中 华 人 民 共 和 国 金 融 行 业 标 准 JR/T0016—2024期货交易数据交换协议Futures trading data exchange protocol2024-03-25 发布2024-03-25 实施中国证券监督管理委员会发布JR下载后可任意编辑目 次前 言...............................................................................II1 范围..................................................................................12 术语和定义............................................................................12.1 有关期货的术语......................................................................12.2 有关交易的术语......................................................................22.3 有关报单的术语......................................................................33 体系结构..............................................................................43.1 要求................................................................................53.2 通讯模式............................................................................53.3 通讯模式举例........................................................................63.4 通讯模式和数据流...................................................................104 报文格式.............................................................................114.1 FTD 报文...........................................................................114.2 FTDC 报文..........................................................................124.3 主要业务运作机制...................................................................154.4 关键数据的说明.....................................................................184.5 报文清单...........................................................................235 安全性要求...........................................................................305.1 身份认证...........................................................................305.2 传送加密....................................................................
