Borsa otomasyonu veritabanı yönetim sistemi
Başlık çevirisi mevcut değil.
- Tez No: 39101
- Danışmanlar: DOÇ.DR. FÜSUN TUNALI
- Tez Türü: Yüksek Lisans
- Konular: Bilgisayar Mühendisliği Bilimleri-Bilgisayar ve Kontrol, Ekonomi, Computer Engineering and Computer Science and Control, Economics
- Anahtar Kelimeler: Belirtilmemiş.
- Yıl: 1993
- Dil: Türkçe
- Üniversite: İstanbul Teknik Üniversitesi
- Enstitü: Fen Bilimleri Enstitüsü
- Ana Bilim Dalı: Belirtilmemiş.
- Bilim Dalı: Belirtilmemiş.
- Sayfa Sayısı: 105
Özet
ÖZET Bu tezin amacı, Borsa Otomasyonu'nda kullanılabilecek bir veritabanı sistemi ile gerçek zamanlı işlemlerin gerçeklenebileceği programların tasarlanarak gerçekleştirilmesidir. Yazımın başında, Borsa'da şu anki mevcut işleyiş ve uygulamalar anlatılarak yeni bir sisteme olan ihtiyaç belirtilip önerilen yapı (Borsa Otomasyonu Veritabanı Yönetim Sistemi - BOVYS) ile oluşacak işleyiş anlatılmıştır. Yapının temelini oluşturan veritabanı yapısı ve dosya tanımlan izleyen bölümde yer almıştır. Yazılmış olan programların anlatıldığı ve akış diyagramlarının verildiği diğer bölümden sonra ise, sonuç ve bundan sonra yapılması gereken çalışmalara ilişkin öneriler sunulmuştur. Yapılan çalışma ile, bu tür bir uygulamanın yurt dışından alımı yerine burada da gerçekleştirilebileceği de gösterilmiştir.
Özet (Çeviri)
SUMMARY A DATABASE MANAGEMENT SYSTEM FOR TRADING AUTOMATION In this thesis, an application on the automation of trading processes of Istanbul Stock Exchange (ISE) has been developed. This automation system consists of the realization of computerized trading processes. The reasons of choosing such a subject as a thesis research are: a real time database application, performance analysis, security, recovery, regeneration and the use of these concepts altogether. At the same time, using various types of peripheral devices such as big monitors, optic readers enriched the subject of thesis. At the begining of the text, current equities market procedures in ISE are explained. According to the current produre, during trading hours, all processes which are done by brokers and market experts on an equity execute on“the white board”by using pen. Brokers who reach the board, either write their own orders or draw a line onto for an outstanding order or to execute a trade. For an outstanding order, broker writes his broker company id. code, the amount and the price of the order to the left (bid) or right (offer) side of the board. When brokers execute trades, they fill a contract form to inform their trades by writing their own member code, passive member code, the amount and the price of the contract, equity code and contract number. During trading hours (10:30 - 12:30), operators collects the price of the equities by walking around the trading floor. Then, they enter them to the system. When the prices goes into the system, current price dissemination system realize them and send to the data vendors such as Reuters, Telerate, Forex, ADP, Veritel and 4K via modem - PTT line. Therefore, it's provided that informing investors about the prices of equities and ISE indices data. After the trading hours, brokers submit the contracts which are prepared about trades to the market experts and operators. These contracts are entered to the system by operators. While this kind of data comes into the system, total trade volume and amount also begin to appear. After this process, the temporary prints which includes daily contracts on member and equity basis are delivered to the brokers. When they got this papers, they examine them and if any, inform market experts for an error. The error is corrected by experts and operators.On the other hand, the contracts are entered into the system for the second time. But, at this time they invlude less informatin and are controlled with the information in the system. After all these processes are finished, when there's no any error, the bulletins such as TRT, Teletext and Daily can be obtained. And then, the prints of absolute contracts information on member basis can be delivered to the brokers. Consequently, the need of an automation system is caused by; - Physical place problemwhich is caused by the number of equties, boards and the members, - The possibility of erasebility of the orders and the trades which have been written/drawen on the boards, - During the trading hours, the delay and error possibility of price dissemination because of the method of collecting prices, - Spending too much time which is passed after the trading hours (because of using the batch process method), - Speculative movements which is caused by the display of the members who have orders/trades on the board, - The weakness of the system security, - The intendency to open to foreign stock markets. At the realized system, BOVYS, the orders are entered directly to the system. An order which is entered into the system, creates a contract automatically if it matches with another one (automatic matching). If not, it takes a placein the order book as an outstanding order. The number of types of orders which can be accepted by the system has also been increased with the new system, BOVYS. Limited orders have been added to the market procedure. Price limited, amount limited, price & amount limited. At the subject of order routing, it's concentrated on two methods; - Operator entry, - Optic reader entry. At the method of operator entry, brokers which are in an order route their own order either aural or on a printed form to the operators who are at the front side of the terminals. Operator who gets the order, enters it into the system. By the method of optic reader, broker fills the optic reader form (the one which is not so difficult, and has less cell to fill) uses the reader to route his own order thru the system. After the order is entered to the system, it is taken into the control algorithms to check its validity such as the validity of member id code, equity code, price steps, vumaximum amount of an order etc. Then, if it passes the controls system accepts the order, otherwise it's rejected. The current market matching rules are still valid at the system of automatic matching. The processes which are processed after the trading hours will not be handled anymore, they will be able to be finished until the end of the trading hours. (Current trade session is between 10:30 am - 12:30 pm.) Brokers will observe their orders' status and market price basis information via big monitors at the trading floor. There will be a price dissemination program for the inside of the trading floor. They can also examine the prints which will be delivered at the certain time periods. These prints include the order status and contracts information on member basis. Outside price dissemination system is still active, but with more efficiency. Now, it send s more accurate and on time information rather than the old one. Now, it can be mentioned about the structure of database system and the algorithms. The separate order files structure is the basic characteristic of the realized database system structure. According to the our statistical research, the rate of the executed orders and outstanding orders is 1/(3-4). So, taking into consideration of the numbers of the daily orders, it can be said that the record numbers of the order file and its index files will increase so quickly. And, the access time for any record or the scanning time of that file for a match will increase. For this reason, it has to be decreased. Then, that file has been splitted into two file; Bid orders, Offer orders. The benefits of this can be seen at the algorithms' chapter and also at the programs. For parametric and control processes, - üye kodlan (member codes), - hisse parametreleri (equity parameters), - terminal parameters, - salon içi yayın (inside price dissemination) files are used. An front-table file is used at automatic matching algorithm. Since the rate of the executed orders and outstanding orders is 1/(3-4), it's aimed that to decrease the time to find whether there is a match or not information, when a new order came into the system. To obtain this information, it is not necessary to scan the orders files anymore. And this also provides not to save duplicate information for the inside dissemination system. The system decides if it's an outstanding order or an executable order while examining* the front-table file. Executed orders also create a record at the contracts file (sözleşme). vuıFor the inside price dissemination, there is a dissemination-tracking file. In thie file, either outstanding orders information or executed orders information take place. For using in the case of recovery, for logging and also for regeneration of processes or doing reverse processe, a log file has been designated; orders log file. Original orders are saved into this file. If s not important at this step whether it's executed or not or being a limited order. These orders are the original forms of the orders which are entered the system. This file is a time basis file. The general structure of the database system is like that; Emir (Order) Parametre Dosyalan (Parameters w V Alış Dosyası (Bid) Satış Dosyası (Offer) İZ Ön Tablo (Front Table) Emirler Dosyası (Order Log File) Sözleşme Arşivi (Archieve) c İz ^ Sözleşmeler (Contracts) Yayın İzleme Dosyası (Dissemination Track File) Figure S. 1 The General Structure of the Database System IXThe orders which came into the system, first, records into the order log file. Then, checking with the front-table, it's decided where the order goes to;outstanding order files or contracts file. And it's also kept as a record at the inside price dissemination tracking file. These all files are daily files, except parameters one. At the end of the day, contracts file is transferred in to the archieve file and made updates on parameter files. As a conclusion, with the BOVYS, a real time multiuser database system application has been realized. The usage of multi programming languages such as Dataflex, C and various peripheral devices such as big monitors, optic readers in combination has been beneficial as a result of this study. Since the design is modular and flexible, it can easily be improved.
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