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Processing method of financial quotation data

A processing method and technology of market prices, applied in the field of financial market data processing, can solve problems such as slow reading of financial market data, achieve the effects of saving hard disk resources, improving transmission efficiency, and improving investment performance

Inactive Publication Date: 2018-03-02
ZHONGAN INFORMATION TECH SERVICES CO LTD
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  • Claims
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AI Technical Summary

Problems solved by technology

Therefore, at least for the above reasons, the use of traditional databases will lead to slow reading of financial market data, so it may be able to meet the needs when obtaining minute-level or lower-level data, but if at the high-frequency level (for example, 500ms Data by data (tick data)), obviously can not meet the demand

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  • Processing method of financial quotation data
  • Processing method of financial quotation data

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Embodiment Construction

[0012] The financial market data processing method, device, storage medium, and computer equipment provided by the present invention store the financial market data into binary files, so the occupied storage space is small, the network transmission is fast, and the memory and hard disk are used to store data files, avoiding the use of The inefficiency caused by the database can provide users with efficient market services.

[0013] The technical solution in the embodiment of the present invention will be clearly and completely described below in conjunction with the accompanying drawings of an embodiment of the present invention. The described embodiments are only some, not all, embodiments of the present invention. Based on the embodiments of the present invention, all other embodiments obtained by persons of ordinary skill in the art without making creative efforts belong to the protection scope of the present invention.

[0014] first reference figure 1 , figure 1 It is ...

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Abstract

The invention discloses a processing method of financial quotation data. The method includes: acquiring the financial quotation piece-by-piece data from one or more data sources; carrying out extraction and parsing on the financial quotation piece-by-piece data to obtain one or more data fields; converting the one or more data fields according to a defined data format; obtaining financial quotation data according to converted financial quotation piece-by-piece data, and storing the same in storage equipment, wherein the step includes using the converted financial quotation piece-by-piece dataas the financial quotation data to directly store the same in the storage equipment, and / or synthesizing multiple pieces of converted financial quotation piece-by-piece date, which are acquired in a predetermined time interval, into interval data, and storing the same in the storage equipment; and sending the financial quotation data to a user.

Description

technical field [0001] The present invention relates to the technical field of financial market data processing, in particular to a method and device for processing financial market data. Background technique [0002] In the financial field, there are various types of financial market data, such as stocks, futures, funds, precious metals, foreign exchange and so on. Changes in financial market data can reflect market changes in a certain field, and are also the basis for user transactions. For quantitative transactions, the reading and analysis of real-time and historical financial market data can help users develop, manage, maintain or modify trading strategies, so as to make correct buying and selling decisions. [0003] Traditionally, financial market data is stored in a third-party database, and users can read it from the database when needed. The database is usually a relational database such as mysql or an in-memory database represented by redis. These databases are...

Claims

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Application Information

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IPC IPC(8): G06F17/30G06Q40/00
CPCG06F16/22G06F16/254G06F16/258G06Q40/00
Inventor 吴典
Owner ZHONGAN INFORMATION TECH SERVICES CO LTD
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