计算机工程 ›› 2010, Vol. 36 ›› Issue (18): 267-269.doi: 10.3969/j.issn.1000-3428.2010.18.093

• 开发研究与设计技术 • 上一篇    下一篇

证券交易数据压缩的混合算术编码

蔡 祺,杨小虎   

  1. (浙江大学计算机科学与技术学院,杭州 310027)
  • 出版日期:2010-09-20 发布日期:2010-09-30
  • 作者简介:蔡 祺(1983-),男,助教、硕士研究生,主研方向:金融信息学;杨小虎,副教授、博士

Hybrid Arithmetic Coding of Securities Trading Data Compression

CAI Qi, YANG Xiao-hu   

  1. (College of Computer Science and Technology, Zhejiang University, Hangzhou 310027, China)
  • Online:2010-09-20 Published:2010-09-30

摘要:

通过分析证券交易数据的传输问题,指出对其压缩的重要性。根据国家金融行业标准“证券交易业务数据交换协议(STEP)”的消息数据,改进自适应二进制算术编码,提出混合算术编码。混合算术编码利用STEP消息特征进行基于模板/域转换的二进制化,并使用独立信源模型进行算术编码时的概率估计。实验结果表明,混合算术编码与自适应二进制算术编码相比,压缩比提高34%,编解码速度加 快10%。

关键词: 数据压缩, 算术编码, 二进制化, 证券交易业务数据交换协议

Abstract:

By analyzing the problems while transmitting securities trading data, necessity of data compression is indicated. This paper proposes a hybrid arithmetic coding for messages of Securities Trading Exchange Protocol(STEP). The coding improves adaptive binary arithmetic coding by using template-based binarization scheme and independent source model. Experimental results show that hybrid arithmetic coding provides a much better compression ratio and slightly faster processing time than adaptive binary arithmetic coding.

Key words: data compression, arithmetic coding, binarization, Securities Trading Exchange Protocol(STEP)

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