CN101267281A - A transmission method and system for securities market data - Google Patents

A transmission method and system for securities market data Download PDF

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Publication number
CN101267281A
CN101267281A CNA2008101050248A CN200810105024A CN101267281A CN 101267281 A CN101267281 A CN 101267281A CN A2008101050248 A CNA2008101050248 A CN A2008101050248A CN 200810105024 A CN200810105024 A CN 200810105024A CN 101267281 A CN101267281 A CN 101267281A
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data
data field
field
receiver
market
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CN101267281B (en
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姚君
徐立中
王小龙
杨仪
周全
刘志明
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BEIJING CE OPEN SOURCE SOFTWARE Co Ltd
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BEIJING CE OPEN SOURCE SOFTWARE Co Ltd
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Abstract

The present invention discloses a method for transmitting the data of the stock quotation. A data provider provides the quotation information to a data transmitter with a form of data field. The invention is characterized in that the method comprises the following procedures: decoding the received quotation data by the data transmitter according to a data format defied by the data provider; extracting a data field from the decoded quotation data by the data transmitter, sorting the data field according to the magnitude of the byte of the data field value to form an encoding list, and executing code number sorting to the data field; transmitting the coded data to the data receiver by the data transmitter; and decoding the received data with a data field sorting coding mode and a coding list which are same to the data transmitter by the data receiver. The invention also discloses a coding system of the stock quotation data. The invention increases the adaptability to the variation of the data format of the quotation data and increases the speed of the data updating of the user terminal.

Description

A kind of transmission method of securities market data and system
Technical field
Design data transmission technology of the present invention is meant a kind of transmission method and system of securities market data especially.
Background technology
In securities industry, the market data are bases of data analysis system, and every kind of stock quotation change in information has reflected the variation in market, directly affects investor's investment behavior, so securities industry is constantly pursued market Data Update speed faster.
Along with securities market is increasingly mature, the market data that each stock exchange provides are abundanter, and data volume has also increased a lot.Generally, so the form of securities trading data field provides the market data, one of them data field comprises the title of market data category and the numerical value of this market data category at least.The title of described market data category is the data field title, as: opening price, closing price; The numerical value of described market data category is the data thresholdings.
Each exchange of different securities industries provides the market data with different data formats usually, for example the common market The data DBF form of some stock exchange externally sends and some stock exchange adopts STEP form externally to send, different stock exchange quotation data all have its fixing architecture, this inserts more market data and the treatment effeciency of data has been produced very adverse influence Information Provider, thereby has also influenced the renewal speed of market data to user terminal.
In order to reduce transmitted data amount, improve transmission speed, some existing securities market data transmission technology is in certain time interval at present, current all market data and previous market data are carried out XOR, use projection process then, the market data that acquisition changes are carried out data compression process with these data, have reduced greatly and have wanted data quantity transmitted.But this transmission method only is adapted to the market data that change, still encodes according to the byte of conventional fixed length for whole market data, and data quantity transmitted is still very big like this, can cause in the transmission course data to be overflowed.For example, when securities trading enlivened, the trading volume of some commodity may be very big, trading volume such as some commodity may surpass 4,000,000,000, in the prior art,, can only use the coding of 8 bytes to support so big transaction data amount according to the coded system of conventional fixed length byte.In fact, the trading volume of overwhelming majority commodity can not reach this level, ten thousand or 1,000,000 the order of magnitude normally, but in order to tackle maximum data trade amount, can only use 8 bytes that whole data are encoded, so greatly increased data quantity transmitted, influenced the timely processing of Information Provider, also influenced the Data Update speed of user terminal data.
Also have at present some prior aries to the commodity numbering that sorts, set up the commodity sign information bank and duplicate at transmitting terminal and send to receiving terminal, the beacon information storehouse comprises sequence number, code, the title of each commodity; Transmitting terminal is organized the quotation information that changes, and opsition dependent coding, SEQ.XFER, mask coded system are encoded to data respectively.This transmission technology only transmits those effective information that changes has taken place, and has reduced transinformation, can satisfy user's real-time requirement with general transmission rate.But also there are some problems in the method for this transmission data, for example, the data field of market data does not have unified sign, transmit leg and recipient must appoint the order of data field transmission in advance, in case the data field of transmit leg occurs in sequence variation, the recipient also must adjust in time so, otherwise the recipient can't resolve the data that receive or can carry out wrong parsing.
Summary of the invention
In view of this, main purpose of the present invention is to provide a kind of transmission method of securities market data, accelerated the market processing speed of data has been reduced the transmission quantity of data, avoided the situation that causes data to be overflowed because bigger fluctuation is arranged the data thresholding in the transmission course simultaneously.
The present invention also provides a kind of transmission system of securities market data, to accelerate that the market processing speed of data has been reduced the transmission quantity of data, has avoided the situation that causes data to be overflowed because bigger fluctuation is arranged the data thresholding in the transmission course simultaneously.
For achieving the above object, technical scheme of the present invention is achieved in that
The invention provides a kind of transmission method of securities market data, data provider provides the market data with the form of data field to data receiver, and this method may further comprise the steps:
A, data receiver are decoded to the market data that receive according to the data format of data provider definition;
B, data receiver are classified to data field according to the size of data thresholding byte from decoded market extracting data data field, form the encoding list, and data field is carried out sorting code number;
C, the data receiver data after with described coding send to the data receiver;
D, data receiver use data field sorting code number mode and the encoding list identical with data receiver that the data that receive are decoded.
The described data field of step b comprises at least: data field title, data thresholding and data field numbering.
Step b further comprises, the data field behind the coding is organized into Frame according to the numbering of data field; Among the step c described Frame is sent to the data receiver.
Step b is described further to be comprised before by the size of data thresholding byte data field being classified: data field is classified according to its frequency of utilization.
Among the step b, describedly data field is carried out sorting code number comprise: encode with few byte relatively for being higher than the data field of specifying frequency of utilization, specify the data field of frequency of utilization to encode with a plurality of relatively bytes for being lower than.
Step b further comprises: the first byte to described a plurality of relatively byte codes is provided with one or more flag bits.
Step b further comprises: the data thresholding to digital form in the data field is encoded with the form of integer; For the data thresholding of written form or spcial character, last byte of the character string behind its coding is 0.
Step b further comprises: data receiver is provided with unique sign according to described the encoding list to data field; The data receiver decodes to data according to the encoding list identical with data receiver for its unique identification of the data read that receives in the steps d.
The present invention also provides a kind of transmission system of securities market data, comprising:
Data receiver, be used for and decode from the market data that the data provider receives,, data field is carried out sorting code number according to the size of data thresholding byte from decoded market extracting data data field, form the encoding list, and the data after will encoding send to the data receiver;
The data receiver be used to receive the data that data receiver sends, and use data field sorting code number mode and the encoding list identical with data receiver is decoded to the data that receive.
Described data receiver comprises:
Decoder is used for the market data that receive are decoded to data according to the data format of data provider definition;
Encoder, be used for the market extracting data data field behind the decoder decode, according to the size of data thresholding byte or according to the frequency of utilization of data field and the size of data thresholding byte data field is classified, form the encoding list, data field is carried out sorting code number;
Transmitting apparatus sends to the data receiver with the data after the encoder encodes.
The transmission method of securities market data provided by the present invention and system unify the market data format of different exchanges, different trade varieties, have improved the adaptability that the market data format is changed, and be more timely for the processing of different market data.The present invention simultaneously classifies the market data according to the size of data thresholding byte, form the encoding list, data field is encoded, this sorting code number mode has not only been accelerated the market processing speed of data, and reduced volume of transmitted data effectively, the situation that causes data to be overflowed because bigger fluctuation is arranged the data thresholding can not take place in the transmission course, thereby has guaranteed the renewal quality and the speed of user terminal market data.In addition, data receiver of the present invention and data receiver use unified sorting code number mode and the encoding list that data are carried out encoding and decoding, data receiver is provided with unique sign according to the encoding list to data field, the data receiver is for its unique identification of the data read that receives, according to the encoding list identical data are decoded with data receiver, like this, even the data field of data receiver has occurred in sequence variation, the data receiver does not need to adjust yet, and just can parse correct data according to the unique identification of data field with the encoding list identical with data receiver.
The invention allows for a kind of better sorting technique to data field, before data field being classified by the size of data thresholding byte, data field is classified according to its frequency of utilization, encode with a byte for being higher than the data field of specifying frequency of utilization, specify the data field of frequency of utilization to encode with two bytes for being lower than.The byte number that data field coding after the present invention encodes like this comprises is: the data thresholding of the data field sign+N byte of maximum two bytes.According to the difference of data thresholding, the byte number behind the data field coding is also different, so just the transmission quantity of data can be reduced to minimum, not can because of the data thresholding than great fluctuation process, cause data in transmission course, to be overflowed.
Description of drawings
Fig. 1 is the method flow schematic diagram of the present invention to the quotation transfer of data;
Fig. 2 is the specific coding schematic flow sheet of the present invention to data field in the securities market data;
Fig. 3 is the concrete decoding process schematic diagram of data receiver to the data that receive;
Fig. 4 is the data structure schematic diagram after the present invention encodes to data;
Fig. 5 is the system configuration schematic diagram of the present invention to the quotation transfer of data.
Embodiment
The technical solution of the present invention is further elaborated below in conjunction with the drawings and specific embodiments.
The invention provides a kind of method of securities market data transmission, the data field of the market data that the data provider provided by data receiver is classified according to the size of its data thresholding byte, form the encoding list, data field is encoded, and the data after will encoding send to the data receiver; The data receiver uses and data receiver is unified sorting code number mode and the encoding list are decoded to the data that receive.Wherein, the data provider refers to Information Providers such as exchange; Data receiver refers to market data processing centre, and the data that all data providers provide are carried out the processing and the processing of consolidation form in data receiver; The data receiver refers to the final applying unit of the data of consolidation form.
Fig. 1 is the method flow schematic diagram of the present invention to the quotation transfer of data, mainly may further comprise the steps:
Step 101, data provider provides the market data with the form of data field to data receiver.
Market data provider uses different data formats to provide data to data receiver with the form of data field.Each exchange provides the market data with different data formats in the securities industry, the common market The data DBF form of A exchange for example, and the market of B exchange adopt the STEP form, but its data substantially all are made up of the form of data field.A data field is made up of the numerical value (being the data thresholdings) and the data field numbering of market data category title (being the data field title), data category.Table 1 is depicted as the data instance of commodity 600600 a N market.
The data field title The data thresholding The data field numbering
Stock code 600600 0
Previous close 7.61 1
Modern opening price 7.65 2
Turnover 5695042 3
Highest price 7.84 4
Lowest price 7.65 5
Up-to-date valency 7.79 6
Volume of business 733972 7
Buying price one 7.78 8
The amount of buying one 250 9
Buying price two 7.77 10
The amount of buying two 2143 11
Selling price one 7.88 12
The amount of selling one 200 13
Selling price two 7.8 14
The amount of selling two 68308 15
The industry kind Finance 16
Table 1
Step 102, data receiver is decoded to the market data that receive according to the data format of data provider definition.
After data receiver receives data provider's market data, the market data are decoded according to the data format of these market data.For example, what receive when data receiver is common market data from A exchange, is the DBF form because the common market data of A exchange use, so data receiver is just decoded to the data that receive according to the coding method of DBF form.
Step 103, data receiver is classified to data field according to the size of data thresholding byte from decoded market extracting data data field, forms the encoding list, and data field is carried out sorting code number.
Thresholding to data field is analyzed, and promptly the size of data thresholding byte is analyzed, and the scope of data thresholding byte is set, as 0-2 byte, a 3-4 byte, a 5-8 byte etc.; The corresponding data type of each bytes range, as, the byte of data thresholding is in the bytes range of 0-2 the time, the data type of this data field is short, the byte of data thresholding is in the bytes range of 3-4 the time, the data type of this data field is long, and the byte of data thresholding is in the bytes range of 5-8 the time, and the data type of this data field is longlong; According to the encoding list data field is provided with unique sign TagId, makes the corresponding unique data field sign TagId of different data fields, the identical data territory of different types of data is the different TagId of unique correspondence respectively.The TagId hexadecimal representation also can be with binary system or octal representation.Can obtain the encoding list thus, and the encoding list is stored, and send to the data receiver, for the data that receive later on, data receiver is all encoded to data according to this encoding list.As shown in table 2, be the example an of the encoding list.
TagId The data field title Data type Byte-sized
0x00 The commodity ISN long 4
0x01 Up-to-date valency/virtual opening quotation reference price/concluded price/price/trust price short 2
0x02 Up-to-date valency/virtual opening quotation reference price/concluded price/price/trust price long 4
0x03 Up-to-date volume of business short 2
0x04 Up-to-date volume of business long 3
0x05 Up-to-date volume of business longlong 8
Table 2
Step 104, the data receiver data after with described coding send to the data receiver.
Data after data receiver is just encoded send to the data receiver, and what use in the process that sends data is prior art, repeats no more herein.
Step 105, the data receiver uses sorting code number mode and the encoding list identical with data receiver that the data that receive are decoded.
Data receiver and data receiver use unified coded system and the encoding list that data are encoded or decoded.Because there is unique sign TagId in a data field behind the coding, when the data field behind the data receiver coding occurs in sequence variation, the data receiver can find the data field corresponding with this TagId according to unified the encoding list, and this data field coding is resolved.
In the present invention, also have a kind of better mode classification, promptly before data field being classified, data field is classified according to its frequency of utilization by the size of data thresholding byte for data field.The frequency of utilization of data field is meant the frequency that data field occurs in the market data.The threshold value of a frequency of utilization is set, and the data field that is higher than this threshold value is the high-frequency data territory, and the data field that is lower than this threshold value is the low-frequency data territory.
Data receiver is analyzed data field, and high-frequency data field coding is used less byte representation, is generally a byte, and as 0x01, its coding range is: 0x00-0x7F; The coding of low-frequency data field is used more byte representation, be generally two bytes.For the coding of less byte and more byte is distinguished, one or more flag bits can be set to the first byte of more byte code.As for the coding of a byte and two bytes is distinguished, the first byte highest order of two byte codes is fixed as 1, and the coding range of the coding first byte of such two bytes is: 0x80-0xFF, the coding range of second byte is: 0x00-0xFF.On the basis of this classification, according to the size of data thresholding byte data field is classified again, form the encoding list.The method that the concrete size by data thresholding byte is classified repeats no more as described in the step 103.Wherein,, can be set to 1 with its any one or several, also can be set to 1 in its all positions for the first byte of two byte codes.The differentiation mode that other equally, also can be arranged.
Table 3 is the high-frequency data field the encoding list example that obtains after according to the size of the frequency of utilization of data field and data thresholding byte data field being classified.
TagId The data field title Data type Byte-sized
0x00 The commodity ISN long 4
0x01 The conclusion of the business sequence number long 4
0x02 The conclusion of the business time Time 4
0x03 Timestamp Timestamp 8
0x04 Up-to-date valency/virtual opening quotation reference price/concluded price/price/trust price short 2
0x05 Up-to-date valency/virtual opening quotation reference price/concluded price/price/trust price long 4
0x06 Up-to-date volume of business short 2
0x07 Up-to-date volume of business long 4
0x08 Up-to-date volume of business longlong 8
0x0a Up-to-date turnover/turnover short 2
0x0b Up-to-date turnover/turnover long 4
0x0c Up-to-date turnover/turnover longlong 8
0x0d Yesterday closing price short 2
0x0e Yesterday closing price long 4
0x0f Opening price short 2
0x09 Opening price long 4
0x10 Highest price short 2
0x11 Highest price long 4
0x12 Lowest price short 2
0x13 Lowest price long 4
Table 3
Table 4 is the low-frequency data field the encoding list example that obtains after according to the size of the frequency of utilization of data field and data thresholding byte data field being classified.
TagId The data field title Data type Byte-sized
0x0080 Chinese is called for short string /
0x0081 Code/exchange's commercial product code string /
0x0082 Merchandise classification ID string /
0x0083 Exchange's ISN long 4
0x0084 The industry kind long /
0x0085 Old commodity ISN long 4
0x0086 The commodity extended code string /
0x0087 The commodity extension name string /
0x0088 Chinese string /
Table 4
Fig. 2 provides a specific embodiment below in conjunction with the specific coding flow process of data field in table 1, table 3, the table 4 pair market data and illustrates for the specific coding schematic flow sheet of the present invention to data field in the securities market data.
Step 201 is from decoded extracting data data field.
As shown in table 1, be the data field group of the commodity 600600 N data after extracting.Comprise data field classification, data thresholding and data field numbering.
Step 202 checks that this data field belongs to high-frequency or low-frequency data field in the encoding list.
Every data field in the encoding list his-and-hers watches 1 of associative list 3 is analyzed.Data field in the table 1 for example:
Highest price 7.84 4
Wherein data field title " highest price " can be found in table 3, so this data field belongs to the high-frequency data territory.
If the data field title can be found in table 4, then this data field belongs to the low-frequency data territory.
Step 203 uses a byte to this data field coding for the high-frequency data territory; For the low-frequency data territory, use two bytes to this data field coding, the highest order of its first byte is 1.
The coding method of this step such as above-mentioned coding method of pressing the frequency of utilization classification of data field repeat no more herein.
Step 204 is checked this data field data type, and according to the TagId of this data type correspondence this data field is encoded in the encoding list; Thresholding for numeric type is encoded with the form of integer, is 0 for last bytes of other character strings after as its coding of the thresholding of literal type or spcial character.
The data field of numeric type thresholding, for example data field item in the table 1
Highest price 7.84 4
Its data thresholding is " 7.84 ", and this thresholding is a numeric type, so after this thresholding is encoded with the form of integer, can be expressed as with hexadecimal: 0x03 0x10.
The data field of literal type thresholding, for example data field item in the table 1
The industry kind Finance 16
Its data thresholding is " finance ", and this thresholding is a literal type, thus adopt prior art to encode to this thresholding, the character string that obtains behind the coding, its last byte is 0, for example: XXXX0.
Above-mentioned data name is 7.84 for the thresholding of the data field of " highest price ", and this numerical value is numeric type, is 0x03 0x10 after being scaled hexadecimal with the form of integer, and its byte length is two bytes.The data type that finds this data field in the table 3 is short.Can obtain thus, it is that the pairing TagId of data field of short is 0x10 that the data field name is called " highest price ", data type.Then be to the data that obtain behind the data field coding:
Figure A20081010502400141
0x03 0x10.
Step 205 writes pre-assigned buffering area with the data behind the coding according to the data field numbering, is organized into Frame.
With the data field behind the coding, the data field numbering according to each data field in the table 1 writes in the buffering area of allocating in advance successively, forms into Frame, sends to the data receiver.
To write the order of buffering area for the data field behind the coding, can be at random, and other sortord also can be arranged.
Fig. 3 is the decoding process schematic diagram of data receiver to the data that receive.Describe below in conjunction with table 3.
Step 301 receives the data that data receiver sends.
According to coding method of the present invention, the example that the data set behind the data receiver coding is made into the data format behind the Frame as shown in Figure 4.Wherein 401-405 is respectively the data field behind the coding, be the data field of 4 byte numerical value behind 401,402,405 presentation codes, and the thresholding of this data field is a numeric type; Be the data field of 8 byte numerical value behind 403 presentation codes, and the thresholding of this data field is a numeric type; Be the data field of 5 byte character strings behind 404 presentation codes, and the thresholding of this data field is literal type or spcial character.406 represent other a plurality of data fields.
The data receiver receives the data behind the described data receiver coding.For example the real data behind the data receiver coding is:
…… 0x03 0x10
Figure A20081010502400143
0x00 0xB0 0xC0 0xFB 0x83 0x7D 0x00 0x00
Figure A20081010502400144
0x31 0x00 0x00 0x00
Figure A20081010502400145
0x01 0xC0 0x26
Figure A20081010502400147
0x58 0x02 0xAC0x26 0xF0 0x00
Figure A200810105024001410
0x00 0x80
Figure A200810105024001411
0x00 0x00
Figure A200810105024001412
0x32 0x00 0x00 0x00
Figure A200810105024001413
0x00 0x00 0x00 0x00 0x01……
Wherein the data of band edge frame are TagId, and the data between two TagId are for being the data thresholding of the data field of sign with previous TagId.
Step 302-303 reads first byte as TagId, judges whether highest order is 1.
When data are decoded, read a byte earlier, judge whether its highest order is 1,, illustrate that this data field is the low-frequency data territory, then read the TagId of preceding two bytes again, execution in step 304 as this data field if be up to 1 as TagId; If highest order is not 1, illustrate that this data field is the high-frequency data territory, execution in step 304.
Step 304 is decoded to data according to the encoding list.
The data receiver uses with data and sends identical sorting code number mode and the encoding list, and data are decoded.
The data field TagId that reads is searched corresponding data field item for foundation in the encoding list.The TagId that for example reads is 0x10, because its highest order is not 1, the data field item that then finds this TagId correspondence in the encoding list 3 is:
TagId The data field title Data type Byte-sized
0x10 Highest price short 2
Then can obtain following information: the byte-sized that the data field name of this data field is called " highest price ", data thresholding is 2.Reading TagId then is 0,x10 two byte 0x03 0x10 afterwards, according to prior art it is changed, and obtains the data thresholding of this data field.Then the decoded real data of this data field is: highest price 7.84.So successively data are decoded, up to obtaining having resolved all data.
Fig. 5 is the system configuration schematic diagram of securities market data coding of the present invention.This system comprises:
Data provider 501, are used to data receiver that securities market data is provided.
Data receiver 502, be used for and decode from the market data that the data provider receives,, data field is carried out sorting code number according to the size of data thresholding byte from decoded market extracting data data field, form the encoding list, and the data after will encoding send to the data receiver; Comprising:
Decoder 503 is used for the market data that receive are decoded according to the data format of data provider definition.
Encoder 504, be used for the market extracting data data field behind the decoder decode, size according to the data thresholding byte of data field is classified to data field, perhaps according to the frequency of utilization of data field and the size of data thresholding byte data field is classified; Form the encoding list then, data field is carried out sorting code number, and the data field after will encoding is organized into Frame.
Concrete coding flow process repeats no more as shown in Figure 2.
Transmitting apparatus 505 sends to the data receiver with the data behind the described coding.
The data receiver 506, be used to receive the data that data receiver sends, and use data field sorting code number mode and the encoding list identical with data receiver decoded to the data that receive.
Concrete decoding process repeats no more as shown in Figure 3.
Wherein, the data receiver is when the market data of deal with data transmit leg, can't encode in the recognition data territory if run into, for example, data provider has increased new data field information to the market data, and data receiver has sent to the data receiver after this data field information is encoded, but the information of this data field not also in the encoding list of data receiver, then the data receiver ignores this data field, still decodes according to the encoding list for other data field.Data receiver and data receiver can regularly be checked the information of the encoding list by the mode of exchange message, to address the above problem.
In data transmission procedure, if Frame length surpasses the threshold value of regulation, then data transmission system can be enabled compression function automatically, Frame is compressed the maximum 3 kinds of compression algorithms of compression function support, existing compression algorithm such as zlib, bzip2 etc.; Can also encrypt Frame in addition, the maximum 3 kinds of cryptographic algorithm of encryption function support, the cryptographic algorithm of prior art such as DES, 3DES, Blowfish also can use rivest, shamir, adelman, as RSA.
The above is preferred embodiment of the present invention only, is not to be used to limit protection scope of the present invention.

Claims (10)

1, a kind of transmission method of securities market data, data provider provides the market data with the form of data field to data receiver, it is characterized in that, and this method may further comprise the steps:
A, data receiver are decoded to the market data that receive according to the data format of data provider definition;
B, data receiver are classified to data field according to the size of data thresholding byte from decoded market extracting data data field, form the encoding list, and data field is carried out sorting code number;
C, the data receiver data after with described coding send to the data receiver;
D, data receiver use data field sorting code number mode and the encoding list identical with data receiver that the data that receive are decoded.
According to the transmission method of the described securities market data of claim 1, it is characterized in that 2, the described data field of step b comprises at least: data field title, data thresholding and data field numbering.
According to the transmission method of claim 1 or 2 described securities market datas, it is characterized in that 3, step b further comprises, the data field behind the coding is organized into Frame according to the numbering of data field; Among the step c described Frame is sent to the data receiver.
According to the transmission method of the described securities market data of claim 1, it is characterized in that 4, step b is described further to be comprised: data field is classified according to its frequency of utilization before by the size of data thresholding byte data field being classified.
5, according to the transmission method of the described securities market data of claim 4, it is characterized in that, among the step b, describedly data field is carried out sorting code number comprise: encode with few byte relatively for being higher than the data field of specifying frequency of utilization, specify the data field of frequency of utilization to encode with a plurality of relatively bytes for being lower than.
According to the transmission method of the described securities market data of claim 5, it is characterized in that 6, step b further comprises: the first byte to described a plurality of relatively byte codes is provided with one or more flag bits.
According to the transmission method of the described securities market data of claim 1, it is characterized in that 7, step b further comprises: the data thresholding to digital form in the data field is encoded with the form of integer; For the data thresholding of written form or spcial character, last byte of the character string behind its coding is 0.
According to the transmission method of the described securities market data of claim 1, it is characterized in that 8, step b further comprises: data receiver is provided with unique sign according to described the encoding list to data field; The data receiver decodes to data according to the encoding list identical with data receiver for its unique identification of the data read that receives in the steps d.
9, a kind of transmission system of securities market data is characterized in that, comprising:
Data receiver, be used for and decode from the market data that the data provider receives,, data field is carried out sorting code number according to the size of data thresholding byte from decoded market extracting data data field, form the encoding list, and the data after will encoding send to the data receiver;
The data receiver be used to receive the data that data receiver sends, and use data field sorting code number mode and the encoding list identical with data receiver is decoded to the data that receive.
According to the transmission system of the described securities market data of claim 9, it is characterized in that 10, described data receiver comprises:
Decoder is used for the market data that receive are decoded to data according to the data format of data provider definition;
Encoder, be used for the market extracting data data field behind the decoder decode, according to the size of data thresholding byte or according to the frequency of utilization of data field and the size of data thresholding byte data field is classified, form the encoding list, data field is carried out sorting code number;
Transmitting apparatus sends to the data receiver with the data after the encoder encodes.
CN2008101050248A 2008-04-25 2008-04-25 A transmission method and system for securities market data Expired - Fee Related CN101267281B (en)

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CN107276719A (en) * 2017-06-05 2017-10-20 武汉虹信通信技术有限责任公司 A kind of number decimal number odd even number recognition methods for communication system
CN109062574A (en) * 2018-07-11 2018-12-21 武汉灯塔之光科技有限公司 A kind of expansible securities market data transmission display methods and system
CN109816529A (en) * 2019-01-31 2019-05-28 黄涛 A kind of digital cash unifies method of commerce
CN110278260A (en) * 2019-06-17 2019-09-24 武汉灯塔之光科技有限公司 A kind of forwarding recorded broadcast mthods, systems and devices of difference securities market data
CN111049748A (en) * 2019-12-13 2020-04-21 浙江同花顺智能科技有限公司 Method, device and equipment for transmitting market data and storage medium
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CN101826929B (en) * 2009-03-04 2013-03-20 上海瑞高信息技术有限公司 Data compression method of mobile multimedia broadcasting
CN107276719A (en) * 2017-06-05 2017-10-20 武汉虹信通信技术有限责任公司 A kind of number decimal number odd even number recognition methods for communication system
CN107276719B (en) * 2017-06-05 2020-08-07 武汉虹信通信技术有限责任公司 Number decimal number odd-even number identification method for communication system
CN109062574A (en) * 2018-07-11 2018-12-21 武汉灯塔之光科技有限公司 A kind of expansible securities market data transmission display methods and system
CN109062574B (en) * 2018-07-11 2022-02-18 武汉灯塔之光科技有限公司 Extensible securities market data transmission display method and system
CN109816529A (en) * 2019-01-31 2019-05-28 黄涛 A kind of digital cash unifies method of commerce
CN112003814A (en) * 2019-05-27 2020-11-27 招商证券股份有限公司 Market data processing method and device, terminal equipment and storage medium
CN112003814B (en) * 2019-05-27 2022-09-20 招商证券股份有限公司 Market data processing method and device, terminal equipment and storage medium
CN110278260A (en) * 2019-06-17 2019-09-24 武汉灯塔之光科技有限公司 A kind of forwarding recorded broadcast mthods, systems and devices of difference securities market data
CN111049748A (en) * 2019-12-13 2020-04-21 浙江同花顺智能科技有限公司 Method, device and equipment for transmitting market data and storage medium
CN111049748B (en) * 2019-12-13 2022-11-29 浙江同花顺智能科技有限公司 Method, device and equipment for transmitting market data and storage medium

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