5640098 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506715895 10 18100 10 N/A Bait order
Test Case 2: * Non-SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only) Bid Sell OrderBookID: 8458146 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 10 18100 10 1 9 18200 10 1 8 18300 10 1 7 18400 10 1 6 18500 10 1 5 18600 10 1 4 18700 10 1 3 18800 10 1 2 18900 10 1 1 19000 10 1 Empty Continues next page -> Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 8458146 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 10 18100 10 1
1 19300 25 1 Empty Continues next page -> Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 5181346 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506715856 12 18100 10 N/A Bait order 6360365812506715857 11 18200 10 N/A Bait order 6360365812506715858 10 18300 10 N/A Bait order 6360365812506715859 9 18400 10 N/A Bait order 6360365812506715860 8 18500 10 N/A Bait order 6360365812506715861 7 18600 10 N/A Bait order 6360365812506715862 6 18700 10 N/A Bait order 6360365812506715863 5 18800 10 N/A Bait order
7 18600 10 1 6 18700 10 1 5 18800 10 1 4 18900 10 1 3 19000 10 1 2 19200 11 1 1 19300 35 2 Empty Continues next page -> Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 397218 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 255 N/A (-2147483648) 20 2 10 18300 10 1 9 18400 10 1 8 18500 10 1 7 18600 10 1 6 18700 10 1 5 18800 10 1 4 18900 10 1 3 19000 10 1 2 19200 11 1 1 19300 35 2 Empty
Continues next page -> Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 397218 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506715868 13 18100 10 N/A Bait order 6360365812506715869 12 18200 10 N/A Bait order 6360365812506715870 11 18300 10 N/A Bait order 6360365812506715871 10 18400 10 N/A Bait order 6360365812506715872 9 18500 10 N/A Bait order 6360365812506715873 8 18600 10 N/A Bait order 6360365812506715874 7 18700 10 N/A Bait order 6360365812506715875 6 18800 10 N/A Bait order 6360365812506715876 5 18900 10 N/A Bait order Table continues next page ->
Bid Ask OrderBookID: 397218 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506715877 4 19000 10 N/A Bait order 6360365812506715878 3 19200 11 N/A Bait order 6360365812506715880 2 19300 10 N/A Bait order 6360365812506715879 1 19300 25 N/A Bait order Empty Test Case 6: * SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only) Bid Sell OrderBookID: 20189076 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 10 100.81 10 1 9 100.82 10 1 8 100.83 10 1 7 100.84 10 1
Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 20189076 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365808211812462 10 100.81 10 N/A Bait order 6360365808211812461 9 100.82 10 N/A Bait order 6360365808211812460 8 100.83 10 N/A Bait order 6360365808211812459 7 100.84 10 N/A Bait order 6360365808211812458 6 100.85 10 N/A Bait order 6360365808211812457 5 100.86 10 N/A Bait order 6360365808211812456 4 100.87 10 N/A Bait order 6360365808211812455 3 100.88 10 N/A Bait order 6360365808211812454 2 100.89 10 N/A Bait order Table continues next page ->
Empty 6360365808211812491 1 100.81 10 N/A Bait order 6360365808211812490 2 100.82 10 N/A Bait order 6360365808211812489 3 100.83 10 N/A Bait order 6360365808211812487 4 100.84 10 N/A Bait order 6360365808211812486 5 100.85 10 N/A Bait order 6360365808211812485 6 100.86 10 N/A Bait order 6360365808211812484 7 100.87 10 N/A Bait order 6360365808211812483 8 100.88 10 N/A Bait order Table continues next page -> Bid Ask OrderBookID: 21434260 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365808211812482 9 100.89 10 N/A Bait order
6360365808211812529 6 100.83 10 N/A Bait order 6360365808211812520 5 100.86 10 N/A Bait order 6360365808211812519 4 100.87 10 N/A Bait order 6360365808211812518 3 100.88 10 N/A Bait order 6360365808211812517 2 100.89 10 N/A Bait order Table continues next page -> Bid Ask OrderBookID: 13569940 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365808211812516 1 100.90 10 N/A Bait order Empty Test Case 9: * SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only) Bid Sell OrderBookID: 17108884
Test Case 1: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 9113508 Result (Check the box if matched) 63603453426925629 10000 10 2013-12-30 09:54:32 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade All or none Part of combo match 63603453426925629 10000 20 2013-12-30 09:37:12 Rectified None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade All or none Part of combo match Test Case 2: * SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 3082197 Result (Check the box if matched) 63603453426925636 0.10 10 2013-12-30 10:40:02 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade All or none Part of combo match 63603453426925636 0.10 20 2013-12-30 10:40:02 Rectified None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade All or none Part of combo match