Modeling was the core of data warehouse building, and the dimensional modeling technique was generally adopted. After analyzed the advantages and drawbacks of star and snowflake schemas in dimensional modeling, the securities business was taken as an example, the concept of a derived sub - dimension schema was proposed from the star according to the features of financial data warehouse, stated the conditions, algorithms and advantages of the structure. In the typical star schema, for the large dimension table, the relative independent field with low cardinality was broken into sub - dimension ...