| Trading Based on Persistent STEP Messaging: a 'Solid' Step towards a More Open Chinese Stock Market | |
| Xu, Guangbin1; Tao, Jueying2 | |
| 2012 | |
| 关键词 | Securities information change FIX STEP Stock exchange Stock Market |
| 卷号 | 2 |
| DOI | 10.1016/j.ieri.2012.06.098 |
| 页码 | 337-345 |
| 英文摘要 | This paper introduces the evolution of the STEP protocol: the first Chinese securities information exchange standard, which is of full compatibility to the world de-facto FIX protocol and is officially issued in 2004. The challenges of applying STEP to the China's stock market are also described. We propose a practical solution to address these challenges. Some trading businesses on the Chinese market based on the solutions are also described. Finally, the future of the STEP and the prospects fits application are presented. (C) 2012 Published by Elsevier B.V Selection and peer review under responsibility of Information Engineering Research Institute |
| 会议录出版者 | ELSEVIER SCIENCE BV |
| 会议录出版地 | SARA BURGERHARTSTRAAT 25, PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS |
| 语种 | 英语 |
| WOS研究方向 | Computer Science |
| WOS记录号 | WOS:000314461600057 |
| 内容类型 | 会议论文 |
| 源URL | [http://10.2.47.112/handle/2XS4QKH4/3080]  |
| 专题 | 上海财经大学 |
| 作者单位 | 1.Shanghai Stock Exchange, S Pudong Rd 528, Shanghai 200120, Peoples R China; 2.Shanghai Univ Finance & Econ, Shanghai 200433, Peoples R China |
| 推荐引用方式 GB/T 7714 | Xu, Guangbin,Tao, Jueying. Trading Based on Persistent STEP Messaging: a 'Solid' Step towards a More Open Chinese Stock Market[C]. 见:. |
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