计算机工程与应用2012，Vol.48Issue(1)：138-141,4.DOI:10.3778/j.issn.1002-8331.2012.01.040
基于扩展FAST协议的金融消息压缩方法
Financial message compression method based on extended FAST protocol
摘要
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 newest FASTI.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 existing methods. It also presents a new reference for designing and implementing FAST/Extended-FAST in procedure-oriented programming paradigm. The experimental results demonstrate FASTX works efficiently-for the same data content, the encoded data size is only 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.关键词
适流金融信息交换(FAST)协议/面向过程/金融信息交换(FIX)协议Key words
Financial Information Exchange Adapted for Streaming (FAST) protocol/procedure-oriented/Financial Information Exchange (FIX) protocol分类
信息技术与安全科学引用本文复制引用
徐广斌,武剑锋,王泊,黄寅飞,胡汉英,刘凯,林征,白硕..基于扩展FAST协议的金融消息压缩方法[J].计算机工程与应用,2012,48(1):138-141,4.基金项目
中国证监会证券交易数据交换编解码协议专项课题. （）
