Many businesses in the securities industry need to rely on a lot of information systems to maintain. Nowadays, with the increasing task amount in securities market, the demand of data information during operation is growing, and in order to fulfill the need for data, securities industry must analyze and process the data information. Therefore, securities enterprises' demand of data system is getting higher and higher, requiring a higher availability of data acquisition system. This article focuses on the application of securities industry commonly applied data warehouse, analyzing the defect of data acquisition by data warehouse during the operation of securities businesses. This paper makes a deep analysis of the securities company's data acquisition application, designing a new data acquisition application solution in two aspects of data acquisition task mechanism and system failover about the fault tolerance and availability research. So that the problems related to data acquisition in securities business can be solved by corresponding securities information system, and the securities business data can be analyzed and processed reasonably.