Market data access method and device

• Main Authors: CHEN LEI, QIU JIAN, CAO HAILIANG, WU HONGHUA
• Format: Patent
• Language: Chinese; English
• Published: 29.12.2020
• Subjects: CALCULATING; COMPUTING; COUNTING; DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES; ELECTRIC DIGITAL DATA PROCESSING; PHYSICS; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR

The invention discloses a market data access method and device. The method comprises the following steps: receiving a market data message pushed by a data source; determining an external code identifier type corresponding to an external code identifier in the market data message according to the external code identifier type corresponding to each external code identifier recorded in the transaction variety receiving configuration table; if the external code identifier in the market data message is a chained code identifier, obtaining a field processing rule corresponding to the chained code identifier from a preset chained code analysis rule table, reading a target field from the market data message according to the field processing rule, and initiating subscription to the data source by taking the target field as a single code. According to the invention, the access of the chain code can be realized, and the efficiency of accessing market data provided by a supplier is improved. 本发明公开了一种市场数据接入方法及装置，该方法包括：接收数