Market data sending algorithm

Abstract

The invention discloses a market data sending algorithm. The algorithm comprises the steps that 1, a share transfer front-end processor sends market data to a server; 2, the server calculates a timeout record number which can be put in at a time according to a scanning time interval set by the system and an existing bandwidth; 3, the server scans the market data according to the time interval setby the system, and checks whether the data is updated or not; 4, if the data in the step 3 is updated, all the diff data are put into a sending queue, and then the number N of records are put; 5, if the data in the step 3 is not updated, it is determined that all the sending queues are timeout data; step 6, the server sends the market data in the queue to the user; and step 7, the user receives market information. By calculating the maximum number of each type of market data which can be put into the current bandwidth and the detection time interval, the bandwidth waste is reduced, the diff data can be preferentially sent, and the data transmission time delay is reduced.

Description

technical field [0001] The invention relates to a market data sending algorithm and belongs to the technical field of securities. Background technique [0002] In the securities market, the market data needs to be sent to each user correctly and efficiently, and the priority of the data must be guaranteed to meet the user's needs, and it is expected to reduce the time delay from the market to the user's reception. At present, with the rapid development of the market and the continuous innovation and development of business, the amount of market data will be high. At this time, if the market data is sent to users without increasing the external bandwidth, bandwidth congestion will inevitably occur. The data delay is increased, or some data that needs to be sent to the user first is queued later. [0003] Especially in the current market system, all market data is sent to the user in a single queue, and no priority judgment is made on the data. When the amount of market data ...

AI Technical Summary

Problems solved by technology

At present, with the rapid development of the market and the continuous innovation and development of business, the amount of market data will be high. At this time, if the market data is sent to users without increasing the external bandwidth, bandwidth congestion will inevitably occur. The data delay increases, or some data that needs to be sent to the user first is queued behind, etc.

[0003] Especially in the current market system, all market data is sent to the user in a single queue, and no priority judgment is made on the data. When the amount of market data is relatively large, the diff (increment) has a high probability of being ranked in a round of market data sent later, the diff (increment) cannot be sent first

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