Market data updating method and device, terminal equipment and storage medium

A data update and data technology, applied in the financial field, can solve the problems of long update cycle of market data

Pending Publication Date: 2020-11-27
CHINA MERCHANTS SECURITIES CO LTD
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0004] In view of this, the embodiment of the present application provides a market data update method, device, terminal equipment and computer-readable storage medium to solve the problem of too long market data update cycle in the prior art

Method used

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  • Market data updating method and device, terminal equipment and storage medium
  • Market data updating method and device, terminal equipment and storage medium
  • Market data updating method and device, terminal equipment and storage medium

Examples

Experimental program
Comparison scheme
Effect test

Embodiment 2

[0104] This embodiment will introduce and explain the process of updating ten snapshots according to the transaction data.

[0105] Based on the first embodiment above, see figure 2 The schematic block diagram of the ten-level snapshot update process is shown. When the target market data is the ten-level snapshot data, the default update cycle corresponding to the ten-level snapshot data is the first preset update cycle; the above-mentioned default update according to the target market data Periodic and tick-by-tick transaction data, the specific process of updating target market data may include the following steps:

[0106] Step S201, using the transaction price and transaction volume of the transaction data to update the bid and offer prices and bid volumes of the target ten snapshots, and updating the generation time of the target ten snapshots with the generation time of the transaction data, Get ten snapshots after the update.

[0107] It should be noted that the abov...

Embodiment 3

[0124] This embodiment will introduce and explain the process of updating the entrustment queue according to the transaction data.

[0125] Based on any of the above examples, see Figure 4 The schematic block diagram of the entrusted queue update process shown, when the target market data is entrusted queue data, the default update period corresponding to the entrusted queue data is the second preset update period; the above-mentioned preset update period corresponding to the target market data and The process of updating the target market data for transaction data one by one may specifically include the following steps:

[0126] Step S401 , judging whether the number of order details in the target order queue is less than a preset number. When the entrusted detailed quantity is less than the preset quantity, go to step S402; otherwise, if the entrusted detailed quantity is greater than the preset quantity, return to the step of acquiring market data.

[0127] It should be ...

Embodiment 4

[0144] See Image 6 , which is a schematic block diagram of a device for updating market data provided in an embodiment of the present application, the device may include:

[0145] Obtaining module 61, for obtaining market data;

[0146] The first judging module 62 is used to judge the type of market data;

[0147] The second judging module 63 is used for judging whether the generation time of the tick-by-tick data is later than the generation time of the latest target market data when the market data is tick-by-tick data;

[0148] The update module 64 is used to update the target market data according to the preset update cycle and the transaction data corresponding to the target market data when the generation time of the tick-by-tick data is later than the generation time of the latest target market data. The target market data includes Ten files of snapshot data and / or entrusted queue data, the default update period is less than 3 seconds.

[0149] In a possible impleme...

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Abstract

Embodiments of the invention disclose a market data updating method and device, terminal equipment and a computer-readable storage medium. The method comprises the steps of obtaining market data; judging the type of market data; when the market data is transaction-by-transaction data, judging whether the generation time of the transaction-by-transaction data is later than the generation time of the latest target market data or not; and when the generation time of the transaction-by-transaction data is later than the generation time of the latest target market data, updating the target market data according to a preset updating period corresponding to the target market data and the transaction-by-transaction data, wherein the target market data comprises ten-gear snapshot data and/or delegation queue data, and the preset updating period is less than 3 seconds. According to the embodiment of the invention, the market snapshot data such as ten-gear snapshots or delegation queues are updated by utilizing the transaction-by-transaction data such that the updating period of the market snapshot data is shortened, and the updating frequency of the market snapshot data is improved.

Description

technical field [0001] The present application belongs to the field of financial technology, and in particular relates to a market data updating method, device, terminal equipment and computer-readable storage medium. Background technique [0002] The stock exchange releases market snapshot information according to a certain period of time, and the market service system receives various market data released by the exchange, and then directly forwards them to various applications, and users can learn about real-time market data through various applications. For example, the Level-2 market service system can provide market data such as ten snapshots of securities products, order queues, transaction by transaction, and transaction by transaction. [0003] At present, the market snapshot cycle of the Shanghai and Shenzhen Stock Exchanges is fixed every 3 seconds. The market snapshot data every 3 seconds is barely enough for manual order operations. However, for programmatic tra...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06F16/23G06Q40/04
CPCG06Q40/04G06F16/2358
Inventor 郑继翔张立生陈卓王先平余坚
Owner CHINA MERCHANTS SECURITIES CO LTD
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