Background
Tokyo Stock Exchange (TSE) and others representing the Securities Identification Code Committee announced that the four-character security code currently used to identify listed securities on the TSE will include alphabetical characters starting January 1, 2024. To align ourselves with this upcoming change, Japannext updated the OUCH, ITCH, and GLIMPSE protocols accordingly.
Summary of changes
The "Orderbook ID" field in the OUCH, ITCH, and GLIMPSE protocols transitioned from its current Integer data type to an Alpha data type.
The updated specifications are published in the Japannext document library.
Example
The on-the-wire representation of Orderbook ID for security 8473 is the following four bytes:
Before change: 0x00 0x00 0x21 0x19
After change: 0x38 0x34 0x37 0x33
The list of dummy alphanumeric symbols available in the UAT.
Symbol Lotsize Base Price
2456 100 ¥5,000
5275 100 ¥3,000
5878 100 ¥5,000
8492 100 ¥1,000
9134 100 ¥3,000
1A2C 100 ¥5,000
1H2J 100 ¥3,000
234S 100 ¥5,000
3C45 100 ¥1,000
3C4A 100 ¥3,000
4H56 100 ¥1,000
8G90 100 ¥3,000
8G9A 100 ¥1,000
8K0K 100 ¥3,000
9L23 100 ¥3,000
The base price will be reset on a daily basis.
Schedule
November 13 (Monday): Released