High-Frequency Trading (HFT) Requirements for China Stock Connect

What is High-Frequency Trading (HFT) and what are the requirements?

High-Frequency Trading (HFT) is a subset of Program Trading characterized by extremely high order rates and volumes. Under HK & China regulations, you are considered an HFT trader if your trading meets either of these thresholds:

  • More than 300 orders per second,

or

  • More than 20,000 orders in a single trading day

What should I do if I am an HFT trader?

  1. Complete the fields in the Program Trading Application Form for High Frequency Trading.
  2. Submit the program test report and contingency plan as required. 

Are there ongoing compliance requirements? (HFT-specific version)

Yes. After approval:

  • You must adhere to the parameters specified in your application
  • Any significant changes to your trading approach require updated reporting
  • Your trading patterns will be monitored for compliance
  • Exceeding HFT thresholds (300+ orders/second or 20,000+ daily orders) requires additional reporting

Who can I contact for assistance?

For questions about Program Trading requirements or application process, please contact our Support team Client Service/ Sales team and copy complianceopsapac@interactivebrokers.com^^.

Additional Information

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