大连商品交易所全资子公司
动态行情数据服务

█ 基本行情

    定义:大商所基本行情系指大连商品交易所编辑的并在其所组织的集中交易市场中产生的、具有特定格式和结构关系的即时或定时行情数据信息,包括:(1) 交易品种的名称、交割月份;(2) 开市、最高、最低、收市、最新、申买、申卖、结算、前结算价格;(3) 与前一交易日结算价比较后的涨跌情况;(4) 申买量、申卖量、成交量、持仓量。
    授权方式:我们为发布基本行情的信息商准备了多渠道的行情接入通道,如需在境内外接入大商所行情,不论是从大商所交易系统直接接入还是从一级信息商处间接接入均需与飞创公司签订授权许可协议,获得许可后对外进行服务。
    Level-1 Data:
    Definition: “DCE Level-1 Data” refers to the real time or fixed-time market data edited by DCE that is generated in the market organized by DCE in specific formats with structural relationships. It includes: a) contract name, delivery month; b) open price, daily high, daily low, close price, latest price, bid price, ask price, settlement and last settlement price; c) price fluctuation; d) bid volume, ask volume, trade volume and open interest.
    Authorization Method: We provide level-1 data dissemination information vendors various access channels. Anyone who wants to receive DCE market data from inside or outside mainland China, whether direct from DCE or indirect from information vendors, shall sign contract with DFIT, and after getting the license, they can begin onward dissemination.


█ 深度行情

     大商所深度行情(包括五档行情、level-2行情)是飞创公司借鉴国外期货市场信息产品服务的成功经验,与多家信息服务商合作面向期货市场推出的期货市场有偿增值信息服务。关于大商所深度数据我们提供如下服务:
    展示服务:大商所深度行情(包括五档、level-2)行情的销售采用国际通行做法,即“交易所-信息服务商-终端用户”的期货信息产业链服务模式。Level-2行情由飞创公司组织信息服务商进行发布,即飞创公司向信息服务商提供深度(Level-2)源数据,获得许可的专业信息服务商开发出增值产品,以终端形式有偿提供给最终用户。
    授权方式:我们为发布深度行情的信息商准备了多渠道的行情接入通道,如需在境内外接入大商所深度行情,不论是从大商所交易系统直接接入还是从一级信息商处间接接入均需与飞创公司签订授权许可协议,获得许可后对外进行服务。
    DataFeed:大商所深度数据落地服务(Level-2行情):是指用户可以以特定的API接口方式接收大商所Level-2行情数据,并将大商所深度Level-2行情数据应用于风险控制、数据分析研究和策略交易等高端应用。该数据接口目前由飞创公司统一面向机构投资者进行发布。 我们为DataFeed客户提供专业测试环境,申请在飞创托管机房数据接入试用服务可与飞创信息部联系,并可免费获取部分level-2历史数据。
    Market Depth Data:
    Market Depth Data (including Five Depth Data and Level-2 Data) is the value-added information service, provided to the futures market by DFIT, cooperating with many information vendors, learning from the successful experience of information service in the foreign market.  The services we provided are as follows:
    Display Service: Market Depth Data (including Five Depth Data and Level-2 Data) applies to the international industry chain service model “Exchange-Information Vendor-End User”. Level-2 data is distributed to information vendors by DFIT, which means DFIT provides the data sources, licensed information vendors can develop value-added products and distribute to the terminal users with according payment.
    Authorization Method: We provide market depth data dissemination information vendors various access channels. Anyone who wants to receive DCE market data from inside or outside mainland China, whether direct from DCE or indirect from information vendors, shall sign contract with DFIT, and after getting the license, they can begin onward dissemination.
    DataFeed (Level-2 data ): DCE Level-2 DataFeed service not only means users can receive DCE Level-2 data by specific API interface, but also means DCE Level-2 data can be applied in algorithmic trading, risk control and data analysis, strategies development and other high-end applications. The data interface is distributed by DFIT to institutional investors. DFIT provide professional testing environment to DataFeed users, for application of the trial service in DFIT co-location center, please contact DFIT Information Department, besides we provide part of level-2 historical data for free.


█ 延时行情

    定义:延时行情系指由大连商品交易所编辑的并在其所组织的集中交易市场中产生的、具有特定格式和结构关系的按一定时间发布的连续和快照行情数据信息,数据信息内容包括:(1) 交易品种的名称、交割月份;(2) 开市、最高、最低、收市、最新、申买、申卖、结算、前结算价格;(3) 与前一交易日结算价比较后的涨跌情况;(4) 申买量、申卖量、成交量、持仓量。
    授权方式:我们为发布延时行情的信息商准备了多渠道的行情接入通道,如需在境内外接入大商所行情,不论是从大商所交易系统直接接入还是从一级信息商处间接接入均需与飞创公司签订授权许可协议,获得许可后对外进行服务。

    Delayed Data:
    Definition: “Delayed Data” refers to continuous and snapshot market data information in specific time, edited by DCE that is generated in the market organized by DCE in specific formats and with structural relationships. It includes: a) contract name, delivery month; b) open price, daily high, daily low, close price, latest price, bid price, ask price, settlement and last settlement price; c) price fluctuation; d) bid volume, ask volume, trade volume and open interest.

    Authorization Method:We provide delayed data dissemination information vendors various access channels. Anyone who wants to receive DCE market data from inside or outside mainland China, whether direct from DCE or indirect from information vendors, shall sign contract with DFIT, and after getting the license, they can begin onward dissemination.


█ Level-2 DataFeed服务

大连商品交易所Level-2数据DataFeed服务指引

产品定义

用户以特定的API接口方式接收大商所Level-2 行情数据,并允许其利用DataFeed产品进行算法交易、风险控制和数据分析研究、开发策略等高端应用。

目标用户

面向市场推出DataFeed服务后,目标用户设定为具有投资大商所期货品种资格的国内法人机构及个人投资者。

用户准入标准

对于申请大商所DataFeed的用户,需向我公司递交申请材料以便备案。对未达到以下标准的用户本公司将不予以进行后期技术评审。对申请大商所DataFeed接入的公司执行以下标准:

l 具备大连商品交易所投资交易资格的法人机构及个人;

l 配备数据研究开发团队及系统运行维护人员;

l 公司财务状况良好,近两年无行业内不良纪录;

l 符合飞创公司发布的《大商所信息接入技术管理办法》的相关规定;

l 飞创公司要求用户所具备的其他条件;

申请资质认证所需要的主要是根据申请指引准备好相关的文档,整个申请过程大连商品交易所信息公司人员会及时的和贵公司进行沟通,您可以在相关人员的协助下完成资质认证申请的每个步骤。整个申请流程处理大概在2 个月时间内完成。 您可以通过下面的联系方式现在就开始申请:

联系人

联系电话

电子信箱

王相葳

0411-84808467

wangxiangwei@dce.com.cn

数据的监管和使用

1.现场审核

用户在获得DataFeed服务之前,需向我公司提交《大连商品交易所DataFeed用户系统说明书》,我公司信息部将对其系统运维情况及数据使用范围对象等内容进行现场审核。客户仅可将大商所level-2行情数据用于自己的封闭系统使用。

 

2.签订协议

申请DataFeed业务的客户需与我公司签订协议,协议内将约定用户使用数据的权利和义务,不得买卖、转发、转让,任何用户不得允许任何机构和个人未经大商所授权发布、公开、复制、传播、传输、存取或者以其他任何方式传播大商所数据。

接入方式

机房接入:建议用户通过飞创托管中心信息数据平台接入Level-2数据,通过局域网发布到大商所托管机房内的专用设备上。用户可自由选择通过TCP、UDP点播及组播方式接收数据。

信息商转发:用户如通过信息商接入Level-2数据,需核实信息商收费具备授权资格,签订三方协议方可办理。

 

收费标准

DataFeed产品的定价标准每用户每年收取人民币30万元(主机托管)/25万元(外部连接),该费用不包含 DataFeed产品所需要的线路接入费用、开发维护、硬件设备等费用,且只允许接入一台服务器接入一个客户使用,每增加一个用户相应的增加一台服务器及数据费用。

费用优惠

机房接入用户收费:24万人民币/年。

 

日常维护

通过大商所托管机房的应用托管服务进行数据接入,可获得应用托管的日常服务支持。

申请文档指引

申请成为DCE Level-2行情的DataFeed用户,需提交下列规定之文档:

文档名称

文档内容简介

文档模版索引

《大连商品交易所DataFeed用户接入资质认证申请表》

作为申请的凭证,包括了申请的指引说明和填写项。

申请表

《大连商品交易所DataFeed用户系统说明书范本》

大连商品交易所DataFeed用户系统说明书,主要描述技术能力和技术支撑系统,用以评估技术服务能力和信息权益保障能力

技术方案书

 

为避免文档理解上出现歧义,相关的文档将以中文文档为准,申请者需提供中文的文档。并且,相关的文档将在正式签约时作为附件并需要加盖公司骑缝章,这些文档资料将被视为是信息服务商的承诺,是运行审计的重要参考资料,一旦DataFeed用户实际运作的系统并没有实现资质认证时所做的承诺,大连商品交易所信息公司有权中止该DataFeed用户的资质。

申请表

申请表将由大连商品交易所飞创公司以公开的标准的方式对外提供,信息DataFeed用户必须按照该申请表的要求填写并且递交给大连商品交易所飞创公司,大连商品交易所飞创公司只有在接受到申请表之后才开始处理DataFeed用户认证事宜。详细的申请表内容请查看:《大连商品交易所DataFeed用户接入资质认证申请表》。

技术方案书

技术方案书用以描述DataFeed用户的技术平台,技术平台应当具备:主要描述技术能力和技术支撑系统,用以评估技术服务能力和信息权益保障能力。请根据《大连商品交易所DataFeed用户系统说明书范本》的说明和规格来提交技术方案书。

 

DCE Level-2 DataFeed Service Customer Guide

Definition

DCE Level-2 DataFeed Service not only means that customers can receive DCE Level-2 data by specific API interface, but also means that DCE Level-2 data can be applied in algorithm trading, risk control, data analysis, strategy development and other high end applications.

Target Customer

After the launch of DCE Level-2 DataFeed Service, the target customer is domestic corporate entity with the qualification of investing DCE products, which includes but no limit to member units, investing institutions, fund companies and so on.

Customer Access Standard

Applicant of DCE Level-2 DataFeed Service shall submit application materials to DFIT for record. DFIT will not provide later technical assessments for those who do not meet the following criteria. To be specific:

l corporate entity with the qualification of investing DCE products;

l With data research and developing team, system operation and maintenance staff;

l Good corporate financial conditions, no bad records in recent two years;

l In line with related stipulations in “DCE Information Access Technology Management Approach” published by DFIT;

l Other customer qualifications required by DFIT.

 

The application materials need to be prepared in accordance with the application guide. During the whole process, staffs of DFIT will keep in touch with the applicants, helping finish every step of the application. It will be completed within two months.

For more information please contact:

Contact Person

Phone

Email

Xiangwei WANG

0411-84808467

wangxiangwei@dce.com.cn

Supervision and Use of Data

On-site Supervision

Clients need to submit “DCE DataFeed User System Specification” to DFIT before receiving DataFeed service, the information department of DFIT will conduct on-site audit about the system operation and maintenance and data use. DCE Level-2 Data can only be used in Clients’ closed systems.

Contract

Applicant of DataFeed Service needs to sign a contract with DFIT, which stipulates the rights and obligations of data users, any form of sale, redistribution and transfer is not allowed. Without the license of DCE, Any individual or institution cannot publish, duplicate, disseminate, transfer, store DCE data or any other form is not allowed.

Access Method

Co-location Center: It is recommended that users receive Level-2 data from information data platform in DFIT co-location center, and then release data to specific equipments in the DCE hosting room through local area network (LAN).users can choose to receive Level-2 data by means of tcp 、udp unicast or multicast freely.

Information Vendor Redistribution: if users receive Level-2 data from information vendors, we can sign a tripartite agreement after the authorization qualification examination of information vendors.

 

Fees

The fees for DataFeed product are 300,000 RMB / year(Co-location) and 250,000RMB / year (Outside Access) which do not include line access fees, development and maintenance fees, hardware equipment and other fees. Datafeed service only allowed one server to get connected, which can only be used by one user. For one additional user, there will be one more server and other related data fees.

Discount

We offer a fee discount as follows:

Co-location Center Access: 240,000 RMB / Year

 

Daily Maintenance

Users, who get data from application hosting service of DCE hosting room, will receive daily service support.

 

Application File Guide

Applicants of DCE Level-2 DataFeed Service need to submit the following files

File Name

Content Introduction

File Templates Index

“DCE DataFeed User Access Qualification Form ”

As the proof of application, include the guideline of introduction and required fields.

Application Form

“DCE DataFeed User System Specification Template”

It is used to describe technical capacity and technical support system, used for the evaluation of technical service and information right protection capability.

Technical Proposal

 

To avoid ambiguity, Chinese documents shall prevail. Applicants are required to provide Chinese version. Besides the documents need to be stamped and attached to the signed contract, the documents are regarded as commitment of the Information Vendors and good references to audit. If DataFeed users’ systems do not fulfill the commitment they make on application, DCE have the right to terminate the user’s DataFeed service.

Application Form

DFIT will provide the application form to clients in an open and standard way, users need to fill in the application form and submit to DFIT, who will take steps to process users’ application issues only after receiving the application form. For more information about the application form, please see “DCE DataFeed User Access Qualification Form”

Technical Proposal

It is used to depict DataFeed user’s platform, which shall include: the main technical capacity, technical support system and evaluation of technical service capacity and information right protection capability. For more detail requirements, please refer to “DCE DataFeed User System Specification Template”.

 

 

 


█ 行情特点

  基本行情 Level-2 五档 延时行情
发布频率 2次快照/秒 4次快照/秒 4次快照/秒 2次快照/秒
委托信息 最优买卖价位 买一到买五、卖一到卖五的五级深度委托信息。 买一到买五、卖一到卖五的五级深度委托信息。 最优买卖价位
详细委托信息 最优买卖价位上的总委托量 买一价位和卖一价位上前10笔分笔委托量行情;买卖各5档的委托数量、价位;最佳买卖盘上的10笔委托明细数据。    
实时统计信息   加权平均委买价格、加权平均委卖价格、委托买总量、委托卖总量、实时结算价以及分价位成交量统计。    
统一接口   大商所 Level-2采用《期货交易数据交换协议》,简称FTD,具有良好的灵活性、扩展性和统一性。 大商所 Level-2采用《期货交易数据交换协议》,简称FTD,具有良好的灵活性、扩展性和统一性。  
数据保障   大商所 Level-2产品提供数据重发功能,克服了基本行情补发数据方面的困难。 大商所 Level-2产品提供数据重发功能,克服了基本行情补发数据方面的困难。  
信息安全认证   具有用户权限控制和加密措施,信息安全有保障。安全认证机制使得经营商无需面对非法的竞争者,维护了期货信息市场的秩序。 具有用户权限控制和加密措施,信息安全有保障。安全认证机制使得经营商无需面对非法的竞争者,维护了期货信息市场的秩序。  

 

 

Level-1

Level-2

Delayed data

Frequency

2snapshots/sec

4snapshots/sec

2snapshots/sec

Bid/Ask Order

the best bid/ask order

the five best bid/ask order

the best bid/ask order

Detailed Bid/Ask Order

total order quantities  at the best bid/ask price

the top 10 order quantities at the best bid/ask price

 

Real Statistical Information

weighted average bid/ask price, total bid/ask quantities , real-time settlement price and trade volumes by price

 

Unified Interface

DCE Level-2  uses “futures trading data exchange protocol”, referred to as FTD, which has good flexibility, scalability and uniformity.

 

Data Guarantee

DCE Level-2 provides data resending function, and overcomes  Level-1 data replacement problems.

 

Information Security Certification

User access control, encryption and information security protection. Security authentication mechanism makes sure that operators do not face illegal competitors, and maintains the order of the futures market.