会议专题

FFTP:A File-like Data Exchange Method for High-liquid Securities Information Based on Extended FAST

current file-like data exchange methods of highliquid securities information are mainly based on some high redundancy formats such as DBF,which wastes bandwidth resource and induces high disseminating latency.Besides,the file segmentation technique these methods adopt aggravates bandwidth overhead and causes extra latency.To solve the problem,this paper presents FFTP-an Extended FAST based high-liquid securities data exchange method.FFTP promotes highliquidity in two aspects.First,by mapping records of the file-like data to FAST messages,FFTP can significantly reduce redundancy of exchange data by leveraging high efficiency encoding of Extended FAST,and thus bandwidth overhead can be reduced.Second,since the encoding procedure is based on the granularity of a record,the receiver can instantly decode records from a file segment and no retransmission of the whole file is needed,which effectively reduce latency of records of the received segments.We implemented the Extended FAST and the FFTP prototype.The experiments demonstrate while avoiding full file retransmission.FFTP can decrease DBFs size by over 70%,very close to some generalpurpose compression methods such as bzip,gzip.rar,which verified the feasibility and effectiveness of the new method.

FAST high-liquid data exchange

Xu Guangbin Wu Jianfeng Zheng gang Huang Yinfei Wu Shaoping Wang Bo Bai Shuo Xu Guangbin

Technology Center Shanghai Stock Exchange Shanghai,China School of Computer Science Fudan University Shanghai,China

国际会议

2010 2nd IEEE International Conference on Information and Financial Engineering(2010年第二届IEEE信息与金融工程国际会议 ICIFE 2010)

重庆

英文

603-607

2010-09-17(万方平台首次上网日期,不代表论文的发表时间)