STEP/fix/fast protocol analysis of Shanghai exchange

Source: Internet
Author: User

I changed my job more than a month ago to engage in FinanceProgramThe first job of the software is to parse the data of the Shenzhen and Shanghai Exchanges. The data of the Shenzhen Stock Exchange is a step protocol and a pure character TCP/IP stream, if the traffic per second reaches more than 200 kb, the client that receives the data must be properly designed. Otherwise, such a large data stream will die. The data in the certificate Institute is based on the most advanced step/fix/fast protocol in the financial industry. This data stream is 80% more compressed than the step protocol. parsing this data can be costly, ask for help from other companies. The price of each person is 8000 yuan per day, but the agreement is not provided.Source code. I couldn't help it. I tried to read more than one hundred pages of English, and finally understood the principles of the Agreement. Then I added a reminder from other companies, finally parse the damn data. If you have a friend who wants to parse the fast protocol in the future, you can also ask me, I only need to pay off, haha.

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