Security data parallel processing system and method

Abstract

The invention discloses a security data parallel processing system and a method thereof. The security data parallel processing system comprises a format conversion module, a basic processing module, aplate index calculation module and a market access module which are connected in sequence, wherein the format conversion module is used for connecting market information source data, decoding the market information source data and converting the market information source data into market information data with a unified format; the basic processing module is used for reading the market data outputby the format conversion module, splitting the market data according to a security code interval range, processing the market data of the security in a specified interval range, and adding a unique identifier to the market data of the same security to form intermediate data; the plate index calculation module is connected with the basic processing module and is used for reading the intermediate data output by the basic processing module and calculating specified indexes to generate final data; and the market access module is connected with the plate index calculation module and is used for reading final data output by the plate index calculation module and feeding back the final data to an external request port. The security data parallel processing system can improve the concurrency, reduce the packet loss rate, and support the expansion of service management.

Description

technical field

[0001] The invention belongs to the technical field of data management, and in particular relates to a securities data parallel processing system and a securities data parallel processing method based on the system. Background technique

[0002] The securities trading system has the characteristics of massive, diverse, changeable and complex indicators. Some of the most common market indicators include: market quotations, tick data, time-sharing data, minute K-line, day-week-month-year K-line, various financial technical indicators, multi-dimensional sorting, multi-dimensional statistics, etc. These indicators need to be determined by the exchange The market data flow is combined with the time flow for statistical calculation. The working process of the existing securities market system is as follows: step 1, the market metadata is provided by the market snapshots of the Shanghai Stock Exchange, Shenzhen Stock Exchange, and the Stock Exchange, and is sent to...

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