CN102903059A - Quotation data consistency protective method based on timer shaft in data transmission - Google Patents

Abstract

The invention relates to the technical field of information data transmission, in particular to a quotation data consistency protective method based on a timer shaft in data transmission. The quotation data consistency protective method is characterized in that time of a system A for receiving a plurality of stocks is respectively t1, t2,...tk, index quotation time calculated according to a data source is TA, TA=h (t1, t2,...tk), and a system B can calculate index quotation time TB according to the received stock quotation time. When the TA and the TB are issued towards the downstream, interactivity is conducted through a respective uniformity protective module, output index quotation results are uniform and mapped onto the same position T on the timer shaft, and the uniformity protective module is formed by a quotation interactive module, a result comparing module and a mapping module. The method is applicable to a large-scale calculation occasion of double-source double-issue of the index quotation in a stock market and is safe and reliable, fast and stable and maintains uniformity of output index quotation.

Description

The market data consistency guard method of time-based axle in a kind of data transmission

[technical field]

The present invention relates to the information data transmission technical field, the specifically market data consistency guard method of time-based axle in a kind of data transmission.

[background technology]

Stock market refers to every stock in the price of special time, and trading volume and turnover etc. are about the information of personal share.And the index market refer to a weighted value of several all stocks that comprise, and the market of an index have the market of several stocks and calculate acquisition, therefore general corresponding many stocks of index.The function of index market computing system is: periodically receive stock market, by calculating the index market, and externally issue in market downstream.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.The index market refer to the information such as historical minimum value of historical maximal value of this index current time index value, opening quotation exponential quantity, short-swing buy value, the same day, the same day.

The index market are one of important references values of concluding the business in the whole securities market, for safety and availability consideration, 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 the amounts that constantly change in time, are continuous.And the index market are per seconds to the market issue once, disperse.Simultaneously, index computing system can obtain the stock market data from a plurality of sources, so two index computing systems can get access to different stock market data constantly on the consecutive hours countershaft, calculates with different prices, will draw different index market.

Because when carrying out an index calculating, the conclusion of the business time of many stocks in its source is not the same, and the exponential quantity that calculates only has one, the time that is endowed also can only have one, is known as the exponential quantity of this time point.So this just exists by the transfer problem of a plurality of continuous times to the discrete time of an index.

Two main frames independently carry out conversion operations, if there is not the consistency protection mechanism of index market, two index market calculation servers are issue result of calculation separately downstream independently.Two-way index market of Stand-alone distribution so, the index market timestamp that might have first an issue is but greater than the market timestamp of rear issue, the trading volume of the index market of perhaps issuing first is greater than the trading volume of the index market of rear issue, perhaps first the maximal value of the index market of issue but less than the situations such as maximal value of the index market of rear issue, these all are to violate actual conditions, carry out trade fair for dealer's benchmark index result in the market and cause very large harm, even the algorithm class mechanism of exchange of concluding the business caused destructive strike, safe and reliable not, the consequence that causes is serious, social influence is abominable.

[summary of the invention]

The present invention is exactly in order to solve deficiency of the prior art and defective; provide a kind of safe and reliable; fast and stable; and the uniqueness that guarantees to release news; the market data consistency guard method of time-based axle in the data transmission of accuracy; it is characterized in that its time of some stock markets that the A system receives is respectively t1; t2; tk; the index market time that calculates according to such data source is TA; TA=h (t1; t2; tk); the B system also can go out according to the Time Calculation of the stock market that receives the time T B of index market, and both are undertaken alternately by consistency protection module separately when issuing downstream; so that the indices row love knot of output fruit is consistent; and being mapped in same position T on the time shaft, described consistency protection module is by the market interactive module; the result contrasts module and mapping block consists of, and method of operating is:

A. the index computing main system calculates after the index market, sends initiation message to consistency protection module M;

B. consistency protection module M receives after the message of index computing main system transmission, begins to start, and this moment, MA and MB got access to 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 receiving the result of calculation of another index calculation server alternately, send simultaneously local indices row love knot fruit; Realize the data exchanging function of MA and two modules of MB, 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 between the horizontal line A-B in the operating procedure of index market consistency protection module, finished by the market interactive module;

D. the result contrasts module and carries out index market comparisons according to the contrast criterion of index market; Parameters according to two result of calculations compares, if difference is arranged, then needs synchronously; Corresponding to the step between the horizontal line B-C in the operating procedure of index market consistency protection module, finished 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 the process that I (Ta) and I (Tb) obtain consistent as a result I (T) according to two different v (a) and v (b); Thereby be mapped to unified on a time shaft time point, the Inform when done index computing system is outwards issued; Corresponding to the module below the horizontal line C in the operating procedure of index market consistency protection module, finished by mapping block;

F. the index market after index computing system shines upon this bout send to market, carry out the computing of second leg;

The determining and will be mapped on the time shaft stock market of a lot of different points of index market time point determines to be mapped to the process of the index market of a point; And the task of consistency protection module is to be mapped in index market data different on the time shaft with two, merges according to certain rule, becomes to be mapped to data identical on the time shaft, issues to market.

Described market exchange method is:

A) after per second index market were calculated and finished, index computing module (1) sent message informing market interactive module (2);

B) market interactive module (2) is received message, carry out exchanges data with another index computing system by the TCP connection, obtain the index market result of calculation of another index computing system, the index market result of calculation that so just has two index market computing systems sends message simultaneously to comparing module (3) as a result.

Described contrast modular approach is: index comparing module (3) is carried out result's comparison with the index market of this locality and the index market of another index computing system, draw the result whether needs shine upon according to the comparison principle, wherein, the opening quotation index, the index of closing, the trading volume of index, the historical maximal value of index, any one parameter not identical all needs among the time that the historical minimum value of index and market produce shines upon, obtain a result rear transmission message to mapping block (4), (4) result according to (3) carries out index mapping, send message after finishing to index computing system, index market after index computing system will shine upon send to down-stream system and receive for market, and the index that carries out simultaneously next second calculates.

Added calculating and the consistency protection module M of mapping-factor v in mapping block, v is calculated as follows shown in the formula:

Wherein, Tlast is the affiliated time of index market that upper bout calculates, the v fetching is counted the standard deviation of the index market timestamp of the timestamp of every stock in the market and upper bout, the conclusion of the business time of all stocks in the larger representative index of v is far away apart from the T of last time generally, just represents the index market newer.

The following formula of the function of the module of M is described:

$I\left(T\right)=g(I\left(\mathrm{Ta}\right),I\left(\mathrm{Tb}\right))=\left\{\begin{array}{c}I\left(\mathrm{Ta}\right),\mathrm{va}>\mathrm{vb}\\ I\left(\mathrm{Tb}\right),\mathrm{va}<\mathrm{vb}\end{array}\right.;$

The consistency protection module MA of A system is at the index that calculates oneself as a result after I (Ta) and the mapping-factor va; can get access to as a result I (Tb) and the vb of B system; size according to mapping-factor determines to choose newer value among I (Ta) and the I (Tb); determine final as a result I (T) thus be mapped to T point on the 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 to be mapped on the time shaft be consistent to both results of sending like this.

The present invention can guarantee that the index market of issuing are unique and correct; a reliable and stable transaction reference environment is provided for the downstream dealer; obtain the characteristics of data parallel index market for two main frame double source heads of index computing system; a kind of real-time consistency guard method of index market has been proposed; and can be in the situation that computing system is two of double sources in the high-frequency real-time calculating, the market that assurance is sent are consistent.

[description of drawings]

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 that does not have the consistency protection module;

Fig. 5 is index market illustraton of model computing time that the present invention adds the consistency protection module;

Fig. 6 is the operating procedure of index market consistency protection module of the present invention;

Specifying Fig. 1 is Figure of abstract of the present invention.

[embodiment]

The invention will be further described below in conjunction with accompanying drawing, and the principle of this system and method is very clearly concerning this specialty.Should be appreciated that specific embodiment described herein only is used for understanding the present invention, be not intended to limit the present invention.

The present invention relates to two main frames reception stock market market in a kind of real-time system, and independent gauge index market are issued the method for assurance output data consistent at time point separately.For security and availability consideration, in index market computing system, two index calculation server of main frame and slave are arranged, receive simultaneously individual company share quotations, gather secondary complete stock market market, and utilize separately gauge index market independently of stock market market, result of calculation is downstream issue independently.Because two main frames receive individual company share quotations in the multi-case data source, and the conclusion of the business time of every personal share have priority minute, so be used for carrying out the price of every stock of index calculating each self-corresponding timestamp is arranged, and is not quite similar.Because receive the difference of individual company share quotations, the index market that index computing system calculates are incomplete same, are published to and have two parts of different indexes in the market.The present invention has proposed the Real-time Data Uniform guard method of a kind of time-based axle in large-scale computing systems under a kind of like this prerequisite.

As shown in Figure 1, Fig. 1 is the time shaft view that index calculates.Stock market is an in time continually varying amount, all may have at any time the real time price of the conclusion of the business of stock and stock to change, and two index calculation server A and index calculation server B independently receive stock market.Because a certain index is to be made of some stocks, so the market time of this index is by the market Time dependent of its every contained stock.From the time shaft view that Fig. 1 index calculates, its time of some stock markets that the A system receives is respectively t1, t2, tk, the index market time that calculates according to such data source is TA, TA=h (t1, t2, tk), the B system also can go out according to the Time Calculation of the stock market that receives the time T B of index market.Both are undertaken alternately by consistency protection module separately when issuing downstream, so that the indices row love knot of output fruit is consistent, and are mapped in the same position T on the time shaft.The consistency protection module is as the part of whole index market computing system, and following three sub-module compositions are arranged: market interactive module, result contrast module and mapping block.

Index market calculating per second in full-time trading session carries out once, and calculated amount is large, and frequency is high, and is real-time.Each second, the computation structure of two index market calculation server all will externally announce, so must keep the consistance of publish data.

1. after per second index market were calculated and finished, index computing module (1) sent message informing market interactive module (2);

2. market interactive module (2) is received message, connects by TCP with another index computing system and carries out exchanges data, obtains the index market result of calculation of another index computing system.The index market result of calculation that so just has two index market computing systems sends message simultaneously to comparing module (3) as a result;

3. index comparing module (3) is carried out result's comparison with the index market of the index market of this locality and another index computing system, according to the comparison principle, draw the result who whether needs to shine upon after, send message to mapping block (4).Below any one parameter not identical all needs shine upon:

A. index opens the set

B. the index of closing

C. the trading volume of index

D. the historical maximal value of index

E. the historical minimum value of index

F. time of producing of market

(4) result according to (3) carries out index mapping.Send message after finishing to index computing system, the index market after index computing system will shine upon send to down-stream system and receive for market, and the index that carries out simultaneously next second calculates.

The stock index market are not stored history, after the calculating in each cycle, keep the result in this cycle consistent, thereby so that the index market of rendering in the market are that per cycle is unique, after this cycle finished, the result can empty, receive the computational 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 that does not have the consistency protection module, is the time shaft map view of the interior reception of a complete cycle, calculating, issue.Because the singularity of stock market, conclusion of the business and the price change of stock all may be arranged at any time, rather than discrete time point be unified into friendship once with price change once, this has just determined its temporal continuity.

Record t certain stock market constantly is s (t), and t constantly index market is I (t), and T is the timestamp under the exponential quantity, and the following formula of the function of index computing system is described:

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 received within this cycle comprises, market are respectively s (t1), s (t2) ..., s (tk), according to formula (1) gauge index market I (T), represent T index market (comprising exponential quantity, index trading volume, index turnover etc.) constantly, wherein the f function skips at this for a kind of special weighted mean function with traffic aided.T formula (2) calculates, and the time under the index market of representing is last conclusion of the business time of its component stock.

A kind of situation can appear like this, be that index computing system A and B calculate respectively I (Ta) and I (Tb), although result Ta〉Tb, the time of a up-to-date conclusion of the business stock is greater than I (Tb) among the expression I (Ta), but when the conclusion of the business time of most of component stocks was all less than I (Tb) in the I (Ta), the trading volume among the index market I (Ta) and turnover may be all less than the respective value among the I (Tb).Do not have such as Fig. 4 in index market illustraton of model computing time of consistency protection module; being published to finally that index market in the market are mapped on the time shaft is Ta〉Tb; to the downstream; the second index market trading volume of receiving and turnover also lacking than the last moment; this does not meet actual conditions, can produce market and recall phenomenon.

And as shown in Figure 5, Fig. 5 has added calculating and the consistency protection module M of mapping-factor v for adding index market illustraton of model computing time of consistency protection module, and v is calculated as follows shown in the formula:

, wherein, T _LastIt is the affiliated time (3) of index market that upper bout calculates

The v fetching is counted the standard deviation of the index market timestamp of the timestamp of every stock in the market and upper bout.The conclusion of the business time of all stocks in the larger representative index of v is far away apart from the T of last time generally, just represents the index market newer.

The following formula of the function of the module of M is described

$I\left(T\right)=g(I\left(\mathrm{Ta}\right),I\left(\mathrm{Tb}\right))=\left\{\begin{array}{c}I\left(\mathrm{Ta}\right),\mathrm{va}>\mathrm{vb}\\ I\left(\mathrm{Tb}\right),\mathrm{va}<\mathrm{vb}\end{array}\right.---\left(4\right)$

The consistency protection module MA of A system is at the index that calculates oneself as a result after I (Ta) and the mapping-factor va; can get access to as a result I (Tb) and the vb of B system; size according to mapping-factor determines to choose newer value among I (Ta) and the I (Tb); determine final as a result I (T) thus be mapped to T point on the 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; to be mapped on the time shaft be consistent to both results of sending like this, just avoided occurring the phenomenon that market are recalled.

The present invention specifically is the design of the definite and consistency protection module M of mapping-factor v in the index computing system.

Time under the index market is existing explanation in above-mentioned narration process, takes from the timestamp of conclusion of the business time maximum in all stock markets that the index market comprise, and the stock market that different time is struck a bargain is defined as the index market of particular point in time.And mapping-factor v takes from the conclusion of the business time of all stock markets in this periodic index according to the last index market overall distance of computing time, has reflected the time size of whole stock market.

The following describes the detailed design of consistency protection module M:

Two index market calculation server one of configurations when starting are the Master server; another is configured to the Slave server; the difference that two-server is configured to master slave relation is; when carrying out the consistency protection process; the M module of Master server is as the take over party; at first receive this cycle snapshot that the M module of another station server sends, this cycle snapshots of the index market data of this locality is sent to the Slave server after receiving fully.

Fig. 6 is the operating procedure of index market consistency protection module, and the method is divided into three co-operating submodules with consistency protection module M: (1) market interactive module; (2) comparing module as a result; (3) mapping block.The mode of index computing main system by the message transmission drives the consistency protection module and carries out work; the consistency protection module is in operation as independent thread always, but only receives after the message-driven of index computing main system transmission; just start working, concrete process is as follows:

A. the index computing main system calculates after the index market, sends initiation message to consistency protection module M;

B. consistency protection module M receives after the message of index computing main system transmission, begins to start, and this moment, MA and MB got access to the result of calculation I (Ta) of the machine, v (a) and I (Tb), v (b); Corresponding to the part more than the 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 receiving the result of calculation of another index calculation server alternately, send simultaneously local indices row love knot fruit; Realize the data exchanging function of MA and two modules of MB, 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 between the horizontal line A-B in the operating procedure of Fig. 6 index market consistency protection module, finished by the market interactive module

D. the result contrasts module and carries out index market comparisons according to the contrast criterion of index market; Parameters according to two result of calculations compares, if difference is arranged, then needs synchronously; Corresponding to the step between the horizontal line B-C in the operating procedure of Fig. 6 index market consistency protection module, finished 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 the process that I (Ta) and I (Tb) obtain consistent as a result I (T) according to two different v (a) and v (b); Thereby be mapped to unified on a time shaft time point, the Inform when done index computing system is outwards issued; Corresponding to the module below the horizontal line C in the operating procedure of Fig. 6 index market consistency protection module, finished by mapping block

F. the index market after index computing system shines upon this bout send to market, carry out the computing of second leg.

In fact, the determining and will be mapped on the time shaft stock market of a lot of different points of index market time point determines to be mapped to the process of the index market of a point; And the task of consistency protection module is to be mapped in index market data different on the time shaft with two, merges according to certain rule, becomes to be mapped to data identical on the time shaft, issues to market.

The present invention is that ubiquitous continuous quantity on time shaft is mapped in the process of discrete magnitude conversion, and server is sent out the method for time-based axle, the consistent a kind of guard method of data output that keeps discrete features in the situation that double source is two.

Take the computation process of 10:28:16 in morning one day two index computing systems during second as example, these data are sample, are not True Data, as the sample parameter, neglect other parameters with price in the market.Process steps of the present invention is described in detail.Suppose that an index I is made of 24 stock Sk.In the time of second, the stock market that index computing system A and B receive is as follows at 10:28:16:

Stock market and timestamp thereof in table 1 A, two systems of B

From table 1 A, two systems of B, can find out in stock market and the timestamp thereof, owing to reasons such as double source multicasts, the stock market data that two index computing systems of A and B obtain in a certain calculating bout are not quite similar, stock s1 for example, the time that the B system is received is more late 0.6 second than the A system, but price has reduced by 0.3 yuan.

Obtain the timestamp 96 that time under the index market of A is the stock s11 that strikes a bargain the latest among the A according to formula (2), and the time under the index market of B is the timestamp 93 of the stock s12 that strikes a bargain the latest among the B; Be ta=96, tb=93.

According to formula (1) (supposing that exponential quantity is exactly the mean value of price), obtain the index price I (ta)=94.7833 of A, the index price of B is I (tb)=95.1208.

The state of two-server is shown in the server state before the table 2 consistency protection process at this moment:

Server state before the table 2 consistency protection process

	Index calculation server A	Index calculation server B
			The 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 issue index	I(96)?=?94.7833	I(93)?=?95.1208

If this moment, two main frames independently were published to result of calculation separately in the market, market can receive two exponential quantities so, be respectively the time be 96 exponential quantity be 94.7833 and the time be that 93 exponential quantity is 95.1208.If the time of A system issue, can be received first the exponential quantity of 10:28:16 second 96 so prior to the B system in the market, receive again the exponential quantity of 10:28:16 second 93, will send the phenomenon that the index market are recalled.Because only have this parameter of price in the sample, if add the parameters such as trading volume and transaction value, the trading volume of the index of receiving after also might sending strikes a bargain less than the index of receiving first.This does not meet actual.

Therefore two-server A and B are carrying out can carrying out the calculating of mapping-factor v when index calculates.The timestamp of the index of the now upper bout issue of hypothesis 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, carries out the calculating of v by formula (3) so.

$\mathrm{va}=\sqrt{\frac{1}{24}\mathrm{\&Sigma;}{(\mathrm{tk}+100-84)}^2}=65.9033$ , tk takes from tertial value in the table 1

$\mathrm{vb}=\sqrt{\frac{1}{24}\mathrm{\&Sigma;}{(\mathrm{tk}+100-84)}^2}=80.7338$ , tk takes from the value of the 5th row in the table 1

Server state behind server state such as the table 3 adding this moment mapping-factor

Table 3 adds the server state behind the mapping-factor

	Index calculation server A	Index calculation server B
			The 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 issue index	I(96)?=?94.7833	I(93)?=?95.1208

Can find out, although the timestamp under the index that A calculates is 96, the timestamp 93 that calculates than B is new, but vb is 65.9033 less than vb=80.7338, be later than the B index although represented the stock time of last conclusion of the business in the A index, the integral body of stock market is newer than the index result of calculation of A in the index of B.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 the server state after table 4 consistance module is mutual; compare before with the data consistency protection; the difference of server state is; on every station server except having index result of calculation and the mapping-factor of the machine; the index result of calculation and the mapping-factor that have simultaneously another station server; for the index result that makes outside issue is consistent, need to carry out result's comparison and mapping.Find by comparison, index result's timestamp is all not identical with price, therefore need to shine upon.

According to the logic I (t) of formula (4)=g (I (t1), I (t2)); In conjunction with mapping-factor va and vb, elect the larger width of cloth market of mapping-factor as the final index of 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.This moment, the outside distributing data of plan of two-server unify all to be that the index result of calculation I (93)=95.1208 of same point on time shaft is as the index result of 10:28:16, the consistance of the outside distributing data of assurance.

Claims (5)

1. the market data consistency guard method of time-based axle in the data transmission; it is characterized in that its time of some stock markets that the A system receives is respectively t1; t2; tk; the index market time that calculates according to such data source is TA; TA=h (t1; t2; tk); the B system also can go out according to the Time Calculation of the stock market that receives the time T B of index market; both are when issuing downstream; undertaken alternately by consistency protection module separately, so that the indices row love knot of output fruit is consistent, and be mapped in the same position T on the time shaft; described consistency protection module is by the market interactive module; the result contrasts module and mapping block consists of, and method of operating is:

A) the index computing main system calculates after the index market, sends initiation message to consistency protection module M;

B) consistency protection module M receives after the message of index computing main system transmission, begins to start, and this moment, MA and MB got access to 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 receiving the result of calculation of another index calculation server alternately, send simultaneously local indices row love knot fruit; Realize the data exchanging function of MA and two modules of MB, 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 between the horizontal line A-B in the operating procedure of index market consistency protection module, finished by the market interactive module;

D) result contrasts module and carries out index market comparisons according to the contrast criterion of index market; Parameters according to two result of calculations compares, if difference is arranged, then needs synchronously; Corresponding to the step between the horizontal line B-C in the operating procedure of index market consistency protection module, finished 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 the process that I (Ta) and I (Tb) obtain consistent as a result I (T) according to two different v (a) and v (b); Thereby be mapped to unified on a time shaft time point, the Inform when done index computing system is outwards issued; Corresponding to the module below the horizontal line C in the operating procedure of index market consistency protection module, finished by mapping block;

F) the index market after index computing system shines upon this bout send to market, carry out the computing of second leg;

The determining and will be mapped on the time shaft stock market of a lot of different points of index market time point determines to be mapped to the process of the index market of a point; And the task of consistency protection module is to be mapped in index market data different on the time shaft with two, merges according to certain rule, becomes to be mapped to data identical on the time shaft, issues to market.

2. the market data consistency guard method of time-based axle in a kind of data transmission as claimed in claim 1 is characterized in that described market interactive module method is:

A) after per second index market were calculated and finished, index computing module (1) sent message informing market interactive module (2);

B) market interactive module (2) is received message, carry out exchanges data with another index computing system by the TCP connection, obtain the index market result of calculation of another index computing system, the index market result of calculation that so just has two index market computing systems sends message simultaneously to comparing module (3) as a result.

3. the market data consistency guard method of time-based axle in a kind of data transmission as claimed in claim 1; it is characterized in that described contrast modular approach is: index comparing module (3) is carried out result's comparison with the index market of this locality and the index market of another index computing system; draw the result whether needs shine upon according to the comparison principle; wherein; the opening quotation index; the index of closing; the trading volume of index; the historical maximal value of index; any one parameter not identical all needs among the time that the historical minimum value of index and market produce shines upon; obtain a result rear transmission message to mapping block (4); (4) result according to (3) carries out index mapping; send message after finishing to index computing system; index market after index computing system will shine upon send to down-stream system and receive for market, and the index that carries out simultaneously next second calculates.

4. the market data consistency guard method of time-based axle in a kind of data transmission as claimed in claim 1 is characterized in that adding calculating and the consistency protection module M of mapping-factor v in mapping block, v is calculated as follows shown in the formula:

, wherein, T _LastIt is the affiliated time of index market that upper bout calculates, the v fetching is counted the standard deviation of the index market timestamp of the timestamp of every stock in the market and upper bout, the conclusion of the business time of all stocks in the larger representative index of v is far away apart from the T of last time generally, just represents the index market newer.

5. the market data consistency guard method of time-based axle in a kind of data transmission as claimed in claim 1 is characterized in that the following formula of function of the module of M is described:

$I\left(T\right)=g(I\left(\mathrm{Ta}\right),I\left(\mathrm{Tb}\right))=\left\{\begin{array}{c}I\left(\mathrm{Ta}\right),\mathrm{va}>\mathrm{vb}\\ I\left(\mathrm{Tb}\right),\mathrm{va}<\mathrm{vb}\end{array}\right.;$

The consistency protection module MA of A system is at the index that calculates oneself as a result after I (Ta) and the mapping-factor va; can get access to as a result I (Tb) and the vb of B system; size according to mapping-factor determines to choose newer value among I (Ta) and the I (Tb); determine final as a result I (T) thus be mapped to T point on the 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 to be mapped on the time shaft be consistent to both results of sending like this.

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