CN102903059B - Based on the market data consistency protective method of time shaft in a kind of data transmission - Google Patents

Based on the market data consistency protective method of time shaft in a kind of data transmission Download PDF

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CN102903059B
CN102903059B CN201210362140.4A CN201210362140A CN102903059B CN 102903059 B CN102903059 B CN 102903059B CN 201210362140 A CN201210362140 A CN 201210362140A CN 102903059 B CN102903059 B CN 102903059B
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index
market
time
result
module
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CN102903059A (en
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刘凯
武剑锋
王泊
万阳
陈晨
叶婧
王程程
黄寅飞
陆素源
郑刚
白硕
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Shanghai Stock Exchange Technology Co., Ltd.
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Shanghai Stock Exchange
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Abstract

The present invention relates to information data transmission technical field, specifically in the transmission of a kind of data based on the market data consistency protective method of time shaft, it is characterized in that A system acceptance to its time of some stock markets be respectively t1, t2, tk, be TA according to the index market time that such data source calculates, TA=h (t1, t2, tk), B system also can go out the time TB of index market according to the Time Calculation of the stock market received, both are when issuing to downstream, undertaken alternately by respective consistency protection module, make the indices row love knot fruit of output consistent, and the same position T mapped on a timeline, described consistency protection module is by market interactive module, Comparative result module and mapping block are formed.The present invention is applicable in securities market, the two large-scale calculations occasion sent out of index market double source, and provide a kind of safe and reliable, fast and stable also maintains and exports a kind of conforming method of Exponential market.<!--1-->

Description

Based on the market data consistency protective method of time shaft in a kind of data transmission
[technical field]
The present invention relates to information data transmission technical field, specifically in the transmission of a kind of data based on the market data consistency protective method of time shaft.
[background technology]
Stock market refers to the price of every stock at special time, and trading volume and turnover etc. are about the information of personal share.And index market refer to a weighted value of several comprised all stocks, the market of an index have the market calculating acquisition of several stocks, therefore general corresponding many stocks of index.The function of index market computing system is: periodically receive stock market, by calculating index market, and externally issues to Downstream Market.Stock market is at all stock informations of stock exchange's listing, comprises the information such as stock code, present price, stock quantity, trading volume, transaction value.Index market refer to this index current time index value, opening quotation exponential quantity, short-swing buy value, the same day history maximal value, the same day information such as history minimum value.
Index market are one of important references values of concluding the business in whole securities market, in order to safety and availability are considered, the calculating of stock index market is simultaneously in running by principal and subordinate's two-server, because stock all may strike a bargain at any time, so market are amounts of constantly change in time, it is continuous print.And index market be per second to market issue once, be discrete.Meanwhile, index computing system can obtain stock market data from multiple source, so two index computing systems to get on consecutive hours countershaft not stock market data in the same time, calculates, will draw different index market with different prices.
Due to when carrying out an index and calculating, the closing time of many stocks in its source is not the same, and the exponential quantity calculated only has one, and the time be endowed also can only have one, is referred to as the exponential quantity of this time point.So this just exists by the transfer problem of multiple continuous print time to the discrete time of an index.
Two main frames independently carry out conversion operations, if do not have the consistency protection mechanism of index market, two index market calculation servers independently issue respective result of calculation to downstream.So two-way index market of Stand-alone distribution, likely there is the market timestamp that the index market timestamp first issued but is greater than rear issue, or the trading volume of the index market first issued is greater than the trading volume of the index market of rear issue, or the maximal value of the index market first issued but is less than the situations such as the maximal value of the index market of rear issue, these are all violate actual conditions, trade fair is carried out for dealer's benchmark index result in the market and causes very large harm, even destructive strike is caused to an algorithm class mechanism of exchange of concluding the business, safe and reliable not, the consequence caused is serious, social influence is severe.
[summary of the invention]
The present invention is exactly to solve deficiency of the prior art and defect, there is provided a kind of safe and reliable, fast and stable, and ensure to release news uniqueness, based on the market data consistency protective method of time shaft in the data transmission of accuracy, it is characterized in that A system acceptance to its time of some stock markets be respectively t1, t2, tk, be TA according to the index market time that such data source calculates, TA=h (t1, t2, tk), B system also can go out the time TB of index market according to the Time Calculation of the stock market received, both are when issuing to downstream, undertaken alternately by respective consistency protection module, make the indices row love knot fruit of output consistent, and the same position T mapped on a timeline, described consistency protection module is by market interactive module, Comparative result module and mapping block are formed, method of operating is:
A., after index calculating main system calculates index market, initiation message is sent to consistency protection module M;
B., after consistency protection module M receives the message of index calculating main system transmission, start to start, now MA and MB has got the result of calculation I (Ta) of the machine, v (a) and I (Tb), v (b);
C. market interactive module and another station server carry out alternately, receiving the result of calculation of another index calculation server, send local indices row love knot fruit simultaneously; Realize the data exchanging function of MA and MB two modules, the result of this step is that MA and MB can obtain I (Ta), v (a) and I (Tb), v (b); Corresponding to the process step in the operating procedure of index market consistency protection module between horizontal line A-B, completed by market interactive module;
D. Comparative result module carries out the comparison of index market according to the contrast criterion of index market; Parameters according to two result of calculations compares, if there is difference, then needs synchronous; Corresponding to the step in the operating procedure of index market consistency protection module between horizontal line B-C, completed by index market comparing module;
E. mapping block carries out the mapping of index market according to the result of comparison, actual logic is exactly the function of formula (4), chooses according to two different v (a) and v (b) process that I (Ta) and I (Tb) obtain consistent result I (T); Thus being mapped to a time point unified on time shaft, Inform when done index computing system is outwards issued; Corresponding to the module of below horizontal line C in the operating procedure of index market consistency protection module, completed by mapping block;
F. the index market after the mapping of this bout are sent to market by index computing system, carry out the computing of second leg;
The determination of index market time point is the stock market by being mapped to points much different on time shaft, determines the process of the index market being mapped to a point; And the task of consistency protection module maps index market data different on a timeline by two, merge according to certain rule, become and be mapped to data identical on time shaft, issue to market.
Described market exchange method is:
A), after index market per second calculate and terminate, index computing module (1) sends message informing market interactive module (2);
B) market interactive module (2) receives message, exchanges data is carried out by TCP connection with another index computing system, obtain the index market result of calculation of another index computing system, so just have the index market result of calculation of two index market computing systems, send message to result comparing module (3) simultaneously.
Described contrast modular approach is: the index market of this locality and the index market of another index computing system are carried out result comparison by index comparing module (3), the result the need of mapping is drawn according to comparison principle, wherein, opening quotation index, to close index, the trading volume of index, the history maximal value of index, all need not identical with any one parameter among the time that market produce of the history minimum value of index maps, message be sent to mapping block (4) after obtaining a result, (4) index mapping is carried out according to the result of (3), message be sent to index computing system after terminating, index market after mapping send to down-stream system to receive for market by index computing system, the index simultaneously carrying out next second calculates.
What in mapping block, add the calculating of mapping-factor v and consistency protection module M, v is calculated as follows shown in formula:
wherein, Tlast is the time belonging to index market that upper bout calculates, the standard deviation of the timestamp of every stock and the index market timestamp of upper bout in v fetching number market, the closing time of the larger all stocks represented in index of v is far away apart from the T of last time generally, just represents index market newer.
The following formula of function of the module of M describes:
I ( T ) = g ( I ( Ta ) , I ( Tb ) ) = I ( Ta ) , va > vb I ( Tb ) , va < vb ;
The consistency protection module MA of A system is after the index results I (Ta) calculating oneself and mapping-factor va; result I (Tb) and the vb of B system can be got; determine to choose value newer in I (Ta) and I (Tb) according to the size of mapping-factor; determine final result I (T) thus be mapped to the T point on time shaft; the consistency protection module MB of same B system also can carry out same process; the I (T) that obtains a result is mapped to T, and it is consistent that the result that both send like this is mapped on time shaft.
The present invention can ensure that the index market issued are unique and correct; a reliable and stable transactional reference environment is provided to downstream dealer; two main frame double source heads for index computing system obtain the feature of data parallel index market; propose a kind of real-time consistency guard method of index market; and in high-frequency real-time calculating, when double source two, can ensure that the market sent are consistent by computing system.
[accompanying drawing explanation]
Fig. 1 is the time shaft view that index of the present invention calculates;
Fig. 2 is the division schematic diagram of consistency protection module of the present invention;
Fig. 3 is the functional schematic of index market computing system;
Fig. 4 is index market illustraton of model computing time not having consistency protection module;
Fig. 5 is index market illustraton of model computing time that the present invention adds consistency protection module;
Fig. 6 is the operating procedure of index market consistency protection module of the present invention;
Fig. 1 is specified to be Figure of abstract of the present invention.
[embodiment]
Below in conjunction with accompanying drawing, the invention will be further described, and the principle of this system and method is very clearly concerning this specialty.Should be appreciated that specific embodiment described herein only for understanding the present invention, being not intended to limit the present invention.
The present invention relates to two main frames in a kind of real-time system and receive stock market quotes, and independent gauge index market are issued at respective time point, ensure the method exporting data consistent.In order to security and availability are considered, in index market computing system, there is main frame and from machine two index calculation server, receive individual company share quotations simultaneously, gather a secondary complete stock market quotes, and utilizing stock market quotes independently gauge index market separately, result of calculation is issued to downstream independently.Because two main frames receive individual company share quotations in multi-case data source, and the closing time of every personal share has dividing of priority, so be used for the price of every the stock carrying out index calculating have each self-corresponding timestamp, and is not quite similar.Owing to receiving the difference of individual company share quotations, the index market that index computing system calculates are incomplete same, are published in market and have two parts of different indexes.The present invention, under so a kind of prerequisite, proposes a kind of Real-time Data Uniform guard method based on time shaft in large-scale computing systems.
As shown in Figure 1, Fig. 1 is the time shaft view that index calculates.Stock market is a continually varying amount in time, and all may have the conclusion of the business of stock and the real time price change of stock at any time, two index calculation server A and index calculation server B independently receive stock market.Because a certain index is made up of some stocks, the therefore market Time dependent of every the stock of market time contained by it of this index.From the time shaft view that Fig. 1 index calculates, A system acceptance to its time of some stock markets be respectively t1, t2, tk, be TA, TA=h (t1, t2 according to the index market time that such data source calculates, tk), B system also can go out the time TB of index market according to the Time Calculation of the stock market received.Both are undertaken alternately when issuing to downstream by respective consistency protection module, make the indices row love knot fruit of output consistent, and map same position T on a timeline.Consistency protection module, as a part for whole index market computing system, has following three sub-module compositions: market interactive module, Comparative result module and mapping block.
Index market calculate per second in full-time trading session carrying out once, and calculated amount is large, and frequency is high, real-time.Each second, the computation structure of two index market calculation servers all will externally announce, so must keep the consistance of publish data.
1., after index market per second calculate and terminate, index computing module (1) sends message informing market interactive module (2);
2. market interactive module (2) receives message, carries out exchanges data, obtain the index market result of calculation of another index computing system with another index computing system by TCP connection.So just have the index market result of calculation of two index market computing systems, send message to result comparing module (3) simultaneously;
3. the index market of this locality and the index market of another index computing system are carried out result comparison by index comparing module (3), according to comparison principle, draw the need of after the result mapped, send message to mapping block (4).Any one parameter not identical all needs maps below:
A. open the set index
B. to close index
C. the trading volume of index
D. the history maximal value of index
E. the history minimum value of index
F. the time of market generation
(4) index mapping is carried out according to the result of (3).Send message after terminating to index computing system, the index market after mapping send to down-stream system to receive for market by index computing system, and the index simultaneously carrying out next second calculates.
Stock index market do not store history, after the calculating in each cycle, keep the result in this cycle consistent, thus making the index market rendered in market be that each cycle is unique, after this end cycle, result can empty, receive the calculating data in next cycle, therefore data volume is little, but number of times is frequent, ageing require high.
As shown in Figure 4, Fig. 4 is index market illustraton of model computing time not having consistency protection module, is the time shaft map view of the reception in a complete cycle, calculating, issue.Due to the singularity of stock market, all may have conclusion of the business and the price change of stock at any time, instead of carry out being unified on discrete time point friendship once with price change once, this just determines its temporal continuity.
Certain stock market of record t is s (t), and t index market are I (t), the T timestamp belonging to exponential quantity, and the following formula of function of index computing system describes:
I(T)=f(s(t1),s(t2),……,s(tk))(1)
T=Max(t1,t2,……,tk)(2)
K the stock that the view picture stock market that A receives within this cycle comprises, market are respectively s (t1), s (t2) ..., s (tk), according to formula (1) gauge index market I (T), represent the index market (comprising exponential quantity, index trading volume, index turnover etc.) in T moment, wherein f function is a kind of special weighted averaging functions of being correlated with business, skips at this.T formula (2) calculates, and the time represented belonging to index market is last closing time of its component stock.
There will be a kind of situation like this, namely index computing system A and B calculates I (Ta) and I (Tb) respectively, although result Ta>Tb, represent that the time of a conclusion of the business stock up-to-date in I (Ta) is greater than I (Tb), but when in I (Ta), the closing time of most of component stock is all less than I (Tb) time, the trading volume in index market I (Ta) and turnover all may be less than the respective value in I (Tb).As Fig. 4 does not have in index market illustraton of model computing time of consistency protection module; it is Ta>Tb that the index market be finally published in market are mapped on time shaft; to downstream; the Article 2 index market trading volume received and turnover are also fewer than the last moment; this does not meet actual conditions, can produce market backtracking phenomenon.
And as shown in Figure 5, Fig. 5 is index market illustraton of model computing time adding consistency protection module, what add the calculating of mapping-factor v and consistency protection module M, v is calculated as follows shown in formula:
, wherein, T lastit is the time (3) belonging to index market that upper bout calculates
The standard deviation of the timestamp of every stock and the index market timestamp of upper bout in v fetching number market.The closing time of the larger all stocks represented in index of v is far away apart from the T of last time generally, just represents index market newer.
The following formula of function of the module of M describes
I ( T ) = g ( I ( Ta ) , I ( Tb ) ) = I ( Ta ) , va > vb I ( Tb ) , va < vb - - - ( 4 )
The consistency protection module MA of A system is after the index results I (Ta) calculating oneself and mapping-factor va, result I (Tb) and the vb of B system can be got, determine to choose value newer in I (Ta) and I (Tb) according to the size of mapping-factor, determine final result I (T) thus be mapped to the T point on time shaft, the consistency protection module MB of same B system also can carry out same process, the I (T) that obtains a result is mapped to T, it is consistent that the result that both send like this is mapped on time shaft, just avoid the phenomenon occurring that market are recalled.
The present invention is specifically the determination of mapping-factor v in index computing system and the design of consistency protection module M.
Time belonging to index market describes existing in process explanation above-mentioned, takes from the timestamp that in all stock markets that index market comprise, closing time is maximum, the stock market that different time strikes a bargain is defined as the index market of particular point in time.And mapping-factor v takes from the overall distance of closing time according to last index market computing time of all stock markets in this periodic index, reflect the time size of whole stock market.
The following describes the detailed design of consistency protection module M:
Two index market calculation servers configure one for Master server when startup; another is configured to Slave server; the difference that two-server is configured to master slave relation is; when performing consistency protection process; the M module of Master server is as take over party; first this periodic snapshot that the M module receiving another station server sends, sends to Slave server by this periodic snapshot of the index market data of this locality after receiving completely.
Fig. 6 is the operating procedure of index market consistency protection module, and consistency protection module M is divided into three co-operating submodules by the method: (1) market interactive module; (2) result comparing module; (3) mapping block.Index calculates main system and drives consistency protection module to carry out work by the mode of Message Transmission; consistency protection module, as independent thread, is in operation always, but after only receiving the message-driven of index calculating main system transmission; just start working, concrete process is as follows:
A., after index calculating main system calculates index market, initiation message is sent to consistency protection module M;
B., after consistency protection module M receives the message of index calculating main system transmission, start to start, now MA and MB has got the result of calculation I (Ta) of the machine, v (a) and I (Tb), v (b); Corresponding to part more than A horizontal line in the operating procedure of Fig. 6 index market consistency protection module;
C. market interactive module and another station server carry out alternately, receiving the result of calculation of another index calculation server, send local indices row love knot fruit simultaneously; Realize the data exchanging function of MA and MB two modules, the result of this step is that MA and MB can obtain I (Ta), v (a) and I (Tb), v (b); Corresponding to the process step in the operating procedure of Fig. 6 index market consistency protection module between horizontal line A-B, completed by market interactive module
D. Comparative result module carries out the comparison of index market according to the contrast criterion of index market; Parameters according to two result of calculations compares, if there is difference, then needs synchronous; Corresponding to the step in the operating procedure of Fig. 6 index market consistency protection module between horizontal line B-C, completed by index market comparing module
E. mapping block carries out the mapping of index market according to the result of comparison, actual logic is exactly the function of formula (4), chooses according to two different v (a) and v (b) process that I (Ta) and I (Tb) obtain consistent result I (T); Thus being mapped to a time point unified on time shaft, Inform when done index computing system is outwards issued; Corresponding to the module of below horizontal line C in the operating procedure of Fig. 6 index market consistency protection module, completed by mapping block
F. the index market after the mapping of this bout are sent to market by index computing system, carry out the computing of second leg.
In fact, the determination of index market time point is the stock market by being mapped to points much different on time shaft, determines the process of the index market being mapped to a point; And the task of consistency protection module maps index market data different on a timeline by two, merge according to certain rule, become and be mapped to data identical on time shaft, issue to market.
The present invention is that ubiquitous continuous quantity is on a timeline mapped in the process of discrete magnitude conversion, and server, when double source two, based on the method for time shaft, keeps the data of discrete features to export consistent a kind of guard method.
For the computation process of two index computing systems when, these data are sample 10:28:16 second in the morning one day, not True Data, and in market, price is as sample parameter, neglects other parameters.Process steps of the present invention is described in detail.Suppose that an index I is made up of 24 stock Sk.When 10:28:16 second, the stock market that index computing system A and B receives is as follows:
Stock market and timestamp thereof in table 1A, B two systems
As can be seen from table 1A, B two systems in stock market and timestamp thereof, due to reasons such as double source multicasts, the stock market data that A and B two index computing systems obtain in a certain calculating bout are not quite similar, such as stock s1, the time that B system receives is more late than A system 0.6 second, but price reduces 0.3 yuan.
Time belonging to the index market obtaining A according to formula (2) is the timestamp 96 of the stock s11 struck a bargain the latest in A, and the time belonging to index market of B is the timestamp 93 of the stock s12 struck a bargain the latest in B; I.e. ta=96, tb=93.
According to formula (1) (supposing that exponential quantity is exactly the mean value of price), the index price obtaining the index price I (ta)=94.7833, B of A is I (tb)=95.1208.
Now the state of two-server is as shown in the server state before table 2 consistency protection process:
Server state before table 2 consistency protection process
Index calculation server A Index calculation server B
Personal share timestamp t1, t2, t3…… tk t1’, t2’, t3’…… tk’
Index market timestamp Ta = 96 Tb = 93
The indices row love knot fruit in this cycle I(ta) = 94.7833 I(tb) = 95.1208
Intend outwards issuing index I(96) = 94.7833 I(93) = 95.1208
If now respective result of calculation is independently published in market by two main frames, so market can receive two exponential quantities, to be the time be respectively 96 exponential quantity be 94.7833 and the time be 93 exponential quantity be 95.1208.If the time that A system is issued, prior to B system, so first can receive the exponential quantity of 10:28:16 second 96 in market, then receive the exponential quantity of 10:28:16 second 93, the phenomenon of index market backtracking will be sent.Because only have this parameter of price in sample, if add the parameter such as trading volume and transaction value, the trading volume of the index received after also likely sending is less than the index first received and strikes a bargain.This does not meet reality.
Therefore two-server A and B can carry out the calculating of mapping-factor v while carrying out index calculating.The timestamp of index that now the upper bout of hypothesis is issued is 10:28:15 second 84, and the timestamp radix of this bout is 10:28:16 second, so tk-Tlast is actually tk+100-84, is so carried out the calculating of v by formula (3).
va = 1 24 &Sigma; ( tk + 100 - 84 ) 2 = 65.9033 , tk takes from tertial value in table 1
vb = 1 24 &Sigma; ( tk + 100 - 84 ) 2 = 80.7338 , tk takes from the value of the 5th row in table 1
Now server state such as table 3 adds the server state after mapping-factor
Table 3 adds the server state after mapping-factor
Index calculation server A Index calculation server B
Personal share timestamp t1, t2, t3…… tk t1’, t2’, t3’…… tk’
Index market timestamp Ta = 96 Tb = 93
The indices row love knot fruit in this cycle I(ta) = 94.7833,va=65.9033 I(tb) = 95.1208,vb=80.7338
Intend outwards issuing index I(96) = 94.7833 I(93) = 95.1208
Can find out, although the timestamp belonging to the index that A calculates is 96, the timestamp 93 calculated than B is new, but vb 65.9033 is less than vb=80.7338, although represent the stock time that in A index, last strikes a bargain to be later than B index, in the index of B, the entirety of stock market is newer than the index result of calculation of A.Operating procedure according to Fig. 6 index market consistency protection module carries out the mutual of consistency protection module.
Server state after table 4 consistance module is mutual
Shown in server state after as mutual in table 4 consistance module; compared with before protecting with data consistency; being distinguished as of server state; except having index result of calculation and the mapping-factor of the machine on every station server; have index result of calculation and the mapping-factor of another station server simultaneously; in order to make the index results of outwards issue consistent, need to carry out result comparison and mapping.Found by comparison, the timestamp of index results is all not identical with price, therefore needs to map.
According to logic I (the t)=g (I (t1), I (t2)) of formula (4); In conjunction with mapping-factor va and vb, elect the final index of the larger width market of mapping-factor as this bout.The logic that index of coincidence is selected, the index market that the time that always elects a deputy is up-to-date.Now the outside distributing data of the plan of two-server is all unified for the index result of calculation I (93)=95.1208 of same point is on a timeline as the index results of 10:28:16, the consistance of the outside distributing data of guarantee.

Claims (3)

1. in data transmission based on the market data consistency protective method of time shaft, it is characterized in that A system acceptance to its time of some stock markets be respectively t1, t2, tk, be TA according to the index market time that such data source calculates, TA=h (t1, t2, tk), B system also can go out the time TB of index market according to the Time Calculation of the stock market received, both are when issuing to downstream, undertaken alternately by respective consistency protection module, make the indices row love knot fruit of output consistent, and the same position T mapped on a timeline, described consistency protection module is by market interactive module, Comparative result module and mapping block are formed, method of operating is:
A), after index calculating main system calculates index market, initiation message is sent to consistency protection module M;
B) after consistency protection module M receives the message of index calculating main system transmission; start to start; the exponential quantity I (Ta) that the result of calculation T moment A system-computed that now the consistency protection module MA of A system and the consistency protection module MB of B system has got the machine goes out; the exponential quantity I (Tb) that mapping-factor v (a) of exponential quantity and T moment B system-computed go out; mapping-factor v (b) of exponential quantity, v is calculated as follows shown in formula: wherein, T lastit is the time belonging to index market that upper bout calculates, in formula, k is k security participant index calculating altogether, tk is the timestamp of a kth security, the standard deviation of the timestamp of every stock and the index market timestamp of upper bout in v fetching number market, the closing time of the larger all stocks represented in index of v is far away apart from the T of last time generally, just represents index market newer;
C) market interactive module and another station server carry out alternately, receiving the result of calculation of another index calculation server, send local indices row love knot fruit simultaneously; Realize the data exchanging function of the consistency protection module MA of A system and consistency protection module MB two modules of B system, the result of this step is that the consistency protection module MB of the consistency protection module MA of A system and B system can index access value I (Ta), mapping-factor v (a) and exponential quantity I (Tb), mapping-factor v (b);
D) Comparative result module carries out the comparison of index market according to the contrast criterion of index market; Parameters according to two result of calculations compares, if there is difference, then needs synchronous;
E) mapping block carries out the mapping of index market according to the result of comparison, and actual logic is exactly the function of M, and the following formula of function of the module of M describes:
I ( T ) = g ( I ( T a ) , I ( T b ) ) = I ( T a ) , v a > v b I ( T b ) , v a < v b ; The consistency protection module MA of A system is after the index results I (Ta) calculating oneself and mapping-factor va, result I (Tb) and the v (b) of B system can be got, determine to choose value newer in I (Ta) and I (Tb) according to the size of mapping-factor, determine final result I (T) thus be mapped to the T point on time shaft, the consistency protection module MB of same B system also can carry out same process, the I (T) that obtains a result is mapped to T, it is consistent that the result that both send like this is mapped on time shaft, the process that exponential quantity I (Ta) and exponential quantity I (Tb) obtain consistent result I (T) is chosen according to two different mappings factor v (a) and mapping-factor v (b), thus being mapped to a time point unified on time shaft, Inform when done index computing system is outwards issued,
F) the index market after the mapping of this bout are sent to market by index computing system, carry out the computing of second leg;
The determination of index market time point is the stock market by being mapped to points much different on time shaft, determines the process of the index market being mapped to a point; And the task of consistency protection module maps index market data different on a timeline by two, merge according to certain rule, become and be mapped to data identical on time shaft, issue to market.
2. in a kind of data transmission as claimed in claim 1 based on the market data consistency protective method of time shaft, it is characterized in that described market interactive module method is:
A), after index market per second calculate and terminate, index computing module (1) sends message informing market interactive module (2);
B) market interactive module (2) receives message, exchanges data is carried out by TCP connection with another index computing system, obtain the index market result of calculation of another index computing system, so just have the index market result of calculation of two index market computing systems, send message to result comparing module (3) simultaneously.
3. in a kind of data transmission as claimed in claim 1 based on the market data consistency protective method of time shaft, it is characterized in that described contrast modular approach is: the index market of this locality and the index market of another index computing system are carried out result comparison by index comparing module (3), the result the need of mapping is drawn according to comparison principle, wherein, opening quotation index, to close index, the trading volume of index, the history maximal value of index, all need not identical with any one parameter among the time that market produce of the history minimum value of index maps, message be sent to mapping block (4) after obtaining a result, mapping block (4) carries out index mapping according to the result of index comparing module (3), message be sent to index computing system after terminating, index market after mapping send to down-stream system to receive for market by index computing system, the index simultaneously carrying out next second calculates.
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