The Design And Implementation Of Stock Market Real Time Data Collection And Display System

As its inception,China's stock market attracted millions of investors,and it is developed very rapidly and become an important part of socialist market.In the entire investment process the real-time stock quotes is very important.At present the service providers can provided complete high-frequence data and stored in the local are not many.For the following reasons they don't really support the business development needs.First, the commercial too strong, too much emphasis on commercial interests, expensive for the user.Second, the information is not enough, data service providers often modify the original data,this will cause inconvenience to users.Third, the data updated in real time is slow, is a very deadly to algorithm and program trading.Therefore, institutional investors to develop a real-time market data acquisition and display system is very important.Through years of work and practice, lessons learned, we found that the stock market is already very complete in the data transmission systern,the key question is how to quickly gather and store the received quotes.The purpose and significance of this study is the receiver for the stock market to provide high-speed data acquisition and storage Level-1 market solutions to provide data services for the stock data collection service means.This article analyzes the form of Level-1 stock real-time data transfer,according to the business needs and combined with the industry's actual situation,given the market data acquisition system building programs,content and frame design,given the concrete implementation for the possible problems.This paper presents a fast solution on how to quickly compare the real-time quotes's difference problem.The use of multiple threads to achieve data collection and storage functions run independently, effectively improve the efficiency of the system.At present, the system has been successfully used in the fund companies.lt provided real-time valuation and risk management's quote sources to the manage portfolios,it effectively reduced the risk of legal violations.This makes algorithmic trading and program trading business conduct become possible.This provide a complete historical data for research and validation test of a variety of investment model.It promotes institutional investors to carry out new business.In the stock industry,it have an important referenct values to the problem of data collection.