Research On Data Warehouse System In Securities Companies

Data warehouse is storage of subject-oriented, integrated, non-volatile and time-variant data, with the purpose to support managers' decision-making. The technologies of data warehouse, OLAP and data mining have been widely applied in developed countries, whereas it is still in the beginning in China. Compared with other industries, securities industry takes the lead in adopting information technology and succeeded in building transaction process system. Several years of transaction system usage also accumulated a great deal of data including valuable information in securities companies. How to utilize these data and deeply discover unknown information to sever the decision-making is an important issue for securities companies.This paper introduced the development and related theory of data warehouse, discussed the securities industry solution of data warehouse application; According to the characteristic and business demands of securities companies, the paper presented an architecture of securities data warehouse system, and introduced the function of each component; After describing the task of database structure design, this paper brought forward an example of database design around the object of stock quotation analysis; Moreover, as an emphasis, the interface of operational system and data warehouse environment, the ETL technology, was deeply discussed. An example of data transfer by DTS was presented.This paper have partly solved the basic problems of data warehouse building in securities companies, deeply discussed the theory and method of securities companies to build data warehouse on the base of originally operational systems. This paper provided basis theory and practical method for data warehouse technology to be further applied to securities management decision.