CN110690980B - Sending method of market data - Google Patents
Sending method of market data Download PDFInfo
- Publication number
- CN110690980B CN110690980B CN201910885878.0A CN201910885878A CN110690980B CN 110690980 B CN110690980 B CN 110690980B CN 201910885878 A CN201910885878 A CN 201910885878A CN 110690980 B CN110690980 B CN 110690980B
- Authority
- CN
- China
- Prior art keywords
- data
- timeout
- timeout record
- updated
- record set
- Prior art date
- Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
- Active
Links
Images
Classifications
-
- H—ELECTRICITY
- H04—ELECTRIC COMMUNICATION TECHNIQUE
- H04L—TRANSMISSION OF DIGITAL INFORMATION, e.g. TELEGRAPHIC COMMUNICATION
- H04L12/00—Data switching networks
- H04L12/02—Details
- H04L12/16—Arrangements for providing special services to substations
- H04L12/18—Arrangements for providing special services to substations for broadcast or conference, e.g. multicast
- H04L12/1804—Arrangements for providing special services to substations for broadcast or conference, e.g. multicast for stock exchange and similar applications
-
- H—ELECTRICITY
- H04—ELECTRIC COMMUNICATION TECHNIQUE
- H04L—TRANSMISSION OF DIGITAL INFORMATION, e.g. TELEGRAPHIC COMMUNICATION
- H04L12/00—Data switching networks
- H04L12/02—Details
- H04L12/16—Arrangements for providing special services to substations
- H04L12/18—Arrangements for providing special services to substations for broadcast or conference, e.g. multicast
- H04L12/1859—Arrangements for providing special services to substations for broadcast or conference, e.g. multicast adapted to provide push services, e.g. data channels
-
- H—ELECTRICITY
- H04—ELECTRIC COMMUNICATION TECHNIQUE
- H04L—TRANSMISSION OF DIGITAL INFORMATION, e.g. TELEGRAPHIC COMMUNICATION
- H04L67/00—Network arrangements or protocols for supporting network services or applications
- H04L67/50—Network services
- H04L67/55—Push-based network services
Landscapes
- Engineering & Computer Science (AREA)
- Computer Networks & Wireless Communication (AREA)
- Signal Processing (AREA)
- Business, Economics & Management (AREA)
- Accounting & Taxation (AREA)
- Finance (AREA)
- Information Transfer Between Computers (AREA)
- Data Exchanges In Wide-Area Networks (AREA)
Abstract
The invention discloses a method for sending market data, which comprises the steps that firstly, a stock forward processor sends a timeout record set to a server; step two, the server side calculates a single-time-out record set which can be put in according to the scanning time interval and the existing bandwidth set by the system; step three, the server scans a timeout record set according to a time interval set by the system, and checks whether the data is updated; step four, if the data in the step three are updated, all diff data are put into a sending queue, and then at least 2 timeout record sets are put; step five, if the data in the step three are not updated, all the sending queues are timeout record sets; step six, the server side sends the timeout record set in the queue to the user; and step seven, the user receives the timeout record set. The invention reduces the waste of bandwidth by calculating the maximum number of each type of timeout record set which can be put in the current bandwidth and the detection time interval, can preferentially send diff data and reduce the data transmission delay.
Description
Technical Field
The invention relates to a method for sending market data, and belongs to the technical field of securities.
Background
In the stock market, the timeout record set needs to be correctly and efficiently sent to each user, and the priority of data is guaranteed to meet the requirements of the user, and it is expected that the delay from market to user reception can be reduced. At present, with the rapid development of the market, services are also continuously innovated and developed, the amount of the timeout record sets can be high, and at this time, the timeout record sets are sent to users without increasing external bandwidth, so that bandwidth congestion is inevitably caused, the time delay of the timeout record sets is increased, or certain data needing to be sent to the users preferentially are arranged behind the timeout record sets.
Particularly, in the current market system, all the timeout record sets are placed in a single queue to be sent to users, priority judgment is not made on data, when the volume of the timeout record sets is large, diff (increment) is sent after a round of market with high probability, and diff (increment) cannot be sent preferentially
In order to solve the technical problems, a new technical scheme is especially provided.
Disclosure of Invention
The present invention is directed to a method for transmitting market data to solve the problems of the background art.
In order to achieve the purpose, the invention provides the following technical scheme: a method of transmitting market data, the method comprising the steps of:
step one, a stock forward processor sends a timeout record set to a server;
step two, the server side calculates a single-time-out record set which can be put in according to the scanning time interval and the existing bandwidth set by the system;
step three, the server scans a timeout record set according to a time interval set by the system, and checks whether the data is updated;
step four, if the data in the step three are updated, all diff data are put into a sending queue, and then at least 2 timeout record sets are put;
step five, if the data in the step three are not updated, all the sending queues are timeout record sets;
step six, the server side sends the timeout record set in the queue to the user;
and step seven, the user receives the timeout record set.
Preferably, if the data in step three has an update, putting all the updated timeout record set data into the sending queue, and then putting at least 2 timeout record sets.
Preferably, if the data in step three is not updated, diff is 0, that is, all the sending queues are timeout record sets.
Preferably, the one-time-placeable timeout record set is calculated by a MAX function equal to the wideband W times the detection interval T, or a MAX function equal to the record size times the compression ratio Y times 8.
Preferably, the detection interval T refers to a scanning time interval set by the system.
Preferably, the number of records is the number of bytes C of each record, and the number of bytes C of each record is calculated by multiplying the number of bytes C of each record by the size of the record multiplied by the compression ratio Y multiplied by 8.
Compared with the prior art, the invention has the beneficial effects that:
(1) by calculating the maximum number of each type of timeout record set that can be placed in the current bandwidth and detection interval, the waste of bandwidth is reduced.
(2) And calculating the maximum timeout record set according to the current diff data by a mathematical calculation formula MAX { MAX-diff, MAX 10% }, and sending the diff data preferentially.
(3) The method modification has little influence on the whole system architecture, and can effectively reduce the time delay of data transmission from the exchange front-end processor to the user when the sending data volume is large.
Drawings
FIG. 1 is a schematic flow chart of the method of the present invention.
Fig. 2 is an architecture diagram of 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 obtained by a person skilled in the art without making any creative effort based on the embodiments in the present invention, belong to the protection scope of the present invention.
Referring to the attached drawings of the specification, the invention provides a technical scheme: a method of transmitting market data, the method comprising the steps of:
step one, a stock forward processor sends a timeout record set to a server;
and step two, the server calculates a single-time-out record set MAX (bandwidth W + detection interval T)/(single record size + compression rate Y + 8) according to the scanning time interval and the existing bandwidth set by the system.
a. The detection interval T is defined as "scanning time interval set by the system"
b. Calculating the number of bytes B that can be transmitted in the interval T-bandwidth W-detecting the interval T
c. Calculating the number of bytes C of each record-the size of record-the compression ratio Y8
d. Calculating MAX-B divided by C according to the two steps, wherein the timeout record set can be put in one time of calculation
Step three, the server scans a timeout record set according to a time interval set by the system, and checks whether the data is updated;
step four, if the data in the step three are updated, putting all the updated timeout record set data into a sending queue, and then putting at least 2 timeout record sets, wherein the formula is defined as follows: d MAX-diff, equation 2: e MAX 10%, when D > E, at least 2D; when D < E, at least 2 ═ E; if the data in step three is not updated, diff is 0, that is, all the transmission queues are timeout record sets, and in summary, equation 3 can be defined: at least 2 MAX { MAX-diff, MAX × 10% }, and at least 2 values are determined by equation 3.
Step five, the server side sends the timeout record set in the queue to the user;
and step six, the user receives the timeout record set.
The invention is divided into diff (increment) and timeout records for each category of timeout record set, and the diff (increment) priority is higher than the timeout record for users. The technique needs to implement a method of putting all diff (incremental) records into a send queue and putting a certain number of timeout records into the queue. The biggest difficulty is that the timeout records in a certain range are uncertain, this time, a method is realized, the maximum record number which can be put in at a time is calculated firstly, a certain proportion of timeout record numbers is reasonably set through a system, the problem that both incremental timeout record sets and timeout data are sent and priority ordering is carried out is realized, market delivery modes are divided into multicast sending and TCP sending, and the processing flows of the two sending modes are as follows:
the mode of multicast sending the security information of the invention is as follows:
1. based on the parameters, the maximum number MAX of timeout records that can be put in a single time is calculated (bandwidth W detection interval T)/(record size Y compression rate 8). Wherein, the compression ratio Y is 20%, and the size of the single stock market record is S.
2. The server checks whether the security information is updated.
The server side checks whether a round of timeout record set library is updated every 12s, takes out the updated timeout record set records and puts the updated timeout record set records into a sending queue, assigns diff as an updated record number, and checks the record number of the timeout record set at the moment, if the number of the timeout record set is less than at least 2, all the record sets are put into the sending queue, if the number of the timeout record set is more than at least 2, at least 2 records are put, and at least 2 values are MAX { MAX-diff, MAX is 10% }; if not, directly putting timeout record sets in the sending queue, and the sending queue can put at most 2 timeout record sets (at least 2 still applicable formulas: MAX { MAX-diff, MAX × 10% }, at this time diff ═ 0).
3. TCP security information transmission
4. If the connection is new, all records are used as diff data, and the whole stock information is pushed once;
otherwise, processing according to the steps 1 and 2.
In the method and solution of the present invention, there are three main core components:
1. calculating the maximum record number of various quotations:
based on the parameters, the single-time-out record set MAX (bandwidth W detection interval T)/(record size Y compression rate 8) is calculated. Wherein, the compression ratio Y is 20%, the timeout record set record size is 188 Bytes.
2. Scanning a market source, and calculating a timeout record set according to the method:
checking a market source, judging whether the stock information is updated or not, and sending at least 2 timeout record sets; at least 2 values are MAX { MAX-diff, MAX x 10% }. Not updated, at least 2-MAX timeout record sets
3. Sending data to a user
And (4) the user multicast connection receives the quotation according to the method, if the quotation is the new connection of the TCP, the first round sends a full timeout record set, and the second round starts to adopt a sending method consistent with the multicast.
The whole process of the invention is as follows:
1. the stock forward processor sends a timeout record set to the server;
2. and the server calculates a timeout record set MAX (bandwidth W + detection interval T)/(record size + compression rate Y + 8) which can be put in at a single time according to the scanning time interval and the existing bandwidth set by the system. Wherein, the compression ratio Y is 20%, the single security information recording size is 188 Bytes;
3. the server scans the timeout record set according to the time interval set by the system, and checks whether the data is updated or not;
4. if the data is updated, all diff data are put into a sending queue, and then at least 2 timeout record sets are put; at least 2 values are MAX { MAX-diff, MAX 10% };
5. if not, diff is 0, at least 2 MAX, that is, all the sending queues are timeout record sets, and at least 2 values are also applicable to the above formula, that is, at least 2 MAX { MAX-diff, MAX × 10% };
6. the server side sends the timeout record set in the queue to the user;
7. the user receives a set of timeout records.
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 (3)
1. A method for transmitting market data, the method comprising:
step one, a stock forward processor sends a timeout record set to a server;
step two, the server side calculates a single-time-out record set which can be put in according to the scanning time interval and the existing bandwidth set by the system;
step three, the server scans a timeout record set according to a time interval set by the system, and checks whether the data is updated;
step four, if the data in the step three are updated, all diff data are put into a sending queue, and then at least 2 timeout record sets are put;
step five, if the data in the step three are not updated, all the sending queues are timeout record sets;
step six, the server side sends the timeout record set in the queue to the user;
step seven, the user receives the timeout record set.
2. The transmission method of market data according to claim 1, wherein: and if the data in the step three is not updated, diff is 0, that is, all the sending queues are timeout record sets.
3. The transmission method of market data according to claim 2, wherein: the detection interval T refers to the scanning time interval set by the system.
Priority Applications (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN201910885878.0A CN110690980B (en) | 2019-09-19 | 2019-09-19 | Sending method of market data |
Applications Claiming Priority (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN201910885878.0A CN110690980B (en) | 2019-09-19 | 2019-09-19 | Sending method of market data |
Publications (2)
| Publication Number | Publication Date |
|---|---|
| CN110690980A CN110690980A (en) | 2020-01-14 |
| CN110690980B true CN110690980B (en) | 2022-09-20 |
Family
ID=69109606
Family Applications (1)
| Application Number | Title | Priority Date | Filing Date |
|---|---|---|---|
| CN201910885878.0A Active CN110690980B (en) | 2019-09-19 | 2019-09-19 | Sending method of market data |
Country Status (1)
| Country | Link |
|---|---|
| CN (1) | CN110690980B (en) |
Families Citing this family (2)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN112822256B (en) * | 2020-12-31 | 2023-01-17 | 上海英方软件股份有限公司 | Method and device for transmitting data stream of quotation file |
| CN115378847B (en) * | 2022-08-23 | 2023-10-31 | 国联证券股份有限公司 | Securities market time delay measuring system and method |
Citations (6)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN102609877A (en) * | 2011-01-25 | 2012-07-25 | 腾讯科技（深圳）有限公司 | Method for jointly displaying quotation and negotiable securities information and system thereof |
| CN103139304A (en) * | 2013-01-25 | 2013-06-05 | 杭州中焯信息技术股份有限公司 | Market quotation real-time push |
| WO2016041120A1 (en) * | 2014-09-15 | 2016-03-24 | 深圳市融资城网络服务中心有限公司 | Risk control method and system for internet financing fund and project progress |
| CN109274747A (en) * | 2018-09-29 | 2019-01-25 | 上海中畅信息科技有限公司 | Market gateway system and its processing method |
| CN109413139A (en) * | 2018-09-06 | 2019-03-01 | 高盈量化云科技（深圳）有限公司 | A kind of distributed multi-channel market system |
| CN109977123A (en) * | 2019-04-01 | 2019-07-05 | 时代数媒科技股份有限公司 | A kind of mobile terminal table data diff algorithm |
Family Cites Families (6)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| US7124110B1 (en) * | 2002-07-15 | 2006-10-17 | Trading Technologies International Inc. | Method and apparatus for message flow and transaction queue management |
| US7624063B1 (en) * | 2003-09-30 | 2009-11-24 | Trading Technologies International, Inc. | System and method for improved distribution of market information |
| CN1790997A (en) * | 2004-12-17 | 2006-06-21 | 上海证券通信有限责任公司 | Stock market data transmission method |
| US7783558B1 (en) * | 2004-12-28 | 2010-08-24 | Trading Technologies International, Inc. | System and method for providing market updates in an electronic trading environment |
| CN101510293A (en) * | 2009-01-14 | 2009-08-19 | 上证所信息网络有限公司 | Method for transmitting securities market indent queue data |
| CN110120973A (en) * | 2019-04-28 | 2019-08-13 | 华为技术有限公司 | A kind of request control method, relevant device and computer storage medium |
-
2019
- 2019-09-19 CN CN201910885878.0A patent/CN110690980B/en active Active
Patent Citations (6)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN102609877A (en) * | 2011-01-25 | 2012-07-25 | 腾讯科技（深圳）有限公司 | Method for jointly displaying quotation and negotiable securities information and system thereof |
| CN103139304A (en) * | 2013-01-25 | 2013-06-05 | 杭州中焯信息技术股份有限公司 | Market quotation real-time push |
| WO2016041120A1 (en) * | 2014-09-15 | 2016-03-24 | 深圳市融资城网络服务中心有限公司 | Risk control method and system for internet financing fund and project progress |
| CN109413139A (en) * | 2018-09-06 | 2019-03-01 | 高盈量化云科技（深圳）有限公司 | A kind of distributed multi-channel market system |
| CN109274747A (en) * | 2018-09-29 | 2019-01-25 | 上海中畅信息科技有限公司 | Market gateway system and its processing method |
| CN109977123A (en) * | 2019-04-01 | 2019-07-05 | 时代数媒科技股份有限公司 | A kind of mobile terminal table data diff algorithm |
Also Published As
| Publication number | Publication date |
|---|---|
| CN110690980A (en) | 2020-01-14 |
Similar Documents
| Publication | Publication Date | Title |
|---|---|---|
| CN110690980B (en) | Sending method of market data | |
| WO1998030061A1 (en) | Method and system for quality of service assessment for multimedia traffic under aggregate traffic conditions | |
| JP4275122B2 (en) | Transmitting apparatus and related method for reducing delay variation | |
| CN101061701A (en) | Methods and apparatus for tracking and charging for communications resource reallocation | |
| US5864541A (en) | Method and system for simultaneous service capacity calculation for multimedia services under aggregate traffic conditions | |
| CN107342848A (en) | A kind of adaptive code stream transmission method, device and equipment | |
| CN103534978B (en) | A kind of packet information packet transmission method and equipment | |
| CN112261137B (en) | Model training method and system based on joint learning | |
| CN112860951B (en) | Method and system for identifying target account | |
| CN106921665A (en) | A kind of message processing method and the network equipment | |
| CN101917406B (en) | Data transmission method and data transmission system | |
| JP2022546108A (en) | Information processing method, device, equipment and computer-readable storage medium | |
| CN110233856B (en) | Message processing method and device and computer readable storage medium | |
| CN110519782A (en) | A kind of communication network multi-center selection method and device | |
| Dong et al. | Copula analysis for statistical network calculus | |
| CN110753101B (en) | Low-energy-consumption computing node selection and computing task allocation method in edge computing | |
| CN106341775B (en) | A kind of data transmission method and device | |
| CN112291041A (en) | Data decoding device and method based on FPGA | |
| CN116489019A (en) | Intelligent visual signaling channel management method, system and medium | |
| CN108881306B (en) | Encrypted flow analysis defense method based on data packet size sequence | |
| CN115933818A (en) | Docking station integrated system and external communication method | |
| CN113630398B (en) | Joint anti-attack method, client and system in network security | |
| CN1437351A (en) | Charge method based on data flow quantity | |
| CN113507467B (en) | Block chain-based hidden information transmission system and method | |
| CN107465743B (en) | Method and device for processing request |
Legal Events
| Date | Code | Title | Description |
|---|---|---|---|
| PB01 | Publication | ||
| PB01 | Publication | ||
| SE01 | Entry into force of request for substantive examination | ||
| SE01 | Entry into force of request for substantive examination | ||
| GR01 | Patent grant | ||
| GR01 | Patent grant |