基于扩展FAST协议的金融消息压缩方法-计算机工程与应用.PDF

138 2012 ，48 （1） Computer Engineering and Applications 计算机工程与应用 基于扩展FAST 协议的金融消息压缩方法 1，2 1 1 1 1 1 1 1 徐广斌 ，武剑锋 ，王 泊 ，黄寅飞 ，胡汉英 ，刘 凯 ，林 征 ，白 硕 1，2 1 1 1 1 1 1 1 XU Guangbin , WU Jianfeng , WANG Bo , HUANG Yinfei , HU Hanying , LIU Kai , LIN Zheng , BAI Shuo 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 1.Technology Center of Shanghai Stock Exchange, Shanghai 200120, China 2.School of Computer Science, Fudan University, Shanghai 200443, China XU Guangbin, WU Jianfeng, WANG Bo, et al. Financial message compression method based on extended FAST protocol. Com- puter Engineering and Applications, 2012, 48 （1）：138-141. Abstract ：Recently some FAST 1.1-based financial message compression methods have been presented to decrease high redundancy of commonly used financial exchange message formats such as DBF, XML etc. These methods are neither capable of supporting the new- est FAST1.2, nor can support the procedure-oriented programming paradigm and running environment. This paper presents FASTX ：a financial message compression method based on Extended FAST, which achieves better encoding efficiency and faster speed than exist- ing methods. It also presents a new reference for designing and implementing FAST/Extended-FAST in procedure-oriented program- ming paradigm. The experimental results demonstrate FASTX works efficiently—for the same data content, the encoded data size is on- ly of about a quarter of the DBF ’s. Some comparisons with other commonly used formats are also conducted. The experimental results verify feasibility and effectiveness of FASTX. Key words ：Financial Information Exchange Adapted for Streaming （FAST ）protocol; procedure-oriented; Financial Information Ex- change（FIX ）protocol 摘 要：为降低金融交换消息的大小，近年来已出现QuickFast 、OpenFast 等基于FAST 1.1协议的金融消息压缩方法。然而现有方 法不支持压缩率更高的FAST 1.2 协