ITE1 Self-Service Trade Ingest

Table of Contents


Overview

The Self-Service Trade Ingest Tool 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). 

Trade ingest API will not accept any uploads beyond 6pm on any business date (this is to align to the FIX session cut-off at 7pm AEST).

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.

This feature supersedes the daily trade load feature from CDE.

Refer to the FIX AE messaging specification for further information on column names and tags present.

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.

When submitting multiple entries, ensure records are valid. If multiple invalid entries are present, the Self-Service Trade Ingest tool returns an error response for the first record only. No identifier (row or Trade Id) is returned to signify the incorrect entry. Subsequent errors are not present until the initial error has been resolved and the Trade Ingest will not be submitted to the platform until all errors are resolved. Refer to ITE1 Known Issues & Limitations for further information.


Self-Service Trade Ingest.zip

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

As part of ITE1, the Self-Service Trade Ingest Tool has been updated. These include the following changes:

  • The CSP permits NSX Trades. To leverage this, users are required to use the MarketID XNEC and the trade Id pre-fix NT when submitting NSX trades.
  • The Trade ID construct has been amended to allow ASX, CHI-X and NSX to retain their own logic for TradeID generation rather than conform to the test kit based logic required by Participants using the Trade Ingest tool.
  • The Trade ID is no longer automatically generated and the user is required to input this value, ensuring that it is unique on the trade date.
  • The ability to submit 50 or fewer records are submitted. A separate performant version of this tool will be made available in a subsequent release.
  • 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 SenderCompID is a fixed value ("ITEP")
  • All developers must 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

1T or 2T followed by the test kit number (2 digits, 0-9) and the trade number (6 digits 0-9)
CHI-X Australia

CHIA

CT followed by the test kit number (2 digits, 0-9) and the trade number (6 digits 0-9)
National Stock ExchangeXNECNT followed by the test kit number (2 digits, 0-9) and the trade number (6 digits 0-9)
For Example

Trade 250001 for test kit 55 using MIC NSX: NT55250001

Connection details

Prior to establishing connection to the ITE1, 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 Self-Service Tool:

Self-Service Tool
curl 
	// Verbose output
	-v 
                
    // Informs recipients that the client is about to send a message body in this request and wishes to receive a 100 (continue) interim response
    -H "Expect: 100-continue"

    // 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 the Self-Service Tool
    "https://ite1-test-tool.asx.com.au:5005/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 the Self-Service Tool is ite1-test-tool.asx.com.au. The local host DNS needs to be reconfigured to 203.4.179.146 to ensure correct routing.  
  • Port: The port number exposed for the Self-Service Tool.




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