An accurate connection method of historical stock market data and real-time stock market data

Abstract

The present application relates to the technical field of information data transmission, in particular to a method for accurately connecting historical stock market data and real-time stock market data, comprising S1. Grouping data in a real-time stock market system, with each n data being a group; S2. A client initiates subscription to a historical stock market system and a real-time stock market system, and the client subscribes to both historical stock market and real-time stock market, but initially only processes received historical stock market data; only analyze grouping information for received real-time stock market, but do not process market data; S3. The client processes data of the historical stock market system; S4. The client processes real-time stock market pushed by the real-time stock market system; S5. The client starts processing the latest received real-time stock market data. Compared with the prior art, the present application has the advantages that it guarantees the continuity and integrity of historical data and real-time data received by the client, and also guarantees the immediacy of real-time stock market received by the client.

Description

Technical Field

[0001] This invention relates to the field of information data transmission technology, specifically a method for accurately connecting historical securities market data with real-time securities market data. Background Technology

[0002] Real-time securities market data refers to the securities market information pushed in real time by the stock exchange and received by the real-time securities market system through the stock exchange market gateway; real-time securities market information is a collection of information such as transaction price, transaction volume, bid and ask price, and bid and ask volume of various listed securities (such as stocks, funds, bonds, etc.) at a specific time, pushed by the stock exchange in real time.

[0003] The historical securities market data system connects to the real-time securities market data system and stores the received real-time securities market data in a database; the securities market data stored in the database is called historical securities market data.

[0004] Securities investors (clients) need both real-time securities market data for live trading simulation and historical securities market data for verifying the prior validity of their investment strategies.

[0005] When a client's strategy connects to the securities market data system, various issues such as technical problems and anomalies may cause the connection time to be later than the exchange's opening time (9:15:00). For example, Client A starts its strategy system at 10:05:00 AM, but Client A needs all securities market data from the opening of the market that day (9:15:00 AM). In the above situation, part of the securities market data required by Client A's strategy is in the historical securities market data system, and the other part is in the real-time securities market data system. Therefore, it involves the issue of data integration between the historical and real-time market data systems.

[0006] Without a cross-system data connection method, data pushes from the two market data systems would lack a termination condition for historical market data pushes and a start condition for real-time market data pushes. If only real-time market data is retrieved, the data for the period from market opening to the client's connection cannot be obtained because the client connects to the real-time market data system later than the market opening time, failing to meet the client's requirement for complete market data. Conversely, if only historical market data is retrieved from the historical market data system, the client's data would be delayed, failing to meet the client's requirement for timely market data. Summary of the Invention

[0007] The technical problem to be solved by the present invention is to overcome the shortcomings of the prior art and provide a method for accurately connecting historical securities market data and real-time securities market data.

[0008] To achieve the above objectives, a method for accurately connecting historical and real-time securities market data is designed, including: S1. Grouping the data in the real-time securities market system into groups of n data entries; when the real-time securities market system pushes data, it also pushes the grouping information to the historical securities market system, ensuring that the same securities market data in both systems has the same and unique grouping information; S2. The client subscribes to both the historical and real-time securities market systems, but initially only processes the received historical securities market data; for the received real-time securities market data, only the grouping information is parsed, but the market data is not processed; S3. The client processes the data from the historical securities market system; S31. The historical securities market system pushes historical data from its database; S32. The historical securities market system pushes securities market data cached in the system memory; S4. The client processes the real-time securities market data pushed by the real-time securities market system; S5. The client begins processing the latest received real-time securities market data.

[0009] Preferably, step S32 is as follows: the largest group information in the data received by the customer is m+p, and the largest group information in the data cached in the database is m+j; when the largest group information in the data received by the customer and the largest group information in the data cached in the database are the same, that is, when p=j, it means that all the data in the database has been sent. After all the data in the database has been sent, the historical securities market system will send the data cached in the system (group information = m+j+1) to the customer.

[0010] Preferably, step S4 is as follows: when the grouping information (m+j+2) of the data sent by the real-time securities market system received by the client is equal to 1 when the difference between the grouping information (m+j+1) of the data sent by the historical securities market system received by the client and the data is equal to 1, the subscription to the historical securities market data is terminated and the subscription connection with the historical securities market system is disconnected.

[0011] Compared with the prior art, the advantages of this invention are:

[0012] 1. Orderly and accurate data delivery improves the continuity and completeness of historical and real-time data received by customers;

[0013] 2. It can ensure that customers receive real-time securities market information instantly. Attached Figure Description

[0014] Figure 1 This refers to the data grouping used when the securities market data system provided by this invention pushes data;

[0015] Figure 2 This invention describes the distribution of securities market data in the securities market system provided by this invention.

[0016] Figure 3 This is data pushed from the database by the securities market information system provided by this invention;

[0017] Figure 4 This is the system cache data pushed by the securities market data system provided by this invention;

[0018] Figure 5 This is the data from when the subscription connection of the securities market data system provided by this invention is disconnected;

[0019] Figure 6 The securities market data system provided by this invention processes the latest received real-time securities market data. Detailed Implementation

[0020] The invention will be further described below with reference to the accompanying drawings. The structure and principle of the invention are very clear to those skilled in the art. It should be understood that the specific embodiments described herein are only for explaining the invention and are not intended to limit the invention.

[0021] like Figure 1 As shown, this invention discloses a method for accurately connecting historical securities market data and real-time securities market data. The grouping information is groupID, abbreviated as gid, and MD is the English abbreviation for "Market Data". The method specifically includes the following steps.

[0022] S1. Group the data in the real-time securities market system, with each group consisting of n data entries; when the real-time securities market system pushes data, it also pushes the grouping information to the historical securities market system, so that the same securities market data in both systems has the same and unique grouping information.

[0023] S2. The client subscribes to both the historical and real-time stock market data systems. The client subscribes to both historical and real-time stock market data simultaneously, but initially only processes the received historical stock market data. For the received real-time stock market data, only the grouping information is parsed, but the market data is not processed.

[0024] S3. For example Figure 2 As shown, the client processes data from the historical securities market data system.

[0025] S31. The historical stock market data system pushes historical data from its database;

[0026] When the historical securities market data system receives a customer's subscription information, it first pushes all the data stored in the historical securities market data system database to the customer in ascending order of GID.

[0027] S32. For example Figure 3 As shown, the historical securities market data system pushes securities market data cached in the system memory: the largest block of information in the data received by the client is m+p, and the largest block of information in the data cached in the database is m+j; when the largest block of information in the data received by the client and the largest block of information in the data cached in the database are the same, that is, p=j, it means that all the data in the database has been sent.

[0028] like Figure 4 As shown, once all the data in the database has been sent, the historical securities market data system will send the data cached in the system (group information = m + j + 1) to the client.

[0029] S4. For example Figure 5 As shown, the client processes real-time securities market data pushed by the real-time securities market system: when the grouping information (m+j+2) of the data sent by the real-time securities market system received by the client is equal to 1 when the difference between the grouping information (m+j+1) of the data sent by the historical securities market system received by the client and the data is equal to 1, the subscription to the historical securities market data ends and the subscription connection with the historical securities market system is disconnected.

[0030] S5. For example Figure 6 As shown, the client begins processing the latest received real-time securities market data.

[0031] The above description is merely a specific embodiment of the invention, but the scope of protection of the invention is not limited thereto. Any equivalent substitutions or modifications made by those skilled in the art within the technical scope disclosed in the invention, based on the technical solutions and novel concepts of the invention, should be covered within the scope of protection of the invention.

Claims

1. A method for accurately connecting historical securities market data and real-time securities market data, wherein the historical securities market system connects to the real-time securities market system and stores the received real-time securities market data into the historical securities market system database, characterized in that... The method includes S1. Group the data in the real-time securities market system, with each group consisting of n data entries; when the real-time securities market system pushes data, it also pushes the grouping information to the historical securities market system, so that the same securities market data in both systems has the same and unique grouping information, where the grouping information is gid; S2. The client subscribes to both the historical and real-time stock market data systems. The client subscribes to both historical and real-time stock market data simultaneously, but initially only processes the received historical stock market data. For the received real-time stock market data, only the grouping information is parsed, but the market data is not processed. S3. The client processes historical stock market data. S31. The historical securities market data system pushes historical data from its database. When the historical securities market data system receives subscription information from a client, it first pushes all the historical data stored in its database to the client in ascending order of GID. S32. The historical stock market data system pushes stock market data cached in the system memory; S4. The client processes real-time securities market data pushed by the real-time securities market data system; S5. The client begins processing the latest received real-time securities market data; The specific steps of step S32 are as follows: the largest group information in the data received by the client is m+p, and the largest group information in the data of the historical securities market system database is m+j; when the largest group information in the data received by the client is the same as the largest group information in the data of the historical securities market system database, that is, when p=j, it means that all the data in the database has been sent. After all the data in the database has been sent, the historical securities market system will send the data cached in the system memory to the client. The specific steps of step S4 are as follows: When the grouping information of the data sent by the real-time securities market system received by the client is equal to 1 compared with the grouping information of the data sent by the historical securities market system received by the client, the subscription to the historical securities market data is terminated and the subscription connection with the historical securities market system is disconnected.

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