Real-time algorithm transaction bus system in securities algorithm transaction process

Abstract

The invention discloses a real-time algorithm transaction bus system in a securities algorithm transaction process. The system comprises a securities algorithm transaction data processing interface module and a securities transaction data algorithm bus module, and the securities algorithm transaction data processing interface module is in communication connection with the securities transaction data algorithm bus module. The invention has a normative and stable algorithm investment transaction interface and rich algorithm investment transaction functions, can quickly and stably butt and expandmore three-party algorithms, can comprehensively meet transaction execution requirements of most institution customers, can help institutions and high-end personal investors to remarkably reduce impact cost, reduces occurrence of abnormal transactions, and can help brokers to quickly build their own investment transaction systems; the invention can be connected with Shenzhen and Shanghai real-time quotations or lightweight quotations, can be quickly accessed to broker counter systems, and solves the problems that it is difficult to form a technical barrier capable of adapting to multiple environments and deployment is not flexible enough under the technical barriers of existing domestic investment transaction system suppliers.

Description

technical field [0001] The present invention relates to the field of securities algorithmic trading, more specifically, to a real-time algorithmic trading bus system and method in the process of securities algorithmic trading. Background technique [0002] Originated in the European and American securities markets in the 1990s, with the rapid development of computer technology and the substantial reduction of overall computer costs, algorithmic trading (Algorithmic Trading) is a transaction that determines the timing, price and quantity of transaction execution through computer programming. The method of implementation is gaining popularity rapidly. It can not only help traders avoid mistakes caused by irrational factors, but also place precise orders based on historical data and real-time market conditions, automatically judge the best trading opportunities and points, split large orders into small orders, and reduce impact costs , greatly improve the efficiency of transac...

AI Technical Summary

Problems solved by technology

Due to the late start of the domestic financial market and relatively backward trading technology, investment trading systems and algorithmic trading in overseas markets cannot adapt to the domestic securities market

Moreover, under the technical barriers of various domestic investment and trading system suppliers, it is difficult to form a real-time algorithmic bus system that can adapt to multiple environments, flexibly deploy, support different brokerages and different algorithms, and provide a stable and comprehensive trading interface

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