CN110275906B - Distribution method for market quotation library - Google Patents
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Abstract
The invention discloses a distribution method of market quotation libraries, which comprises the following steps: A. the market information is sent to the main station by the market information front-end processor; B. the market quotation front-end processor pushes the information of the market quotation master database to the master station according to the quotation period; C. after receiving the market making information and the market making market quotation master database information, the master station checks the integrity of data and stores the data in a memory; D. the master station matches the configuration information of the small stations in the configuration file of the small stations with the received information for market making according to the transaction unit to generate a small station market making table; E. the main station makes a market table according to the small stations, and filters out market quotation virtual tables of the small stations from the total market quotation library information; F. the master station obtains actual market quotation data from the market quotation master database according to an index mapping relation in an index mapping table from the private database to the master database; G. the master station sends market quotation data to the quotation gateway and sends the market quotation data to the quotation gateway; H. after the market quotation gateway receives market quotation data, the market quotation gateway is used for a dealer/market dealer counter system to read and process.
Description
Technical Field
The invention relates to the technical field of securities, in particular to a distribution method of a market quotation library.
Background
In a nationwide small and medium-sized enterprise stock transfer system (hereinafter referred to as a nationwide stock transfer system, commonly referred to as a new three-board system), market makers form a market quotation total library for providing market making services according to requirements on related security information, and a scene of collecting personalized market quotation sub-libraries exists. The market transfer system is an important system innovation for the new three-plate market construction, and plays a positive role in promoting price discovery, improving market liquidity and the like since implementation. In the aspect of market disclosure, due to the privacy of market quotation, the national stock transfer system only needs to publish and disclose relevant market quotation data of the current market quotation to market makers. According to the difference of trading authority and market making securities of market makers, market making libraries received by different market makers may be different horizontally; longitudinally, the market making bases received by the same market maker on different trading days may be different.
However, in the prior art, there is no method for supporting the smooth development of stock-to-market business, which cannot meet the business requirements of flexible customization and publishing on demand of market quotation libraries, and the quotation data received by market participation organizations such as security traders and information traders in the current security industry are basically uniform, and there is no quotation transceiving mode which can be customized according to the factors such as authority and business.
Disclosure of Invention
The invention aims to provide a market quotation library distribution method to solve the problems in the background technology.
In order to achieve the purpose, the invention provides the following technical scheme: a distribution method of market quotation libraries comprises the following steps:
A. the market information is sent to the main station by the market front-end processor;
B. the market quotation front-end processor pushes the total stock information of market quotation to the master station according to the quotation period;
C. the master station receives the information of the market and the information of the market quotation master database, checks the integrity of the data and stores the data in the memory;
D. the main station matches the configuration information of the small stations in the configuration file of the small stations and the received market making information according to the transaction unit to generate a small station market making table;
E. the main station makes a market table according to the small stations, and filters out market quotation virtual tables of the small stations from the total market quotation library information; the virtual listing for market quotation has no actual quotation data, and is only an index mapping table from a private base to a total base for reducing the memory overhead;
F. the master station obtains actual market quotation data from the market quotation master database according to an index mapping relation in an index mapping table from the private database to the master database;
G. the master station generates market quotation data to the quotation gateway, and when the master station sends the market quotation data to the quotation gateway, the master station compares the last private database to the current latest private database to obtain changed incremental data finally, and sends the changed incremental data to the quotation gateway;
H. and after receiving market quotation data, the quotation gateway stores the market quotation data as a quotation file in a DBF format on the ground for a security dealer/market maker counter system to read and process.
Preferably, the market information is sent to the market master station by the market information front-end processor only once in a trading day, and the market information content is a market security code corresponding to the trading unit.
Preferably, the market period is 12 seconds per round.
Preferably, the small stop market making table has all market making security codes corresponding to the small stop numbers.
Preferably, the small station is a slave station of the master station.
Compared with the prior art, the invention has the beneficial effects that: 1. the quotation data issuing with both public attribute and privacy provides a solution and a mode capable of being referenced and copied. 2. The distribution rule is simple and controllable, and the market situation front-end processor can completely lead the received content of the user side to realize the authority control of market situation. 3. A plurality of concurrent processing threads of the market master station can be started, and the hardware can support horizontal expansion and meet the requirements of high capacity and high performance. 4. The distribution algorithm supports replay, and the recovery scheme in the abnormal state is simple and clear.
Drawings
Fig. 1 is a frame diagram of the present invention.
FIG. 2 is a diagram of the generation of a cell site private library according to the present invention.
FIG. 3 is a flowchart of the process of the present invention.
Detailed Description
The technical solutions in the embodiments of the present invention will be clearly and completely described below with reference to the drawings in the embodiments of the present invention, and it is obvious that the described embodiments are only a part of the embodiments of the present invention, and not all of the embodiments. All other embodiments, which can be derived by a person skilled in the art from the embodiments given herein without making any creative effort, shall fall within the protection scope of the present invention.
Referring to the attached drawings of the specification, the invention provides a technical scheme that:
the market condition front-end processor is used for generating stock-to-market condition data and pushing various market condition data and market information to a downstream system. A small and medium enterprise stock transfer system limited responsibility company (hereinafter referred to as "national stock transfer company") in the country is responsible for development, deployment, operation and maintenance thereof.
The main station (market main station) receives and processes various market data and sends the market data to the downstream system through communication modes such as satellite, ground multicast, ground TCP and the like. Shenzhen securities communication Limited (hereinafter referred to as "I' M department") is responsible for its development, deployment and operation and maintenance.
The quotation gateway is used for landing the received quotation data into a DBF file for reading and processing by a dealer terminal system, and is generally deployed at a dealer terminal.
The biggest difficulty of the technology is that: the market quotation master database issued by the quotation front-end processor is split and updated according to the information of trading authority, market securities and the like of users (market makers), and finally unique market quotation sub-databases of each user end are generated. The whole technical framework hierarchical diagram is shown in figure-1, and the distribution method for the market quotation library comprises the following steps:
A. the market information is sent to the main station by the market information front-end processor;
B. the market quotation front-end processor pushes the total stock information of market quotation to the master station according to the quotation period;
C. the master station receives the information of the market and the information of the market quotation master database, checks the integrity of the data and stores the data in the memory;
D. the master station matches the configuration information of the small stations in the configuration file of the small stations with the received information for market making according to the transaction unit to generate a small station market making table;
E. the main station makes a market table according to the small stations, and filters out virtual market quotation tables of the small stations from the total market quotation database information; the virtual listing for market quotation has no actual quotation data, and is only an index mapping table from the private base to the total base for reducing the memory overhead;
F. the master station obtains actual market quotation data from the market quotation master database according to an index mapping relation in an index mapping table from the private database to the master database;
G. the master station generates market quotation data to the quotation gateway, and when the master station sends the market quotation data to the quotation gateway, the master station compares the last private database to the current latest private database to obtain changed incremental data finally, and sends the changed incremental data to the quotation gateway;
H. and after receiving market quotation data, the quotation gateway stores the market quotation data as a quotation file in a DBF format on the ground for a security dealer/market maker counter system to read and process.
Preferably, the market information is sent to the market master station by the market information front-end processor only once in a trading day, and the market information content is a market security code corresponding to the trading unit.
Preferably, the market period is 12 seconds per round.
Preferably, the small stop market making table has all market making security codes corresponding to the small stop numbers.
Preferably, the small station is a slave station of the master station.
In the current securities industry, market participation mechanisms such as security traders and information traders receive market quotation data which are basically unified, and no market quotation transceiving mode which can be customized according to factors such as authority and business exists. This patent achieves the following benefits:
(1) A solution and a mode which can be used for reference and copy are provided for issuing the market data which has both public attribute and privacy.
(2) The distribution rule is simple and controllable, and the market situation front-end processor can completely lead the received content of the user side to realize the authority control of market situation.
(3) The concurrent processing thread of the market master station can be started a plurality of threads, and the hardware can support horizontal expansion and meet the requirements of high capacity and high performance.
(4) The distribution algorithm supports replay, and the recovery scheme in the abnormal state is simple and clear.
Referring to fig. 2, the small station private library is generated from the market quotation master library, and the core key is mainly three:
1. generating a small stop market making table:
xml in the market master station according to the user in the configuration file, the transaction units used by the small station are listed in the small station configuration information, and a plurality of transaction units can be configured. The market making information issued by the market condition front-end processor lists the security codes which can be made into the market by the trading unit. And sequentially scanning the records of market information, and associating and matching according to a trading unit, wherein if the trading unit in the records of the market information is in the small stop configuration, the security codes in the records are put into the small stop for making a market table. After the market making information is scanned, a small stop market making table is also generated, and the table has all the security codes for making the market corresponding to the small stop number.
2. Producing a virtual table of a small station:
comparing the stock codes one by one in the market quotation database by taking the quotation records as a unit, if the stock codes of the market quotation headquarter are also made in the small stop market table, adding the quotation records into the small stop virtual table at the index position of the market quotation database, and coding in sequence. And when the total market quotation library is scanned in sequence, the virtual table of the small station is generated.
3. A small station private library:
because the virtual table of the small station does not store actual market quotation record data, when the actual market quotation record data needs to be compared, read, issued and the like, the position index of the record in the market quotation main database needs to be obtained from the virtual table of the small station, and the actual market quotation record data is obtained from the market quotation main database according to the index.
Referring to fig. 3, the whole process is as follows:
(1) The market quotation front-end processor sends a market quotation database and market information;
(2) A data module of the market quotation master station receives and checks whether a market quotation master database is complete or not;
(3) The business module of the market main station generates a 'small station virtual table' according to the relevant information;
(4) If the data need to be issued, the quotation main station conversation module reads the quotation records from the quotation main station data module according to the index in the virtual table;
(5) The quotation main station communication module issues the quotation record data to the quotation gateway through a TCP;
(6) After receiving the quotation data, the quotation gateway checks the completeness of the quotation;
(7) The market quotation gateway is used for reading the private market quotation library as a DBF file for cabinet systems of market participants such as security traders and market makers.
The design to be explained is: in this design, it is a conventional technique that the control circuit is involved to control the operation of each component and the corresponding control program. In the description of the present invention, it is to be understood that the terms "coaxial", "bottom", "one end", "top", "middle", "other end", "upper", "one side", "top", "inner", "front", "center", "both ends", and the like are used in the orientations and positional relationships indicated in the drawings only for the convenience of description and simplicity of description, and do not indicate or imply that the device or element referred to must have a particular orientation, be constructed in a particular orientation, and be operated, and therefore, are not to be construed as limiting the present invention.
In the present invention, unless otherwise expressly specified or limited, the terms "mounted," "disposed," "connected," "secured," "screwed" and the like are to be construed broadly, e.g., as meaning fixedly connected, detachably connected, or integrally formed; can be mechanically or electrically connected; the terms may be directly connected or indirectly connected through an intermediate, and may be communication between two elements or interaction relationship between two elements, unless otherwise specifically limited, and the specific meaning of the terms in the present invention will be understood by those skilled in the art according to specific situations.
Although embodiments of the present invention have been shown and described, it will be appreciated by those skilled in the art that changes, modifications, substitutions and alterations can be made in these embodiments without departing from the principles and spirit of the invention, the scope of which is defined in the appended claims and their equivalents.
Claims (5)
1. A distribution method for a market quotation library is characterized by comprising the following steps:
A. the market information is sent to the main station by the market information front-end processor;
B. the market quotation front-end processor pushes the total stock information of market quotation to the master station according to the quotation period;
C. the master station receives the information of the market and the information of the market quotation master database, checks the integrity of the data and stores the data in the memory;
D. the master station matches the configuration information of the small stations in the configuration file of the small stations with the received information for market making according to the transaction unit to generate a small station market making table;
E. the main station makes a market table according to the small stations, and filters out market quotation virtual tables of the small stations from the total market quotation library information; the virtual listing for market quotation has no actual quotation data, and is only an index mapping table from the private base to the total base for reducing the memory overhead;
F. the master station obtains actual market quotation data from the market quotation master database according to an index mapping relation in an index mapping table from the private database to the master database;
G. the method comprises the steps that a main station sends market quotation making data to a quotation gateway, and when the main station sends the market quotation making data to the quotation gateway, diff comparison is carried out between a last sent private base and a current latest private base, and changed incremental data are finally obtained and sent to the quotation gateway;
H. and after receiving market quotation data, the quotation gateway stores the market quotation data as a quotation file in a DBF format on the ground for a security dealer/market maker counter system to read and process.
2. The marketing market library distribution method of claim 1, wherein: the market information is sent to the market master station by the market information front-end processor only once in a trading day, and the market information content is a market security code corresponding to the trading unit.
3. The method for distributing a marketing market database according to claim 1, wherein: the market period is 12 seconds per round.
4. The method for distributing a marketing market database according to claim 1, wherein: the small stop market making table is provided with all market making security codes corresponding to the small stop numbers.
5. The marketing market library distribution method of claim 1, wherein: the small station is a slave station of the master station.
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Citations (4)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN102663649A (en) * | 2012-05-18 | 2012-09-12 | 苏州工业园区凌志软件有限公司 | Financial derivative transaction system |
| CN102880704A (en) * | 2012-09-25 | 2013-01-16 | 上海证券交易所 | Novel concurrent memory data organization and access method |
| CN105989539A (en) * | 2015-09-22 | 2016-10-05 | 盛立金融软件开发（杭州）有限公司 | Financial trading condition acquisition system and method |
| CN109298935A (en) * | 2018-09-06 | 2019-02-01 | 华泰证券股份有限公司 | A kind of method and application of the multi-process single-write and multiple-read without lock shared drive |
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Patent Citations (4)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN102663649A (en) * | 2012-05-18 | 2012-09-12 | 苏州工业园区凌志软件有限公司 | Financial derivative transaction system |
| CN102880704A (en) * | 2012-09-25 | 2013-01-16 | 上海证券交易所 | Novel concurrent memory data organization and access method |
| CN105989539A (en) * | 2015-09-22 | 2016-10-05 | 盛立金融软件开发（杭州）有限公司 | Financial trading condition acquisition system and method |
| CN109298935A (en) * | 2018-09-06 | 2019-02-01 | 华泰证券股份有限公司 | A kind of method and application of the multi-process single-write and multiple-read without lock shared drive |
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