CN112148782A - Market data access method and device - Google Patents
Market data access method and device Download PDFInfo
- Publication number
- CN112148782A CN112148782A CN202011015064.0A CN202011015064A CN112148782A CN 112148782 A CN112148782 A CN 112148782A CN 202011015064 A CN202011015064 A CN 202011015064A CN 112148782 A CN112148782 A CN 112148782A
- Authority
- CN
- China
- Prior art keywords
- market data
- code
- code identifier
- template
- field
- 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.)
- Granted
Links
Images
Classifications
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06F—ELECTRIC DIGITAL DATA PROCESSING
- G06F16/00—Information retrieval; Database structures therefor; File system structures therefor
- G06F16/20—Information retrieval; Database structures therefor; File system structures therefor of structured data, e.g. relational data
- G06F16/25—Integrating or interfacing systems involving database management systems
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
Abstract
The invention discloses a market data access method and a device, wherein the method comprises the following steps: receiving a market data message pushed by a data source; determining the external code identifier type corresponding to the external code identifier in the market data message according to the external code identifier type corresponding to each external code identifier recorded in the transaction variety receiving configuration table; if the external code identifier in the market data message is a chained code identifier, acquiring a field processing rule corresponding to the chained code identifier from a preset chained code analysis rule table, reading a target field from the market data message according to the field processing rule, and initiating subscription to the data source by taking the target field as a single code. The invention can realize the access of the chain code and is beneficial to improving the efficiency of accessing the market data provided by the supplier.
Description
Technical Field
The invention relates to the field of financial data processing, in particular to a market data access method and device.
Background
Currently, market data suppliers publish market data in a single code (also called quotation code) which is the smallest unit of market data they publish, and in a chained code which contains one or more chained sub-codes each containing a plurality of individual codes, each individual code corresponding to a finest quotation. The market data access system in the prior art only supports single code access and does not support chained code access. Because the access of the chained codes is not supported, when a large number of single codes exist under one chained code, only one single quotation code can be accessed respectively, which causes great maintenance work of access code parameters and wastes time and labor.
Disclosure of Invention
The invention provides a market data access method and device, aiming at solving the problem that the market data access system in the prior art does not support the access of chained codes.
In order to achieve the above object, according to an aspect of the present invention, there is provided a market data access method, the method including:
receiving a market data message pushed by a data source, wherein market data are subscribed to the data source in advance according to an external code identifier in a preset transaction variety receiving configuration table;
determining the external code identifier type corresponding to the external code identifier in the market data message according to the external code identifier type corresponding to each external code identifier recorded in the transaction variety receiving configuration table;
if the external code identifier in the market data message is a chained code identifier, acquiring a field processing rule corresponding to the chained code identifier from a preset chained code analysis rule table, reading a target field from the market data message according to the field processing rule, and initiating subscription to the data source by taking the target field as a single code.
Optionally, the market data access method further includes:
if the external code identifier in the market data message is a single code identifier and the affiliated chained code field in the market data message is not empty, acquiring the chained code identifier recorded in the affiliated chained code field;
determining a chain code template sequence number corresponding to a chain code identifier recorded in the chain code field to which the chain code belongs;
finding out plug-in information corresponding to the serial number of the chained code template from a preset template information table;
and calling the plug-in corresponding to the plug-in information to process the market data message to obtain the market data information.
Optionally, the market data access method further includes:
and searching a corresponding trading variety quotation table in a preset basic market receiving configuration information table according to the first-class classification abbreviation defined in the trading variety receiving configuration table, and writing the market data information into the trading variety quotation table.
Optionally, the market data access method further includes:
if the external code identifier in the market data message is a single code identifier and the chain code field of the market data message is empty, determining a receiving data field and a processing rule template group number corresponding to the single code identifier from the transaction variety receiving configuration table;
reading a target message field from the market data message according to the received data field;
searching the data item to be processed and the processing template serial number corresponding to the processing rule template group serial number from a preset template group information table;
obtaining plug-in information corresponding to the processing template serial number from a preset template information table;
and calling a plug-in corresponding to the plug-in information to process the data item needing to be processed in the target message field to obtain market data information.
In order to achieve the above object, according to another aspect of the present invention, there is provided a market data access apparatus, including:
the market data message receiving unit is used for receiving a market data message pushed by a data source, wherein market data are subscribed to the data source in advance according to an external code identifier in a preset transaction variety receiving configuration table;
an external code identifier type determining unit, configured to determine, according to an external code identifier type corresponding to each external code identifier described in the transaction item reception configuration table, an external code identifier type corresponding to an external code identifier in the market data packet;
and the single code subscription unit is used for acquiring a field processing rule corresponding to the chained code identifier from a preset chained code analysis rule table if the external code identifier in the market data message is the chained code identifier, reading a target field from the market data message according to the field processing rule, and initiating subscription to the data source by taking the target field as a single code.
Optionally, the market data access apparatus further includes:
a chained code identifier obtaining unit, configured to obtain a chained code identifier described in a affiliated chained code field if an external code identifier in the market data message is a single code identifier and the affiliated chained code field in the market data message is not empty;
a chain code template serial number determining unit, configured to determine a chain code template serial number corresponding to a chain code identifier recorded in the chain code field to which the chain code template belongs;
the first plug-in information acquisition unit is used for searching plug-in information corresponding to the serial number of the chained code template from a preset template information table;
and the first processing unit is used for calling the plug-in corresponding to the plug-in information to process the market data message to obtain the market data information.
Optionally, the market data access apparatus further includes:
a trading item receiving configuration table query unit, configured to determine, if an external code identifier in the market data message is a single code identifier and an affiliated chained code field in the market data message is empty, a receiving data field and a processing rule template group number corresponding to the single code identifier from the trading item receiving configuration table;
a target message field reading unit, configured to read a target message field from the market data message according to the received data field;
the template group information table query unit is used for searching the data items to be processed and the processing template serial numbers corresponding to the processing rule template group serial numbers from a preset template group information table;
the second plug-in information acquisition unit is used for acquiring plug-in information corresponding to the processing template serial number from a preset template information table;
and the second processing unit is used for calling a plug-in corresponding to the plug-in information to process the data item to be processed in the target message field to obtain market data information.
In order to achieve the above object, according to another aspect of the present invention, there is also provided a computer device, including a memory, a processor, and a computer program stored on the memory and executable on the processor, the processor implementing the steps in the market data access method when executing the computer program.
In order to achieve the above object, according to another aspect of the present invention, there is also provided a computer-readable storage medium storing a computer program which, when executed in a computer processor, implements the steps in the above market data access method.
The invention has the beneficial effects that: the market data access method and the market data access device can realize the access of the chained codes, and are beneficial to improving the efficiency of accessing the market data provided by a supplier.
Drawings
In order to more clearly illustrate the embodiments of the present invention or the technical solutions in the prior art, the drawings used in the description of the embodiments or the prior art will be briefly introduced below, and it is obvious that the drawings in the following description are some embodiments of the present invention, and for those skilled in the art, other drawings can be obtained according to these drawings without creative efforts. In the drawings:
FIG. 1 is a first flowchart of a market data access method according to an embodiment of the present invention;
FIG. 2 is a second flowchart of a market data access method according to an embodiment of the present invention;
FIG. 3 is a third flowchart of a market data access method according to an embodiment of the present invention;
FIG. 4 is a first block diagram of a market data access apparatus according to an embodiment of the present invention;
FIG. 5 is a second block diagram of a market data access apparatus according to an embodiment of the present invention;
FIG. 6 is a third block diagram of a market data access apparatus according to an embodiment of the present invention;
FIG. 7 is a table of underlying market receive configuration information in accordance with an embodiment of the present invention;
FIG. 8 is a table of transaction item receipt configurations according to an embodiment of the present invention;
FIG. 9 is a table of chained code parsing rules according to an embodiment of the present invention;
FIG. 10 is a table of template information for an embodiment of the present invention;
FIG. 11 is a table of template set information according to an embodiment of the present invention;
FIG. 12 is a schematic diagram of a computer apparatus according to an embodiment of the present invention.
Detailed Description
In order to make the technical solutions of the present invention better understood, 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.
As will be appreciated by one skilled in the art, embodiments of the present invention may be provided as a method, system, or computer program product. Accordingly, the present invention may take the form of an entirely hardware embodiment, an entirely software embodiment or an embodiment combining software and hardware aspects. Furthermore, the present invention may take the form of a computer program product embodied on one or more computer-usable storage media (including, but not limited to, disk storage, CD-ROM, optical storage, and the like) having computer-usable program code embodied therein.
It should be noted that the terms "comprises" and "comprising," and any variations thereof, in the description and claims of the present invention and the above-described drawings, are intended to cover a non-exclusive inclusion, such that a process, method, system, article, or apparatus that comprises a list of steps or elements is not necessarily limited to those steps or elements expressly listed, but may include other steps or elements not expressly listed or inherent to such process, method, article, or apparatus.
It should be noted that the embodiments and features of the embodiments may be combined with each other without conflict. The present invention will be described in detail below with reference to the embodiments with reference to the attached drawings.
The invention realizes the access of single codes and chain codes based on the 5 tables through the preset basic market receiving configuration information table, the transaction variety receiving configuration table, the chain code analysis rule table, the template information table and the template group information table.
Fig. 7 is a basic market receiving configuration information table according to an embodiment of the present invention, and as shown in fig. 7, the basic market receiving configuration information table according to the embodiment of the present invention includes the following fields: the first class classification is short, the first class classification service code, the receiving configuration inquiry statement, the transaction variety receiving configuration table and the transaction variety quotation table.
The first-class classification is abbreviated as: the market information is classified into major categories such as basic exchange rate, basic interest rate, commodity futures, interest rate interchange, option fluctuation rate, bonds and the like according to specific contents, wherein each major category is a primary category; the bond can also be divided into two classes, namely, the bond is divided into two primary classes, namely a home currency bond and an external currency bond; the primary classification has uniqueness.
First class classification service code: english code recognized in the program.
Receiving a configuration query statement: and storing sql sentences for receiving the configuration table from the transaction varieties to inquire data items.
Transaction variety receiving configuration table: and defining the database table name of each secondary classification under the primary classification of the market information.
Trade variety quotation table: and defining the database table name of the specific quotation information of the market information primary classification.
Fig. 8 is a transaction item receiving configuration table according to an embodiment of the present invention, and as shown in fig. 8, the transaction item receiving configuration table according to an embodiment of the present invention includes the following fields: the method comprises the following steps of two-level classification short, an external code identifier type, a received data field, a data source description and a processing rule template group.
The second-level classification is abbreviated as: for the subdivision of the primary classification according to the specific quote category, for example, the interest rate can be subdivided into Shanghai college interest rate, London college interest rate, LPR interest rate, the reference interest rate of the deposit at the central bank, and the like.
External code identifier: the market data publisher defines a quote release code, the secondary category + external code identifier being unique.
External code identifier type: the external code identifier is defined as either a single code or a chained code.
Receiving a data field: a list of data fields extracted from a single offer total message provided by an external market data publisher, the data fields being separated by commas.
Data source description: the source of the external code is defined, such as road, Penbo, gold intersection, etc.
Processing a regular template set: a set of templates is defined for processing a particular data item in the code.
Fig. 9 is a chained code parsing rule table according to an embodiment of the present invention, and as shown in fig. 9, the chained code parsing rule table according to the embodiment of the present invention includes the following fields: a chained code identifier, a start process sequence number, an end process sequence number, and a chained code template sequence number.
Chain code identifier: the market data publisher defined quotation release code is a chain code and has uniqueness.
Initial processing number: and the serial number of the initial data item which needs to be subjected to rule analysis in the chained code message.
Termination processing sequence number: and the serial number of the termination data item which needs to be subjected to rule analysis in the chained code message.
Serial number of chained code template: and carrying out rule analysis on the chained code to obtain a template serial number.
Fig. 10 is a template information table according to an embodiment of the present invention, and as shown in fig. 10, the template information table according to the embodiment of the present invention includes the following fields: template serial number, template name, template type, plug-in name, and plug-in path.
Template number: a unique identifier of the template.
Template name: a brief description of the template.
Template type: defining the template as a data item processing template or a chain code rule analysis template.
Plug-in name: and defining the specific program name corresponding to the template.
Plug-in path: and defining the path address of the specific program corresponding to the template.
Fig. 11 is a template set information table according to an embodiment of the present invention, and as shown in fig. 11, the template set information table according to the embodiment of the present invention includes the following fields: a template group number, a template number, and a process data item.
Template group number: a set of specially tailored templates that need to be used for the external access code is defined.
Template number: a template defined in the template information table.
Processing data items: the table field names to be processed using the template may be plural, and separated by commas.
The invention defines an access rule of market data codes in a mode of primary classification, secondary classification, market data codes and data processing templates:
the same market data code can be configured under different first-level classification and second-level classification, and is accessed into different data fields to adapt to different data processing module groups;
a data processing template corresponds to one or more data items to form a data processing unit, and the one or more data processing units form a data processing template group;
one data item may correspond to a plurality of data processing templates, which are processed in sequence by the plurality of data processing templates.
Before executing the market data access method of the following embodiments, the present invention loads the basic market receiving configuration information table, the transaction item receiving configuration table, the chained code analysis rule table, the template information table, and the template group information table. And traversing and reading the information in the transaction variety receiving configuration table, and initiating market data subscription to the data source according to the external code identifier in the table.
Fig. 1 is a first flowchart of a market data access method according to an embodiment of the present invention, where an implementation subject may be a market data access system, and as shown in fig. 1, the market data access method according to the embodiment includes steps S101 to S103.
Step S101, market data messages pushed by a data source are received, wherein market data are subscribed to the data source according to an external code identifier in a preset transaction variety receiving configuration table in advance.
Step S102 is to determine an external code identifier type corresponding to the external code identifier in the market data message, based on the external code identifier type corresponding to each external code identifier described in the transaction item reception configuration table.
In an embodiment of the invention, the external code identifier types include: chained codes and single codes, i.e. external code identifiers, include: a chained code identifier and a single code identifier.
Step S103, if the external code identifier in the market data message is a chained code identifier, acquiring a field processing rule corresponding to the chained code identifier from a preset chained code analysis rule table, reading a target field from the market data message according to the field processing rule, and initiating a subscription to the data source by taking the target field as a single code.
In the embodiment of the present invention, the field processing rule includes: and reading a target field from the market data message according to the initial processing sequence number and the termination processing sequence number.
In an embodiment of the present invention, after the step S103, the method further includes:
and determining a chain code template serial number corresponding to the chain code identifier from the chain code analysis rule table, and storing the chain code identifier and the chain code template serial number in a memory in a correlation manner.
In the embodiment of the present invention, the step S101 to the step S103 correspond to the access of the chained code, determine a single code from the chained code, and subscribe all the single codes in the chained code to obtain the market data information corresponding to the chained code. Therefore, the market data access method and the market data access device can realize the access of the chained codes, and are beneficial to improving the efficiency of accessing the market data provided by the supplier.
Fig. 2 is a second flowchart of the market data access method according to the embodiment of the present invention, and the implementation subject may be a market data access system, as shown in fig. 2, the market data access method according to the embodiment further includes steps S201 to S204.
Step S201, if the external code identifier in the market data message is a single code identifier and the affiliated chained code field in the market data message is not empty, acquiring the chained code identifier recorded in the affiliated chained code field.
In the embodiment of the invention, the external code identifier in the market data message is a single code identifier, and the affiliated chain code field in the market data message is not empty, which indicates that the market data message contains a single code belonging to a certain chain code.
Step S202, determining the serial number of the chain code template corresponding to the chain code identifier recorded in the field of the chain code to which the chain code belongs.
In this step, the serial number of the chained code template corresponding to the chained code identifier may be determined according to a preset chained code parsing rule table.
Step S203, finding out the plug-in information corresponding to the serial number of the chained code template from a preset template information table.
In an embodiment of the present invention, the plug-in information includes: a plug-in name and a plug-in path.
And step S204, calling the plug-in corresponding to the plug-in information to process the market data message to obtain the market data information.
In an embodiment of the present invention, after the step S204, the method further includes:
and searching a corresponding trading variety quotation table in a preset basic market receiving configuration information table according to the first-class classification abbreviation defined in the trading variety receiving configuration table, and writing the market data information into the trading variety quotation table.
In the embodiment of the present invention, steps S201 to S204 correspond to processing market data of a single code belonging to a certain chained code.
Fig. 3 is a third flowchart of the market data access method according to the embodiment of the present invention, where the implementation subject may be a market data access system, and as shown in fig. 3, the market data access method according to the embodiment further includes steps S301 to S305.
Step S301, if the external code identifier in the market data message is a single code identifier and the affiliated chained code field in the market data message is empty, determining a received data field and a processing rule template group number corresponding to the single code identifier from the transaction type receiving configuration table.
In the embodiment of the invention, the external code identifier in the market data message is a single code identifier, and the field of the chained code in the market data message is empty, which indicates that the market data message contains an independent single code, i.e. a single code not belonging to a certain chained code.
Step S302, reading a target message field from the market data message according to the received data field.
Step S303, finding out the data item to be processed and the processing template serial number corresponding to the processing rule template serial number from a preset template group information table.
And step S304, obtaining the plug-in information corresponding to the processing template serial number from a preset template information table.
Step S305, calling a plug-in corresponding to the plug-in information to process the data item to be processed in the target message field, so as to obtain market data information.
In an embodiment of the present invention, after the step S305, the method further includes:
and searching a corresponding trading variety quotation table in a preset basic market receiving configuration information table according to the first-class classification abbreviation defined in the trading variety receiving configuration table, and writing the market data information into the trading variety quotation table.
In the embodiment of the present invention, steps S301 to S305 process market data for a single code that does not belong to a certain chain code.
It can be seen from the above embodiments that the market data access method of the present invention has at least the following beneficial effects:
1. converting a larger part of development work of the newly added access market code into parameter configuration work;
2. the rule processing program is inserted, the reusability of the program code is increased, and the repeated development cost and the subsequent maintenance cost are reduced;
3. the flexibility and the convenience of the system for accessing market data are improved;
and 4, the cost and the maintenance risk of maintaining the external access code by a service person are reduced.
It should be noted that the steps illustrated in the flowcharts of the figures may be performed in a computer system such as a set of computer-executable instructions and that, although a logical order is illustrated in the flowcharts, in some cases, the steps illustrated or described may be performed in an order different than presented herein.
Based on the same inventive concept, the embodiment of the present invention further provides a market data access apparatus, which can be used to implement the market data access method described in the above embodiment, as described in the following embodiments. As the principle of solving the problem of the market data access apparatus is similar to that of the market data access method, the embodiments of the market data access apparatus can be referred to the embodiments of the market data access method, and repeated details are not repeated. As used hereinafter, the term "unit" or "module" may be a combination of software and/or hardware that implements a predetermined function. Although the means described in the embodiments below are preferably implemented in software, an implementation in hardware, or a combination of software and hardware is also possible and contemplated.
Fig. 4 is a first structural block diagram of a market data access apparatus according to an embodiment of the present invention, and as shown in fig. 4, the market data access apparatus according to the embodiment of the present invention includes:
the market data message receiving unit 1 is used for receiving a market data message pushed by a data source, wherein market data are subscribed to the data source in advance according to an external code identifier in a preset transaction variety receiving configuration table;
an external code identifier type determining unit 2, configured to determine, according to an external code identifier type corresponding to each external code identifier described in the transaction item reception configuration table, an external code identifier type corresponding to an external code identifier in the market data packet;
and the single code subscription unit 3 is configured to, if the external code identifier in the market data message is a chained code identifier, obtain a field processing rule corresponding to the chained code identifier from a preset chained code parsing rule table, read a target field from the market data message according to the field processing rule, and initiate subscription to the data source with the target field as a single code.
In one embodiment of the present invention, the market data access apparatus of the present invention further comprises: and the association unit is used for determining the serial number of the chain code template corresponding to the chain code identifier from the chain code analysis rule table, and storing the chain code identifier and the serial number of the chain code template in an associated manner in a memory.
Fig. 5 is a second structural block diagram of a market data access apparatus according to an embodiment of the present invention, and as shown in fig. 5, the market data access apparatus according to the embodiment of the present invention further includes:
a chained code identifier obtaining unit 4, configured to obtain a chained code identifier described in a affiliated chained code field if an external code identifier in the market data message is a single code identifier and the affiliated chained code field in the market data message is not empty;
a chain code template serial number determination unit 5, configured to determine a chain code template serial number corresponding to a chain code identifier recorded in the belonging chain code field;
the first plug-in information acquisition unit 6 is configured to find out plug-in information corresponding to the serial number of the chained code template from a preset template information table;
and the first processing unit 7 is configured to call a plug-in corresponding to the plug-in information to process the market data packet, so as to obtain market data information.
In one embodiment of the present invention, the market data access apparatus of the present invention further comprises: and the first transaction variety quotation table writing unit is used for searching the corresponding transaction variety quotation table in a preset basic market receiving configuration information table according to the first-class classification abbreviation defined in the transaction variety receiving configuration table, and writing the market data information obtained by the first processing unit 7 into the transaction variety quotation table.
Fig. 6 is a third structural block diagram of a market data access apparatus according to an embodiment of the present invention, and as shown in fig. 6, the market data access apparatus according to the embodiment of the present invention further includes:
a trading item receiving configuration table query unit 8, configured to determine, if an external code identifier in the market data message is a single code identifier and an affiliated chained code field in the market data message is empty, a receiving data field and a processing rule template group number corresponding to the single code identifier from the trading item receiving configuration table;
a target message field reading unit 9, configured to read a target message field from the market data message according to the received data field;
a template group information table query unit 10, configured to find out, from a preset template group information table, a data item to be processed and a processing template serial number corresponding to the processing rule template group serial number;
a second plug-in information obtaining unit 11, configured to obtain plug-in information corresponding to the processing template serial number from a preset template information table;
and the second processing unit 12 is configured to invoke a plug-in corresponding to the plug-in information to process the data item to be processed in the target packet field, so as to obtain market data information.
In one embodiment of the present invention, the market data access apparatus of the present invention further comprises: and a second transaction item quotation table writing unit, configured to search the corresponding transaction item quotation table in a preset basic market receiving configuration information table according to the first-class classification abbreviation defined in the transaction item receiving configuration table, and write the market data information obtained by the second processing unit 12 into the transaction item quotation table.
In one embodiment of the present invention, the market data access apparatus of the present invention further comprises: and the data table loading unit is used for loading the basic market receiving configuration information table, the transaction variety receiving configuration table, the chain code analysis rule table, the template information table and the template group information table. The data table loading unit is also used for traversing and reading the information in the transaction variety receiving configuration table and initiating market data subscription to the data source according to the external code identifier in the table.
To achieve the above object, according to another aspect of the present application, there is also provided a computer apparatus. As shown in fig. 12, the computer device comprises a memory, a processor, a communication interface and a communication bus, wherein a computer program that can be run on the processor is stored in the memory, and the steps of the method of the embodiment are realized when the processor executes the computer program.
The processor may be a Central Processing Unit (CPU). The Processor may also be other general purpose processors, Digital Signal Processors (DSPs), Application Specific Integrated Circuits (ASICs), Field Programmable Gate Arrays (FPGAs) or other Programmable logic devices, discrete Gate or transistor logic devices, discrete hardware components, or a combination thereof.
The memory, which is a non-transitory computer readable storage medium, may be used to store non-transitory software programs, non-transitory computer executable programs, and units, such as the corresponding program units in the above-described method embodiments of the present invention. The processor executes various functional applications of the processor and the processing of the work data by executing the non-transitory software programs, instructions and modules stored in the memory, that is, the method in the above method embodiment is realized.
The memory may include a storage program area and a storage data area, wherein the storage program area may store an operating system, an application program required for at least one function; the storage data area may store data created by the processor, and the like. Further, the memory may include high speed random access memory, and may also include non-transitory memory, such as at least one disk storage device, flash memory device, or other non-transitory solid state storage device. In some embodiments, the memory optionally includes memory located remotely from the processor, and such remote memory may be coupled to the processor via a network. Examples of such networks include, but are not limited to, the internet, intranets, local area networks, mobile communication networks, and combinations thereof.
The one or more units are stored in the memory and when executed by the processor perform the method of the above embodiments.
The specific details of the computer device may be understood by referring to the corresponding related descriptions and effects in the above embodiments, and are not described herein again.
In order to achieve the above object, according to another aspect of the present application, there is also provided a computer-readable storage medium storing a computer program which, when executed in a computer processor, implements the steps in the above market data access method. It will be understood by those skilled in the art that all or part of the processes of the methods of the embodiments described above can be implemented by a computer program, which can be stored in a computer-readable storage medium, and when executed, can include the processes of the embodiments of the methods described above. The storage medium may be a magnetic Disk, an optical Disk, a Read-Only Memory (ROM), a Random Access Memory (RAM), a Flash Memory (Flash Memory), a Hard Disk (Hard Disk Drive, abbreviated as HDD) or a Solid State Drive (SSD), etc.; the storage medium may also comprise a combination of memories of the kind described above.
It will be apparent to those skilled in the art that the modules or steps of the present invention described above may be implemented by a general purpose computing device, they may be centralized on a single computing device or distributed across a network of multiple computing devices, and they may alternatively be implemented by program code executable by a computing device, such that they may be stored in a storage device and executed by a computing device, or fabricated separately as individual integrated circuit modules, or fabricated as a single integrated circuit module from multiple modules or steps. Thus, the present invention is not limited to any specific combination of hardware and software.
The above description is only a preferred embodiment of the present invention and is not intended to limit the present invention, and various modifications and changes may be made by those skilled in the art. Any modification, equivalent replacement, or improvement made within the spirit and principle of the present invention should be included in the protection scope of the present invention.
Claims (12)
1. A market data access method, comprising:
receiving a market data message pushed by a data source, wherein market data are subscribed to the data source in advance according to an external code identifier in a preset transaction variety receiving configuration table;
determining the external code identifier type corresponding to the external code identifier in the market data message according to the external code identifier type corresponding to each external code identifier recorded in the transaction variety receiving configuration table;
if the external code identifier in the market data message is a chained code identifier, acquiring a field processing rule corresponding to the chained code identifier from a preset chained code analysis rule table, reading a target field from the market data message according to the field processing rule, and initiating subscription to the data source by taking the target field as a single code.
2. The market data access method of claim 1, further comprising:
if the external code identifier in the market data message is a single code identifier and the affiliated chained code field in the market data message is not empty, acquiring the chained code identifier recorded in the affiliated chained code field;
determining a chain code template sequence number corresponding to a chain code identifier recorded in the chain code field to which the chain code belongs;
finding out plug-in information corresponding to the serial number of the chained code template from a preset template information table;
and calling the plug-in corresponding to the plug-in information to process the market data message to obtain the market data information.
3. The market data access method of claim 2, further comprising:
and searching a corresponding trading variety quotation table in a preset basic market receiving configuration information table according to the first-class classification abbreviation defined in the trading variety receiving configuration table, and writing the market data information into the trading variety quotation table.
4. The market data access method of claim 1, further comprising:
if the external code identifier in the market data message is a single code identifier and the chain code field of the market data message is empty, determining a receiving data field and a processing rule template group number corresponding to the single code identifier from the transaction variety receiving configuration table;
reading a target message field from the market data message according to the received data field;
searching the data item to be processed and the processing template serial number corresponding to the processing rule template group serial number from a preset template group information table;
obtaining plug-in information corresponding to the processing template serial number from a preset template information table;
and calling a plug-in corresponding to the plug-in information to process the data item needing to be processed in the target message field to obtain market data information.
5. The market data access method of claim 4, further comprising:
and searching a corresponding trading variety quotation table in a preset basic market receiving configuration information table according to the first-class classification abbreviation defined in the trading variety receiving configuration table, and writing the market data information into the trading variety quotation table.
6. The market data access method of claim 1, further comprising:
and determining a chain code template serial number corresponding to the chain code identifier from the chain code analysis rule table, and storing the chain code identifier and the chain code template serial number in a memory in a correlation manner.
7. The market data access method according to claim 1, further comprising, before receiving the market data packet pushed by the data source:
and loading a basic market receiving configuration information table, a transaction variety receiving configuration table, a chain code analysis rule table, a template information table and a template group information table.
8. A market data access apparatus, comprising:
the market data message receiving unit is used for receiving a market data message pushed by a data source, wherein market data are subscribed to the data source in advance according to an external code identifier in a preset transaction variety receiving configuration table;
an external code identifier type determining unit, configured to determine, according to an external code identifier type corresponding to each external code identifier described in the transaction item reception configuration table, an external code identifier type corresponding to an external code identifier in the market data packet;
and the single code subscription unit is used for acquiring a field processing rule corresponding to the chained code identifier from a preset chained code analysis rule table if the external code identifier in the market data message is the chained code identifier, reading a target field from the market data message according to the field processing rule, and initiating subscription to the data source by taking the target field as a single code.
9. The market data access apparatus of claim 8, further comprising:
a chained code identifier obtaining unit, configured to obtain a chained code identifier described in a affiliated chained code field if an external code identifier in the market data message is a single code identifier and the affiliated chained code field in the market data message is not empty;
a chain code template serial number determining unit, configured to determine a chain code template serial number corresponding to a chain code identifier recorded in the chain code field to which the chain code template belongs;
the first plug-in information acquisition unit is used for searching plug-in information corresponding to the serial number of the chained code template from a preset template information table;
and the first processing unit is used for calling the plug-in corresponding to the plug-in information to process the market data message to obtain the market data information.
10. The market data access apparatus of claim 8, further comprising:
a trading item receiving configuration table query unit, configured to determine, if an external code identifier in the market data message is a single code identifier and an affiliated chained code field in the market data message is empty, a receiving data field and a processing rule template group number corresponding to the single code identifier from the trading item receiving configuration table;
a target message field reading unit, configured to read a target message field from the market data message according to the received data field;
the template group information table query unit is used for searching the data items to be processed and the processing template serial numbers corresponding to the processing rule template group serial numbers from a preset template group information table;
the second plug-in information acquisition unit is used for acquiring plug-in information corresponding to the processing template serial number from a preset template information table;
and the second processing unit is used for calling a plug-in corresponding to the plug-in information to process the data item to be processed in the target message field to obtain market data information.
11. A computer device comprising a memory, a processor and a computer program stored on the memory and executable on the processor, characterized in that the processor implements the method of any of claims 1 to 7 when executing the computer program.
12. A computer-readable storage medium, in which a computer program is stored which, when executed in a computer processor, implements the method of any one of claims 1 to 7.
Priority Applications (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN202011015064.0A CN112148782B (en) | 2020-09-24 | 2020-09-24 | Market data access method and device |
Applications Claiming Priority (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN202011015064.0A CN112148782B (en) | 2020-09-24 | 2020-09-24 | Market data access method and device |
Publications (2)
| Publication Number | Publication Date |
|---|---|
| CN112148782A true CN112148782A (en) | 2020-12-29 |
| CN112148782B CN112148782B (en) | 2023-01-20 |
Family
ID=73896583
Family Applications (1)
| Application Number | Title | Priority Date | Filing Date |
|---|---|---|---|
| CN202011015064.0A Active CN112148782B (en) | 2020-09-24 | 2020-09-24 | Market data access method and device |
Country Status (1)
| Country | Link |
|---|---|
| CN (1) | CN112148782B (en) |
Citations (12)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| WO2007038924A1 (en) * | 2005-10-03 | 2007-04-12 | Noergaard Ole | Method for establishing an access code indicator |
| WO2011131097A1 (en) * | 2010-04-20 | 2011-10-27 | 中兴通讯股份有限公司 | Data message processing method, system and access service node |
| US20130115911A1 (en) * | 2011-11-06 | 2013-05-09 | Verizon Patent And Licensing Inc. | Systems and methods for facilitating instant commerce by way of a data path |
| CN103380438A (en) * | 2011-02-21 | 2013-10-30 | 索莫亚私人有限公司 | A market access system and method |
| CN105843966A (en) * | 2016-04-22 | 2016-08-10 | 中国银联股份有限公司 | Data processing system and method |
| US20160300302A1 (en) * | 2015-04-07 | 2016-10-13 | Trading Technologies International, Inc. | Distribution of market data updates in an electronic trading system |
| CN107276992A (en) * | 2017-05-26 | 2017-10-20 | 亿海蓝（北京）数据技术股份公司 | A kind of method and system of multi-data source access |
| CN107948194A (en) * | 2017-12-22 | 2018-04-20 | 北京农业信息技术研究中心 | A kind of data cut-in method and system |
| CN108229799A (en) * | 2017-12-20 | 2018-06-29 | 江苏瑞中数据股份有限公司 | A kind of multi-source heterogeneous operation of power networks real-time data imputing system system and method |
| CN110019240A (en) * | 2017-12-29 | 2019-07-16 | 中国移动通信集团北京有限公司 | A kind of service data interaction method, apparatus and system |
| CN110490671A (en) * | 2019-08-28 | 2019-11-22 | 中国银行股份有限公司 | Quantify test method, system and the device of quotation strategy model |
| CN110619580A (en) * | 2019-09-06 | 2019-12-27 | 北京神州同道智能信息技术有限公司 | Whole-market multi-variety fund financing management system based on intelligent data processing platform |
-
2020
- 2020-09-24 CN CN202011015064.0A patent/CN112148782B/en active Active
Patent Citations (12)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| WO2007038924A1 (en) * | 2005-10-03 | 2007-04-12 | Noergaard Ole | Method for establishing an access code indicator |
| WO2011131097A1 (en) * | 2010-04-20 | 2011-10-27 | 中兴通讯股份有限公司 | Data message processing method, system and access service node |
| CN103380438A (en) * | 2011-02-21 | 2013-10-30 | 索莫亚私人有限公司 | A market access system and method |
| US20130115911A1 (en) * | 2011-11-06 | 2013-05-09 | Verizon Patent And Licensing Inc. | Systems and methods for facilitating instant commerce by way of a data path |
| US20160300302A1 (en) * | 2015-04-07 | 2016-10-13 | Trading Technologies International, Inc. | Distribution of market data updates in an electronic trading system |
| CN105843966A (en) * | 2016-04-22 | 2016-08-10 | 中国银联股份有限公司 | Data processing system and method |
| CN107276992A (en) * | 2017-05-26 | 2017-10-20 | 亿海蓝（北京）数据技术股份公司 | A kind of method and system of multi-data source access |
| CN108229799A (en) * | 2017-12-20 | 2018-06-29 | 江苏瑞中数据股份有限公司 | A kind of multi-source heterogeneous operation of power networks real-time data imputing system system and method |
| CN107948194A (en) * | 2017-12-22 | 2018-04-20 | 北京农业信息技术研究中心 | A kind of data cut-in method and system |
| CN110019240A (en) * | 2017-12-29 | 2019-07-16 | 中国移动通信集团北京有限公司 | A kind of service data interaction method, apparatus and system |
| CN110490671A (en) * | 2019-08-28 | 2019-11-22 | 中国银行股份有限公司 | Quantify test method, system and the device of quotation strategy model |
| CN110619580A (en) * | 2019-09-06 | 2019-12-27 | 北京神州同道智能信息技术有限公司 | Whole-market multi-variety fund financing management system based on intelligent data processing platform |
Non-Patent Citations (4)
| Title |
|---|
| MEVLUT AYTAC: "A COMPLETE, AUTOMATED AND SCALABLE FRAMEWORK FOR SCIENCE AND ENGINEERING", 《THE UNIVERSITY OF TEXAS AT SAN ANTONIO PROQUEST DISSERTATIONS PUBLISHING》 * |
| 杜刚: "商业银行海量历史数据集成存储与访问控制系统设计与实现", 《中国优秀硕士学位论文全文库》 * |
| 犹锋等: "多源异构电网运行时标量测数据接入方案设计", 《计算机测量与控制》 * |
| 马闯等: "基于大数据技术的分布式光伏服务管理平台研究与设计", 《通信电源技术》 * |
Also Published As
| Publication number | Publication date |
|---|---|
| CN112148782B (en) | 2023-01-20 |
Similar Documents
| Publication | Publication Date | Title |
|---|---|---|
| CN107515878B (en) | Data index management method and device | |
| US20210049711A1 (en) | Method of automatically transmitting data information and device of automatically transmitting data information | |
| CN110673839B (en) | Distributed tool configuration construction generation method and system | |
| CN111124476A (en) | Business rule configuration and creation method and device | |
| CN113704243A (en) | Data analysis method, data analysis device, computer device, and storage medium | |
| CN104516921A (en) | Automatic response method and device | |
| CN111400392A (en) | Multi-source heterogeneous data processing method and device | |
| CN111400288A (en) | Data quality inspection method and system | |
| CN112015806A (en) | Method and device for storing data by block chain | |
| CN114297204A (en) | Data storage and retrieval method and device for heterogeneous data source | |
| CN101963993B (en) | Method for fast searching database sheet table record | |
| CN110704423A (en) | Excitation information acquisition method and device, storage medium and electronic equipment | |
| CN112148782B (en) | Market data access method and device | |
| CN112463814A (en) | Data query method and device | |
| CN110019357B (en) | Database query script generation method and device | |
| US9081578B1 (en) | System and method for graph conditioning with non-overlapping orderable values for efficient graph evaluation | |
| CN113239039B (en) | Dynamic data storage method, query method, management method and management system | |
| CN111159213A (en) | Data query method, device, system and storage medium | |
| CN115033590A (en) | Multi-domain data fusion method, device and storage medium | |
| CN110765100B (en) | Label generation method and device, computer readable storage medium and server | |
| CN112488557A (en) | Automatic calculation method, device and terminal based on grading standard objective scores | |
| CN111008220A (en) | Dynamic identification method and device of data source, storage medium and electronic device | |
| CN116109114B (en) | Normalized government service data processing method and system | |
| CN117033412A (en) | Method, device, equipment and storage medium for inquiring offline data in real time | |
| CN117539981A (en) | Method, equipment and medium for constructing theme data set |
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 | ||
| PE01 | Entry into force of the registration of the contract for pledge of patent right |
Denomination of invention: Market data access methods and devices Effective date of registration: 20230907 Granted publication date: 20230120 Pledgee: China Construction Bank Corporation Shanghai Pudong Branch Pledgor: Jianxin Financial Science and Technology Co.,Ltd. Registration number: Y2023310000528 |
|
| PE01 | Entry into force of the registration of the contract for pledge of patent right |