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Directions for handling order congestion
In the event of a large quantity of orders for an individual stock where the order processing time of that stock is affected due to the large quantity causing "order congestion", the TWSE will immediately use the mainframe connection single message function (file code S10) to send to all securities firms material information on stock order congestion. You should perform the following upon receipt of the information:
- send the orders for "the stock of order congestion" through a fixed channel (SOCKET/SESSION)and wait for a return message confirming receipt of an order before inputting the next order. Design of the ordering system on the securities firm's side in such a way that orders are sent in the form of temporary files to the TWSE shall be avoided. Such design would affect securities firms' distribution of the "stock of order congestion" through a fixed order channel.
- other stocks are to be sent by other order channel.
- if you fail to perform the above correctly, all order channels will be occupied by "stocks of order congestion", preventing all stocks in the ordering system from operating normally.
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