The Design And Implementation Of ETL In Financial Data Warehouse

Along with the rapid development of finance industry, the category of financial data increases very fast. It becomes a bottleneck for financial data provider to transform the data into information and knowledge by different technology. Data extraction, data transform and data load (i.e. ETL) can provide technology support for this application.Data warehouse architecture and metadata definition are introduced in this paper firstly. Then characteristics of financial data and application of ETL relevant technology in financial data mining are analyzed. And then according to these characteristics, design of financial data with ETL technology is described. Based on relation of ETL and data warehouse, function requirements of ETL in financial data warehouse are defined. Then construction module of the system, main modules and their relations are provided. Design of main system classes and relation of them are listed as well. Finally, application in financial data warehouse with design of this paper is demonstrated by demo of input of source data, transformation and output of final metadata.With the usage of ETL in financial data warehouse, financial data provider can transform mass information into useful data, so they can analyse this real time data to provide firsthand decision support solution to their customers, which is very important for both the providers and their customers. Therefore, main financial data providers in the world pay more and more attention to how to design a valuable software system with ETL technology.