CDE Self-Service Trade Ingest API

CDE was decommissioned at the end of February 2022 and is no longer an active test environment. All information related to CDE was at a point in time only, but continues to be made available for historical reference purposes.

Table of Contents


Overview

The Self-Service Trade Ingest API is an optional test feature provided by ASX which allows developers to send trade information to the CSP as if it had originated from an Approved Market Operator (AMO). 

This allows developers to perform testing by creating their own set of trade data which results in the creation of market settlement obligations in the CSP.

The feature is available on an 'opt-in' basis, details of how to opt-in are detailed below.

This service allows developers to submit a fixed CSV file containing the trade information using a cURL command to a REST endpoint.

The REST endpoint translates the CSV file to a FIX AE message (Trade Capture Report), which is then submitted to the CSP. The CSP returns a FIX AR message response (Trade Capture Report Acknowledgement) to the REST endpoint, where it is converted to a JSON response. 

For successful 'AE' messages a trade Confirmation Notification (sett_101) or Trade Cancellation Notification (sett_104) will be sent by the CSP to the relevant clearing and settlement participant. 

If the CSV submitted by the Participant is invalid due to errors in the business validity, a FIX AR message (with reject text) is received.

If the CSV submitted by the Participant is invalid due to errors in the file format or schema validity, a rejection from the Self-Service Tool is received.

Currently, Type 3 or Type j invalid messages are not available, however they will become available in a subsequent release.

This feature is available in addition to the daily trade load feature which is also available on an opt-in basis.

The sample below is provided as a reference; additional information on the column names and tags present in the CSV can be found on the FIX AE messaging specification.

Sample CSV

The file below contains a CSV file template which is used when submitting to the cURL. 

 Download Sample Data

CSV files submitted to the CSP must be encoded in UTF-8 not UTF-8-BOM. For further details refer here.

tradeingest.csv

When populating the CSV, the developer is required to ensure:

  • The prices of the Securities are close to the current market price. This will ensure Standard Settlement Price (SSP) adjustments are correctly accounted for. SSP functionality will be available in a subsequent release.
  • Supplied dates are valid business dates.
  • The TradeID is unique for each business day.  If a TradeID is found to be duplicated for a business day, the Trade Capture Report will be rejected. ASX recommends that developers use the TradeID convention outlined below for Trade Capture Reports as this is to avoid conflict with other trades: 
AMO
MarketID (1301)
TradeID for Trade Ingest API (1003)
ASX Trade

XASX

19 followed by a random 8 digit number (e.g. 1911111111)
CHI-X Australia

CHIA

C9 followed by a random 8 digit number (e.g. C911111111)

Connection details

Prior to establishing connection to the CDE, the Participant will need to generate and submit a Certificate Signing Request and acquire the ASX root / issuing CA public key (instructions are available on the FTP). The Participant is also required to populate the above CSV sample file.

CSV files submitted to the CSP must be encoded in UTF-8 not UTF-8-BOM. For further details refer here.

The below code snippet demonstrates how to establish connection to the Trade Ingest API:

Trade Ingest Connection
curl 
	// Verbose output
	-v 
                
    // ASX’s CA’s public keys in pem format
    --cacert /c/path/to/file.pem 
               
    // File containing the certificate of the client machine
    --cert /c/path/to/file.cer 
    
	// Private key of the client certificate provided in cert option
    --key /c/path/to/file.key 
            
    // The URL of Participant's trade ingest API
    "https://cde-trade-ingest.asx.com.au:5XXX/tradeingest/csvfix"  
                
    // Header option to accept json format (not the same as the CSV file)
    -H "accept: application/json" 
                
    // Header option to tell curl command that it will be form-data in other words file as input
    -H "Content-Type: multipart/form-data" 
                
    // The input CSV file to be sent as part of the request
    -F "file=@/c/path/to/file.csv"

In the above code fragment:

  • URL: The URL for Trade Ingest is cde-trade-ingest.asx.com.au. The local host DNS needs to be reconfigured to 203.4.179.118 to ensure correct routing.  
  • Port: The port number exposed for Trade Ingest APIThe port will take the format of 5XXX and will be provided to the participant via email.




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This document provides general information only. ASX Limited (ABN 98 008 624 691) and its related bodies corporate (“ASX”) makes no representation or warranty with respect to the accuracy, reliability or completeness of the information. To the extent permitted by law, ASX and its employees, officers and contractors shall not be liable for any loss or damage arising in any way (including by way of negligence) from or in connection with any information provided or omitted or from anyone acting or refraining to act in reliance on this information.

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