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深入理解OpenFast架构|0.1| — fix/fast 0.1 文档

FIX(Financial Information Exchange protocol)协议作为金融数据交换的一个标准,在交易所、券商、信息商、做市商等中有着非常广泛的使用。 FIX官方网址为 http:/ www.fixtradingcommunity.org/. FAST(FIX Adapted for STreaming(SM) Protocol)协议是针对FIX协议的二进制压缩数据流协议。 OpenFast是FAST协议的JAVA开源实现,官网地址为 http:/ www.openfast.org/. 我的联系方式,QQ 1239386559 Email: kuangtuweb @. 41 字段指令 Field Instruction 说明. 5 字段操作符 Field Operator. 61 None Operator 无操作符. 62 Constant Operator 常量操作符. 63 Default Operator 默认操作符. 64 Copy Operator 拷贝操作符. 65 Increment Operator 增量操作符. 68 Tail Operator 接尾操作符.

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深入理解OpenFast架构|0.1| — fix/fast 0.1 文档 | fix-fast.com Reviews
<META>
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FIX(Financial Information Exchange protocol)协议作为金融数据交换的一个标准,在交易所、券商、信息商、做市商等中有着非常广泛的使用。 FIX官方网址为 http:/ www.fixtradingcommunity.org/. FAST(FIX Adapted for STreaming(SM) Protocol)协议是针对FIX协议的二进制压缩数据流协议。 OpenFast是FAST协议的JAVA开源实现,官网地址为 http:/ www.openfast.org/. 我的联系方式,QQ 1239386559 Email: kuangtuweb @. 41 字段指令 Field Instruction 说明. 5 字段操作符 Field Operator. 61 None Operator 无操作符. 62 Constant Operator 常量操作符. 63 Default Operator 默认操作符. 64 Copy Operator 拷贝操作符. 65 Increment Operator 增量操作符. 68 Tail Operator 接尾操作符.
<META>
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1 深入理解openfast架构 0 1
2 未经允许,不得转载
3 gmail
4 微信订阅号 fixfast 欢迎关注,分享和交流证券信息相关技术
5 1fix协议
6 12 fix消息定义语法
7 13 fix协议数据类型
8 15 字段排列顺序规则
9 2fast协议分析
10 21 fast协议介绍
CONTENT
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深入理解openfast架构 0 1,未经允许,不得转载,gmail,微信订阅号 fixfast 欢迎关注,分享和交流证券信息相关技术,1fix协议,12 fix消息定义语法,13 fix协议数据类型,15 字段排列顺序规则,2fast协议分析,21 fast协议介绍,22 fast协议基本框架,24 整数变长压缩算法,26 fast操作符类型,3fast应用类型,22 字段 field,33 分组 group,34 序列 sequence,4fast字段操作指令,43 可选类型和null值,模块索引
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深入理解OpenFast架构|0.1| — fix/fast 0.1 文档 | fix-fast.com Reviews

https://fix-fast.com

FIX(Financial Information Exchange protocol)协议作为金融数据交换的一个标准,在交易所、券商、信息商、做市商等中有着非常广泛的使用。 FIX官方网址为 http:/ www.fixtradingcommunity.org/. FAST(FIX Adapted for STreaming(SM) Protocol)协议是针对FIX协议的二进制压缩数据流协议。 OpenFast是FAST协议的JAVA开源实现,官网地址为 http:/ www.openfast.org/. 我的联系方式,QQ 1239386559 Email: kuangtuweb @. 41 字段指令 Field Instruction 说明. 5 字段操作符 Field Operator. 61 None Operator 无操作符. 62 Constant Operator 常量操作符. 63 Default Operator 默认操作符. 64 Copy Operator 拷贝操作符. 65 Increment Operator 增量操作符. 68 Tail Operator 接尾操作符.

INTERNAL PAGES

fix-fast.com fix-fast.com
1

1.FIX协议 — fast 1.0 文档

http://www.fix-fast.com/part1/index.html

Fast 1.0 文档. 2015, moxuansheng. Powered by Sphinx 1.3.1. Alabaster 0.7.4.

2

2.3 停止位编码方式 — fast 1.0 文档

http://www.fix-fast.com/part2/2.3stopbit.html

Fast 1.0 文档. 一个停止位编码对应了一个字节序列,每个字节序列的最高有效位为停止位 Stop Bit , 当Stop Bit为0时,表示下一字节元组属于同一个字节序列 如果Stop bit位为1,则表示该字节序列的结束。 第一个字节00000111 的最高有效为0,表示下一个字节属于同一个序列, 第二个字节为 11101000,最高有效位为1,表示该字节为字节序列的最后一个字节。 2015, moxuansheng. Powered by Sphinx 1.3.1. Alabaster 0.7.4.

3

3.4 序列(sequence) — fix/fast 0.1 文档

http://www.fix-fast.com/part3/3.4sequence.html

Fix/fast 0.1 文档. 2015, moxuansheng. Powered by Sphinx 1.3.1. Alabaster 0.7.4.

4

2.FAST协议分析 — fast 1.0 文档

http://www.fix-fast.com/part2/index.html

Fast 1.0 文档. 2015, moxuansheng. Powered by Sphinx 1.3.1. Alabaster 0.7.4.

5

1.2 FIX消息定义语法 — fast 1.0 文档

http://www.fix-fast.com/part1/1.2syntax.html

Fast 1.0 文档. 其中Tag为定义的传输字段名称,Value为该字段对应的值比如 Price=100.5描述,表示了Price 价格 为100.5.每个消息有多个字段组成,每个字段之间通过分隔符 SOH 进行分割。 Http:/ www.fixtradingcommunity.org/FIXimate/FIXimate3.0/latestEP/index.html. FIXML v=”4.4” r=”20030618” s=”20040109”. Order ClOrdID=”123456” Side=”2” TransactTm=”2001-09-11T09:30:47-05:00” OrdTyp=”2” Px=”93.25” Acct=”26522154”. Instrmt Sym=”IBM” ID=”459200101” IDSrc=”1”/. OrdQty Qty=”1000”/. FIX消息定义中,重复组 repeated group 是非常重要的一个概念。 2015, moxuansheng. Powered by Sphinx 1.3.1.

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Rsi = talib.RSI(close,timeperiod = 5). Candlestick ohlc(ax, quotes, width=0.2, colorup='k', colordown='r', alpha=1.0). 其中,参数ax为坐标轴,quotes为时间、开、高、低、收序列(time, open, high, low, close, .) ,该序列长度可以大于5,但是candlestick ohlc方法只读前5个。 如果子图为一行两列,则为add subplot(1,2,1)和add subplot(1,2,2),图表如下所示 阅读全文. 本系列文章主要分为两部分 1 matplotlib基本使用 2 结合股票走势、技术指标等信息通过matplotlib进行绘制,学习其用法,个人觉得matplotlib博大精深,二八定理,20%的功能完成80%的图表需求。 John Hunter will be missed. Import matplotlib.pyplot as plt. Pltplot([1,2,3,4]). Pltplot([1,2,3,4], [1,2,3,4]).

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