Futures trading position data real-time analytical system based on FPGA (field programmable gate array)

A market and data technology, which is applied in the field of real-time analysis system for futures trading market data, can solve the problem of difficult to meet the needs of real-time update, and achieve the effect of avoiding delay.

Active Publication Date: 2015-11-04
杨涛
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  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

This kind of handicap data update scheme introduces a lot of delays caused by software processing

Method used

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  • Futures trading position data real-time analytical system based on FPGA (field programmable gate array)
  • Futures trading position data real-time analytical system based on FPGA (field programmable gate array)
  • Futures trading position data real-time analytical system based on FPGA (field programmable gate array)

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Embodiment Construction

[0029] In order to make the object, technical solution and advantages of the present invention clearer, the present invention will be further described in detail below in conjunction with the accompanying drawings and embodiments. It should be understood that the specific embodiments described here are only used to explain the present invention, not to limit the present invention. In addition, the technical features involved in the various embodiments of the present invention described below can be combined with each other as long as they do not constitute a conflict with each other.

[0030] The technical scheme of the present invention is: a real-time update scheme of futures trading handicap data based on FPGA and PCIExpress, the scheme includes Ethernet data packet analysis, market data analysis, handicap data update and data interaction four parts. It is characterized in that: the Ethernet data packet analysis part uses FPGA hardware interface technology to obtain transac...

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Abstract

The invention discloses a futures trading position data real-time updating system based on FPGA (field programmable gate array) and a PCIExpress interface and belongs to the field of finance communication. In the prior art, the technology of updating the position by way of using pure software causes a lot of delay and is hard to satisfy the demand for real-time update. The system disclosed by the invention comprises four portions: Ethernet data packet analysis, market data analysis, position data update and data interaction, is an integrated system integrating hardware and software, and realizes efficient and stable analysis of massive data packets of an exchange, thereby providing a high-speed and high-performance transaction quote data acquisition method for high-frequency trading of futures.

Description

technical field [0001] The invention belongs to the field of financial communication, and more specifically relates to a real-time analysis system for futures trading handicap data based on FPGA (Field Programmable Gate Array). Background technique [0002] High-frequency trading refers to computer-programmed trading that seeks to profit from extremely short-lived market changes that humans cannot take advantage of manually. At present, high-frequency trading accounts for 50% of the financial market trading volume in the United States, 40% in Europe, and 30% in Japan, while domestic high-frequency trading accounts for less than 10% of the futures market trading volume. With the rapid development of my country's financial market, high-frequency trading will have a lot of room for development in my country. [0003] The exchange uses Multicast UDP multicast technology to send market data sequentially. Real-time market data is driven by events. An event is any change in the ma...

Claims

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Application Information

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IPC IPC(8): G06Q40/04
Inventor 杨涛
Owner 杨涛
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