基于FPGA的授时与守时技术在证券交易中的应用研究

Research on application of FPGA-based timing and punctuality technology n securities trading

在金融领域,特别是证券高频交易方面,“时间”是个非常敏感的词;证券交易需要第一时间准确地将订单送出去,而且在整个交易环节中订单的“穿越时间”要尽量小。文章主要阐述了如何用基于FPGA的授时与守时技术来精准测试订单的“穿越时间”,并搭建相应的测试系统。测试结果表明,该方案具有测试精度高、部署方便、易于扩展等优点,非常适合金融领域中多套系统异地部署场景下的时延测量。

In the financial field especiallyin the highfrequeney trading of securities,“time”is a verysensitive word Securities trading needs to send out the order accurately at the first time,andthe “traveling time”of the order in the entire trading link should be as far 8s possible small.This articlemainly expounds how to use the FPGA based timing and punctuality technology to accurately test the“transit time”of an order,and build a corresponding test system.The test results show that thescheme has the advantages of high test accuracy convenient deployment and easy expansion andisvery suitable for delay measurement in the remote deployment scenario of multiple systems in thefinancial field.