Access method, acquisition method, access device and acquisition device for real-time market information

Abstract

The invention provides an access method, an acquisition method, an access device and an acquisition device of real-time market information, and relates to the field of finance, and the access method of the real-time market information comprises the following steps: receiving market information data from a data source in real time, and classifying the market information data according to business types; extracting key field information of the market information data in the corresponding class according to the market information feature of each business type; and combining the key field information of the market information data according to a preset ID generation rule to obtain an ID of the market information data for a market information consumer to subscribe. According to the real-time market access method, unified access of the real-time market is realized by accessing the multi-dimensional real-time market from the heterogeneous data source, standardizing the market data, generating the unique market ID and the like.

Description

technical field [0001] The present application relates to the financial field, and in particular, to a real-time market quotation access method, acquisition method, access device and acquisition device. Background technique [0002] The real-time market information in the traditional financial field is generally transmitted through directional transmission, that is, the message provider and the message consumer agree on the data range, and the message provider sends the market information to the message consumer by means such as HTTP protocol. The commonly used market message transmission mode is the message queue transmission mode, that is, the message provider sends the market price to the message queue, and the message consumer consumes the market price from the message queue. [0003] In the scenario of directional transmission of real-time market conditions, when the message scope used by the message consumer or the message consumer changes, both parties need to redevel...

AI Technical Summary

Problems solved by technology

[0003] In the scenario of directional transmission of real-time market conditions, when the range of messages used by the message user or message consumer changes, both parties need to re-develop according to the new range. At the same time, when a new message user appears, the message The provider also needs to cooperate with the message consumer to develop, so it cannot achieve convenient expansion; and when the message queue is used to transmit the market, although it can solve the inconvenience caused by the coupling relationship between the data provider and the consumer under the directional transmission method to a certain extent , but subscribing to the market through the message queue introduces data topic information, which requires the upstream and downstream of the message to maintain the mapping relationship between the market and the data topic synchronously, so it is not flexible enough

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