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Delay counting device and method based on market data

A market and data technology, applied in the direction of digital transmission system, data exchange network, transmission system, etc., can solve the problems of difficult to achieve accurate statistics of popular data delays, difficult selection of shunts, etc., to achieve intuitive and fast display of results, which is beneficial to The effect of market line selection and high delay accuracy

Inactive Publication Date: 2021-02-05
INFORMATION2 SOFTWARE SHANGHAI
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

However, in the existing technology, it is difficult to make accurate statistics on the delay of popular data, so it is difficult to choose different market sources and different market forwarding diverters

Method used

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  • Delay counting device and method based on market data
  • Delay counting device and method based on market data
  • Delay counting device and method based on market data

Examples

Experimental program
Comparison scheme
Effect test

Embodiment

[0079] image 3It is a specific flowchart of market data receiving and grouping in this embodiment, and its process is as follows:

[0080] First, initiate a connection to establish a connection with the upper-level data source, receive market data packets, and create corresponding connection channels for multiple data sources.

[0081] Then, unpack the received market data packet, split the complete market data packet, and obtain the local current system time, accurate to microseconds, store the local time in the end of the split data packet to form a new data packet , stored in the data parsing queue.

[0082] If the data packet is incomplete after splitting, cache the data and wait for new market data until the complete data packet is received.

[0083] Figure 4 It is a specific flow chart of the data parsing process in this embodiment. The process is as follows:

[0084] First, get the data packet from the data parsing queue, and decode the market data packet. In th...

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Abstract

The invention discloses a delay counting device and method based on market data, and the device comprises a receiving module which creates a plurality of connection channels which are connected with market data sources, receives the market data of the plurality of market data sources, splits the received market data packets, obtains the local current system time, stores local current system time into the tail of the split market data packet to form a new market data packet, and saves the new market data packet into a data analysis queue; an analysis module which is used for traversing and analyzing the market data packets corresponding to the data sources in the data analysis queue, calculating the difference between the market time and the local time in the market data packets as the relative delay, counting the related information of the current data packet and adding the related information into the counting queue; and a counting module which is used for matching the data in the counting queue corresponding to each data source, calculating the difference value of the relative delay as the inter-channel delay, and making a chart for displaying the calculated delay according to the sequence of market information market time.

Description

technical field [0001] The invention relates to the technical field of computer data transmission and analysis, in particular to a device and method for delay statistics based on market data. Background technique [0002] With the rapid development of information technology, the requirements for informatization construction in all walks of life are gradually increasing, so the real-time and performance requirements in the field of data analysis and transmission are also getting higher and higher. [0003] Taking the market data as an example, with the speeding up of the market prices of various exchanges, the original file market is gradually switched to the streaming market mode, and the market data is not forwarded and used, which reduces the time-consuming reading and writing of the market to the disk, and greatly improves the efficiency of transmission and use. It makes the use of market information by companies such as securities funds and end users more real-time and e...

Claims

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Application Information

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IPC IPC(8): H04L12/26H04L12/24
CPCH04L41/069H04L41/142H04L43/045H04L43/0852
Inventor 杨杰陈勇铨
Owner INFORMATION2 SOFTWARE SHANGHAI
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