A Real-Time Futures Information Processing Strategy Based on Multi-level Cache and Multi-threading Cooperation

LI-KAI SU

Abstract


Futures market data processing is a basic problem in the research of futures program trading. Because of the large amount of futures market data, there are many problems in the real-time data processing, such as high delay, low storage efficiency, poor stability and high input cost. In order to solve the above problems encountered in the development of futures program trading software, a non-blocking real-time market data processing strategy based on multi-level cache and multi-threaded collaboration is proposed and implemented, with the characteristic of low delay, high storage efficiency and low investment cost in market data processing, exhibits a high applicable value for the design of program trading software for small and medium-sized investment companies.

Keywords


Futures program trading, Real-time data processing, Multi-level cache, Multi-threaded collaboration.Text


DOI
10.12783/dteees/peems2019/33955

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