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)
中图分类号:
蔡祺, 杨小虎. 证券交易数据压缩的混合算术编码[J]. 计算机工程, 2010, 36(18): 267-269.
CA Qi, YANG Xiao-Hu. Hybrid Arithmetic Coding of Securities Trading Data Compression[J]. Computer Engineering, 2010, 36(18): 267-269.