Please find the official release of latest technical specifications and more technical related files on SZSE website http://www.szse.cn/marketServices/technicalservice/index.html (in Chinese only).

For easy reference, here is the English translation of some key technical files. Regulation of the Shenzhen Stock Exchange on the Access of Members and Other Entities to Its Trading System v1.02 Access Solution for Level II Market Data from Hong Kong Node v1.5 User Manual for Market Data Gateway of SZSE Trading System Development Guidelines for the Interface Specification of SZSE Market Data Communication System Instructions for Configuring File Gateway of New Generation Trading System of SZSE FAQ Interface Specification of Data File Exchange of Shenzhen Stock Exchange_Ver1.42 Interface Specification of STEP Market Data Feed of SZSE_Ver1.17 Interface Specification of BINARY Market Data Feed of SZSE_Ver1.17 Interface Specification of Data File Exchange of Shenzhen Stock Exchange_Ver1.41 Interface Specification of Data File Exchange of Shenzhen Stock Exchange_Ver1.40 Interface Specification of Data File Exchange of Shenzhen Stock Exchange_Ver1.39 Interface Specification of BINARY Market Data Feed of SZSE_Ver1.16 Interface Specification of STEP Market Data Feed of SZSE_Ver1.16 Interface Specification of BINARY Market Data Feed of SZSE_Ver1.15 Interface Specification of BINARY Market Data Feed of SZSE_Ver1.14 Interface Specification of STEP Market Data Feed of SZSE_Ver1.15 Interface Specification of STEP Market Data Feed of SZSE_Ver1.13 Interface Specification of BINARY Market Data Feed of SZSE_Ver1.13 Interface Specification of Data File Exchange of Shenzhen Stock Exchange_Ver1.37 Interface Specification of Data File Exchange of Shenzhen Stock Exchange_Ver1.36 Interface Specification of Data File Exchange of Shenzhen Stock Exchange_Ver1.35 Interface Specification of Data File Exchange of Shenzhen Stock Exchange_Ver1.34 Interface Specification of BINARY Market Data Feed of SZSE_Ver1.12 Interface Specification of STEP Market Data Feed of SZSE_Ver1.12 Interface Specification of Data File Exchange of Shenzhen Stock Exchange_Ver1.33 Interface Specification of Data File Exchange of Shenzhen Stock Exchange 5th Trading system_ver 1.32 Interface Specification of Data File Exchange of Shenzhen Stock Exchange 5th Trading system_ver 1.31 Interface Specification of STEP Market Data Feed of SZSE 5th Trading System_Ver1.11 Interface Specification of BINARY Market Data Feed of SZSE 5th Trading System_Ver1.11 Interface Specification of Data File Exchange of Shenzhen Stock Exchange 5th Trading system_ver 1.30 Interface Specification of Data File Exchange of Shenzhen Stock Exchange 5th Trading system_ver 1.29 Interface Specification of STEP Market Data Feed of SZSE 5th Trading System_Ver1.10 Interface Specification of BINARY Market Data Feed of SZSE 5th Trading System_Ver1.10 Multicast Market Data Distribution Protocol V1.0 Interface Specification of Data File Exchange of Shenzhen Stock Exchange 5th Trading system_ver 1.27 Interface Specification of STEP Market Data Feed of SZSE 5th Trading System_Ver1.09 Interface Specification of BINARY Market Data Feed of SZSE 5th Trading System_Ver1.09 Interface Specification of BINARY Market Data Feed of SZSE 5th Trading System_Ver1.08 Interface Specification of STEP Market Data Feed of SZSE 5th Trading System_Ver1.08 Interface Specification of Data File Exchange of Shenzhen Stock Exchange 5th Trading system_ver 1.26 Interface Specification of Data File Exchange of Shenzhen Stock Exchange 5th Trading system_ver 1.24 Interface Specification of Data File Exchange of Shenzhen Stock Exchange 5th Trading system_ver 1.23 Interface Specification of Data File Exchange of Shenzhen Stock Exchange 5th Trading system_ver 1.21 Interface Specification of STEP Market Data Feed of SZSE 5th Trading System_Ver1.07 Interface Specification of BINARY Market Data Feed of SZSE 5th Trading System_Ver1.07 Interface Specification of Data File Exchange of Shenzhen Stock Exchange 5th Trading System_Ver 1.20 Access Solution for Level II Market Data from Hong Kong Node Interface Specification of BINARY Market Data Feed of SZSE 5th Trading System_Ver1.06 Interface Specification of STEP Market Data Feed of SZSE 5th Trading System_Ver1.06