低延迟证券交易系统关键技术研究

doi:10.3969/j.issn.1000-3428.2011.18.010

计算机工程 ›› 2011, Vol. 37 ›› Issue (18): 28-31. doi: 10.3969/j.issn.1000-3428.2011.18.010

低延迟证券交易系统关键技术研究

徐广斌 ^1,2，武剑锋 ¹，白硕 ¹

(1. 上海证券交易所技术中心，上海 200120；2. 复旦大学计算机科学技术学院，上海 200443)

收稿日期:2011-03-02 出版日期:2011-09-20 发布日期:2011-09-20
作者简介:徐广斌(1976－)，男，博士后，主研方向：证券交易接口技术，金融信息系统；武剑锋，高级工程师、副教授；白硕，教授、博士生导师
基金资助:
中国证监会证券数据压缩传输协议专项研究基金资助项目

Research on Key Technologies of Low-latency Securities Trading System

XU Guang-bin ^1,2, WU Jian-feng¹, BAI Shuo ¹

(1. Technology Center, Shanghai Stock Exchange, Shanghai 200120, China;2. School of Computer Science, Fudan University, Shanghai 200443, China)

Received:2011-03-02 Online:2011-09-20 Published:2011-09-20

摘要/Abstract

摘要： 为构建低延迟证券交易系统，给出对证券交易延迟的定义，提出证券交易延迟的整体分析框架。对证券交易延迟进行细分，研究构建证券交易系统相关的操作系统、消息中间件、软件开发、性能测试及优化等软件关键技术，讨论可能消除或减少这些延迟的现有方法、技术和手段及其发展趋势。分析表明，采用系统化分析方法对搭建的系统进行不断调整优化是构建低延迟证券交易系统的有效方法。

关键词: 低延迟, 证券交易, 交易延迟, 电子交易, 消息交换

Abstract: Focusing on building the low-latency trading system, this paper gives definition of the securities trading latency and presents the analytical framework and the breakdown of trading latency. The key technologies of operating systems, message middleware, applications, and performance testing and tuning for building a low-latency trading system are studied. In each part of that, existing methods and techniques of eliminating or relieving corresponding latency are discussed and the developing trends of which are provided. It concludes that systematical analysis methodology should be applied and continuously tuning and optimizing should be conducted for building a low-latency trading system.

Key words: low-latency, securities trading, trading latency, electronic trading, message exchange

中图分类号:

TP311.5

徐广斌, 武剑锋, 白硕. 低延迟证券交易系统关键技术研究[J]. 计算机工程, 2011, 37(18): 28-31.

XU An-Bin, WU Jian-Feng, BAI Shuo. Research on Key Technologies of Low-latency Securities Trading System[J]. Computer Engineering, 2011, 37(18): 28-31.

https://www.ecice06.com/CN/Y2011/V37/I18/28

参考文献

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