Continuous breakthroughs in IT (Internet information technology) have added new momentum to the development of the financial industry. As one of the information technologies with great development potential in recent years, BT (blockchain technology) has the characteristics of immutability, traceability, decentralization, and complete distribution, which are different from other IT. The important reason for the rapid development of the application of BT is that it can establish trust transfer between peers without relying on third-party trusted institutions, which helps the various problems faced in the process of data exchange. BT has subverted the traditional model of finance, medical and other industries to a certain extent. At present, in the financial industry, there are often problems such as untimely updating of information and mutual trust between interdepartmental departments. BT can easily complete the construction and maintenance of financial information databases. Therefore, this article is mainly based on the research of FD(financial data) sharing mechanism based on BT. First, the data reliable connection mechanism of the BIZi network is analyzed. The results show that the three technologies that make up the BIZi network have their own characteristics. Blockchain has the strongest fault tolerance, with a fault tolerance rate of 87%. IPFS and Zigzag have advantages in storage capacity and scalability respectively. Secondly, the effect of the establishment of the FD sharing mechanism of BT is analyzed. The survey data shows that nearly half of the people believe that the establishment of the financial industry data sharing mechanism is conducive to reducing cooperation costs, 26% of people pointed out that the establishment of a sharing mechanism helps to strengthen communication between departments, and 21 people also pointed out that the data sharing mechanism can improve the efficiency of financial capital operations.