Method for processing trading messages and trading system

The invention discloses a method for processing trading messages and a trading system. The method comprises the steps that an upstream system saves identifiers and time information of all the trading messages in a source database; a downstream system saves the identifiers and the time information of all the trading messages in a target database; the identifiers of the trading messages in the source database and the identifiers of the trading messages in the target database are compared according to the time information of the trading messages; whether the trading messages are lost or not is judged according to comparison results. Accordingly, detection on whether the trading messages in the trading system are lost or not is achieved. 本申请公开种用于处理交易消息的方法和交易系统。该方法包括：上游系统将每条交易消息的标识和时间信息保存在源数据库中；下游系统在目标数据库中保存所述每条交易消息的标识和时间信息；根据所述每条交易消息的时间信息，对所述源数据库和所述目标数据库中的交易消息的标识进行比对；根据比对结果，判断交易消息是否丢失。实现了对交易系统中的交易消息是否丢失的检测。