Readiness Test Overview The Readiness Test comprises of the following 5 sessions: Test Session Objectives Message Decoding and Order Book Building To enable clients to verify the ability of their system to correctly interpret each data element received from OMD To enable clients to verify the logic in their applications to construct market depth or price depth information from OMD data Data Recovery (Refresh Service) To enable clients to verify the ability of their systems to capture the latest market states by Refresh under the various scenarios simulated in the test Data Recovery (Line Arbitration and Retransmission) To enable clients to verify the logic in their systems for detecting missing data and upon the detection recover the lost data by means of Line Arbitration (optional) and Retransmission Performance / Capacity To enable clients to ensure the ability of their systems to handle the high market data rate without adverse effect on performance Failover / Disaster Recovery To enable clients to verify the built-in process in their feed handlers for various emergency scenarios, for example, OMD failover to the disaster recovery site
SecurityShortName HANG SENG BANK CurrencyCode JPY SecurityNameGCCS 恆生銀行 SecurityNameGB 恒生银行 LotSize 1000 PreviousClosingPrice 20.000 (Actual value should be JPY 20000 after taking into currency factor of 3 for JPY) ShortSellFlag Y CCASSFlag Y DummySecurityFlag N TestSecurityFlag N StampDutyFlag Y ListingDate 19720620 DelistingDate 0 FreeText EFNFlag N/A AccruedInterest N/A CouponRate N/A ConversionRatio N/A StrikePrice N/A MaturityDate N/A CallPutFlag N/A Style N/A NoUnderlyingSecurities N/A UnderlyingSecurityCode N/A UnderlyingSecurityWeight N/A OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 11001 MarketCode GEM ISINCode NA InstrumentType EQTY SpreadTableCode 01 SecurityShortName STOCK11001 CurrencyCode HKD SecurityNameGCCS SecurityNameGB LotSize 100
OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 04001 ClosingPrice 0.000 NumberOfTrades 0 (0 for Securities Standard (SS) subscriber) OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 04010 ClosingPrice 20.000 NumberOfTrades 2 (0 for Securities Standard (SS) subscriber) Test case 13: Interpretation of Nominal Price (message type: 40) OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 06024 Nominal Price 9995.000 OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 06005 Nominal Price 0.375 OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 06007 Nominal Price 5.200 OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 06010 Nominal Price 20.000 Test case 14: Interpretation of Indicative Equilibrium Price (message type: 41) OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 04024 Price 9995.000 (Last IEP before Matching)
OMD will disseminate the above value as the total market turnover for GEM in HKD equivalent. Please verify the figure literally only as provided above. (This figure is purely an example. Clients independently converting non-HKD “Market Turnover” messages to accumulate a HKD equivalent turnover for GEM may obtain a different value, which is not a concern for the purpose of this test case). OMD Field Name Expected Value Result (Check the box if matched) MarketCode GEM Currency Code HKD Turnover 28652540.000 OMD Field Name Expected Value Result (Check the box if matched) MarketCode ETS Currency Code Turnover 0.000 OMD will disseminate the above value as the total market turnover for ETS in HKD equivalent. Please verify the figure literally only as provided above. (This figure is purely an example. Clients independently converting non-HKD “Market Turnover” messages to accumulate a HKD equivalent turnover for ETS may obtain a different value, which is not a concern for the purpose of this test case). OMD Field Name Expected Value Result (Check the box if matched) MarketCode NASD Currency Code Turnover 241039450167.225 OMD will disseminate the above value as the total market turnover for NASD in HKD equivalent. Please verify the figure literally only as provided above. (This figure is purely an example. Clients independently converting non-HKD “Market Turnover” messages to accumulate a HKD equivalent turnover for NASD may obtain a different value, which is not a concern for the purpose of this test case). OMD Field Name Expected Value Result (Check the box if matched) MarketCode NASD
Test case 2: Final Image of Currency Rate (message type: 14) OMD Field Name Expected Value Result (Check the box if matched) CurrencyCode CNY CurrencyFactor 0 CurrencyRate 1.2280 OMD Field Name Expected Value Result (Check the box if matched) CurrencyCode JPY CurrencyFactor 3 CurrencyRate 0.0953 OMD Field Name Expected Value Result (Check the box if matched) CurrencyCode CAD CurrencyFactor 0 CurrencyRate 7.7760 OMD Field Name Expected Value Result (Check the box if matched) CurrencyCode EUR CurrencyFactor 0 CurrencyRate 10.6880 OMD Field Name Expected Value Result (Check the box if matched) CurrencyCode GBP CurrencyFactor 0 CurrencyRate 12.2800 OMD Field Name Expected Value Result (Check the box if matched) CurrencyCode HKD CurrencyFactor 0 CurrencyRate 1.0000 OMD Field Name Expected Value Result (Check the box if matched) CurrencyCode SGD
Test case 6: Final of Statistics (message type: 60) OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 00288 SharesTraded 2125000 Turnover 2908000.000 HighPrice 1.410 LowPrice 1.340 LastPrice 1.350 VWAP 1.370 (N/A for SS Subscriber) ShortSellSharesTraded 0 ShortSellTurnover 0.000 OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 11280 SharesTraded 830000 Turnover 478500.000 HighPrice 0.640 LowPrice 0.540 LastPrice 0.550 VWAP 0.576 (N/A for SS Subscriber) ShortSellSharesTraded 0 ShortSellTurnover 0.000 Test case 7: Final Image of Securities Definition (message type: 11) OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 00288 MarketCode MAIN ISINCode HK0288009266 InstrumentType EQTY SpreadTableCode 01 SecurityShortName BERJAYA HOLD CurrencyCode HKD SecurityNameGCCS 成功控股 SecurityNameGB 成功控股 LotSize 5000
0.610 60000 2 239969 0.610 50000 2 240673 0.610 20000 2 254833 0.610 40000 2 259617 0.620 10000 2 67761 0.620 40000 2 70305 0.620 80000 2 99457 0.620 50000 2 120593 0.620 30000 2 163457 0.620 60000 2 292385 0.630 50000 2 67297 0.630 50000 2 327233 0.640 10000 2 1217 Full Odd-Lot Order Book (Subscribers of Odd Lot Order Book only) Buy Sell Test Security: 11280 Order ID Broker ID Quantity Price Price Quantity Broker ID Order ID Result (Check the box if matched) Empty Book Empty Book 10BBOs (SS and SP Subscribers only) Buy Sell Test Security: 11280 No. of Orders Aggregated Quantity Price Price Level Price Level Price Aggregated Quantity No. of Orders Result (Check the box if matched) 1 30000 0.540 1 1 60000 0.530 2 1 40000 0.520 3 1 0.550 40000 1 2 0.560 100000 1 3 0.570 20000 1 4 0.590 40000 1 5 0.600 60000 1 6 0.610 220000 5 7 0.620 270000 6
ShortSellSharesTraded 0 ShortSellTurnover 0.000 OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 04125 SharesTraded 12500 Turnover 70625.000 HighPrice 0.000 LowPrice 0.000 LastPrice 0.000 VWAP 0.000 (N/A for SS Subscriber) ShortSellSharesTraded 0 ShortSellTurnover 0.000 Test case 7: Final Image of Securities Definition (message type: 11) OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 11112 MarketCode MAIN ISINCode InstrumentType WRNT SpreadTableCode 01 SecurityShortName NM-CK(H)@EC1001 CurrencyCode HKD SecurityNameGCCS 長實野村零零一購 SecurityNameGB 长实野村零零一购 LotSize 10000 PreviousClosingPrice 0.012 ShortSellFlag N CCASSFlag Y DummySecurityFlag N TestSecurityFlag N StampDuty N ListingDate 20091224 DelistingDate 0 FreeText + TRADING RESUMED + EFNFlag N/A
matched) SecurityCode 00026 Nominal 21.450 OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 00023 Nominal 61.500 OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 00025 Nominal 25.950 OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 00024 Nominal 0.147 OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 00040 Nominal 3.430 Final Image of Statistics (message type: 60) OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 00034 SharesTraded 1545000 Turnover 167781900.000 HighPrice 108.900 LowPrice 108.200 LastPrice 108.600 VWAP 108.591 (N/A for SS Subscriber) ShortSellSharesTraded 0 ShortSellTurnover 0.000 OMD Field Name Expected Value Result (Check the box if matched) SecurityCode 00026 SharesTraded 2849000